• Changes to Position Limits in Expiring Treasury Futures - DECEMBER 2011 and Delivery Months Thereafter

      • To
      • Members, Member Firms and Market Users
      • From
      • Market Regulation Department
      • #
      • SER-5897
      • Notice Date
      • 23 August 2011
      • Effective Date
      • 23 August 2011

    • Terms and conditions of Treasury Note and Bond futures listed for trading on the Chicago Board of Trade ("CBOT" or "Exchange") establish position limits applicable during an expiring contract's last 10 trading days. The Exchange periodically reviews these position limits to ensure they comport with the scale and characteristics of the supply of deliverable-grade Treasury bonds and notes.

      For the full Special Executive Report, please click here (PDF).

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