Position Limits, Accountability Levels and Large Trader Reporting Requirements in Connection with the Initial Listing of 30-Year Uniform Mortgage-Backed Securities (UMBS) To-Be-Announced (TBA) Futures Contracts (6.5% Coupon Rate)

In connection with the listing of the Board of Trade of the City of Chicago, Inc.’s (“CBOT” or “Exchange”) 30-Year Uniform Mortgage-Backed Securities (UMBS) To-Be-Announced (TBA) Futures Contracts (6.5% Coupon) (the “Contract”) on trade date Monday, February 27, 2023 (see SER-9133R dated February 7, 2023), please note below and in Appendix B of CBOT Submission No. 23-006 the corresponding position limit (Rule 559), aggregation allocations (Rule 559.D.), accountability levels (Rule 560) and reportable level (Rule 561) for the new contract.

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