Position Limits, Accountability Levels and Large Trader Reporting Requirements in Connection with the Initial Listing of the Micro Ultra 10-Year U.S Treasury Note and Micro 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”) Micro Ultra 10-Year U.S Treasury Note and Micro Ultra U.S. Treasury Bond Futures contracts (the “Contracts”) on trade date Monday, March 25, 2024 (see SER-9332 published on February 13, 2024), please note below and in Appendix B of CBOT Submission No. 24-090 the corresponding position limits (Rule 559), aggregation allocations, accountability levels (Rule 560) and reportable levels (Rule 561) for the new contracts. 

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