Effective February 9, 2024 and commencing with the June 2024 contract month and beyond (pending all relevant CFTC regulatory review periods), The Board of Trade of the City of Chicago, Inc. (“CBOT” or “Exchange”) will amend the spot-month position limits for the 30-Year Uniform Mortgage-Backed Securities (UMBS) To-BeAnnounced (TBA) Futures Contracts (2.0%, 2.5%, 3.0%, 3.5%, 4.0%, 4.5%, 5.0%, 5.5%, 6.0%, and 6.5% Coupon Rates) (collectively the “Contracts”) as noted in Exhibits A and B of CBOT Submission No. 24-074. Please note that the spot-month position limits in the February 2024, March 2024, April 2024, and May 2024 contract months remain unchanged.
For the full text of this notice, please see link attached below.