• Large Trader Requirements, Single Month/All Month Accountability Levels, Reporting Level, and Single Month/All Month Spot Month Aggregation Allocations for the New Weekly KCBT-CBOT Wheat Intercommodity Spread Options

      • To
      • Members, Member Firms and Market Users
      • From
      • Market Regulation Department
      • #
      • SER-6703
      • Notice Date
      • 28 June 2013
      • Effective Date
      • 01 July 2013
    • In connection with the launch of the new KCBOT-CBOT Wheat Intercommodity Spread Options (CBOT exchange) on trade date Monday, July 1, 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 July 1, 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 Aggregate Into Futures Equivalent Leg (2)
      Single Month Limit (In Net Futures Equivalents) Leg (1) / Leg (2)
      All Month Limit Aggregate Into Futures Equivalent Leg (1)
      All Month Limit Aggregate Into Futures Equivalent Leg (2)
      All Month Limit (In Net Futures Equivalents) Leg (1) / Leg (2)
       
      KCBT-CBOT Wheat Intercommodity Spread Options
       
      14x
       
      KWC
       
      2
       
      150
       
      KW
       
      W
       
      12,000(KW)/12,000(W)
       
      KW
       
      W
       
      12,000(KW)/12,000(W)
       
       
       
       
       
      Please refer questions on this subject to:
      Market Surveillance
      Sandra Valtierra             Sandra.Valtierra@cmegroup.com                       (312) 347-4137

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