• Large Trader Requirements, Single Month/All Month Accountability Levels, Reporting Level, and Single Month/All Month Spot Month Aggregation Allocations for the New Dow Jones – UBS Roll Select Commodity Index Futures Contract

      • To
      • Members, Member Firms and Market Users
      • From
      • Market Regulation Department
      • #
      • SER-6684
      • Notice Date
      • 14 June 2013
      • Effective Date
      • 17 June 2013
    • In connection with the launch of the new Dow Jones – UBS Roll Select Commodity Index futures contract on trade date Monday, June 17, 2013, please note below the corresponding single month/all month accountability levels, reporting level, and single month/all month spot month aggregation allocations for the new contract. Effective trade date June 17, 2013, and pending all relevant CFTC regulatory review periods, the terms and conditions for this contract will be inserted in the CBOT Position Limit Position Accountability and Reportable Level Table located in the Interpretations and Special Notices Section of Chapter 5 of the CBOT Rulebook, as noted below.
      The commodity code is provided for the Clearing Members that file reports pursuant to CBOT Rule 561.A in a machine-readable format. 
       
       

      Contract Name
      Rule Chapter
      Commodity Code
      Contract Size
      Reporting Level
      Single Month Aggregate Into Futures Equivalent Leg (1)
      Single Month Accountability Level (In Net Futures Equivalents) Leg (1) / Leg (2)
      All Month Limit Aggregate Into Futures Equivalent Leg (1)
      All Month Accountability Level (In Net Futures Equivalents) Leg (1) / Leg (2)
       
      Dow Jones - UBS Roll Select Commodity Index
       
      29D
       
      DRS
       
      100
       
      200
       
      DRS
       
      52,000
       
      DRS
       
      52,000

       
       
      Please refer questions on this subject to:
      Market Surveillance
      Sandra Valtierra                         Sandra.Valtierra@cmegroup.com                       (312) 347-4137