Position Accountability Levels and Large Trader Reporting Requirements in Connection with the Initial Listing of the Options on 2-Year Eris SOFR Swap Futures, 5-Year Eris SOFR Swap Futures, and 10-Year Eris SOFR Swap Futures Contracts

In connection with the listing of the Board of Trade of the City of Chicago, Inc.’s (“CBOT” or “Exchange”) Options on 2-Year Eris SOFR Swap Futures, 5-Year Eris SOFR Swap Futures, and 10-Year Eris SOFR Swap Futures contracts (the “Contracts”) on trade date Monday, June 15, 2026 (see SER-9717 published on April 14, 2026), please note below and in Exhibit B of CBOT Submission No. 26-111. For the full text of this notice, please see link attached below.

CME Group is the world’s leading derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs).
Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX and COMEX.

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