• Large Trader Requirements, Single Month/All Month Position Limits, and Single Month/All Month Aggregation Allocations for the CBOT Dow Jones-UBS Commodity Index Futures Contract

      • To
      • Members, Member Firms and Market Users
      • From
      • Market Regulation Department
      • #
      • SER-6892
      • Notice Date
      • 30 October 2013
      • Effective Date
      • 31 October 2013
    • Effective Thursday October 31, 2013 for trade date Friday, November 1, 2013, and pending all relevant CFTC regulatory review periods, the Chicago Board of Trade (CBOT or Exchange) will implement single month and all month speculative position limits for its Dow Jones – UBS Commodity Index Futures contract beginning with the November 2013 contract month. The amendments to the Position Limit, Position Accountability and Reportable Level Table located in the Interpretations & Special Notices Section of Chapter 5 of the CBOT Rulebook, corresponding single month/all month position limits, reporting level, and single month/all month aggregation allocations for the new contract are presented below. Effective trade date November 1, 2013, the single month and all month speculative position limits 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 CME Rulebook, as noted below.
       
      (Bold underline indicates addition)

      Contract Name
      Rule Chapter
      Commodity Code
      Reporting Level
      Single Month Aggregate Into Futures Equivalent Leg (1)
      Single Month Limit (In Net Futures Equivalents) Leg (1) / Leg (2)
      All Month Limit Aggregate Into Futures Equivalent Leg (1)
      All Month Limit (In Net Futures Equivalents) Leg (1) / Leg (2)
      Dow Jones-UBS Commodity Index Futures
      29
      70
      200
      70
      52,000
      70
      52,000

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

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