Accountability Levels and Large Trader Reporting Requirements in Connection with the Initial Listing of Monday Weekly Options on Short-Term U.S. Treasury Note Futures (2-Year), Medium-Term U.S. Treasury Note Futures (5-Year), U.S. Treasury Note Futures (6 ½ to 7 ¾-Year), Ultra 10-Year U.S. Treasury Note Futures, U.S. Treasury Bond Futures, and Ultra U.S. Treasury Bond Futures Contracts

In connection with the listing of the Board of Trade of the City of Chicago, Inc.’s (“CBOT” or “Exchange”) Monday Weekly Options Short-Term U.S. Treasury Note Futures (2-Year), Medium-Term U.S. Treasury Note Futures (5-Year), U.S. Treasury Note Futures (6 ½ to 7 ¾-Year), Ultra 10-Year U.S. Treasury Note Futures, U.S. Treasury Bond Futures, and Ultra U.S. Treasury Bond Futures contracts (collectively the “Contracts”) on trade date Monday, October 30, 2023 (see SER-9623 published on October 3, 2023), please note in Appendix B of CBOT Submission No. 23-377 the corresponding aggregation allocations (Rule 559.D.), accountability levels (Rule 560) and reportable levels (Rule 561) for the new contracts.

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