In connection with the listing of the CBOT E-mini Dow Jones Industrial Average Index ($5 Multiplier) weekly and end of month option contracts and the CBOT Dow Jones Industrial Average Index ($10 Multiplier) weekly and end of month option contracts on The Board of Trade of the City of Chicago, Inc. (CBOT or Exchange) on trade date Monday, May 19, 2014 (see SER-7034R dated April 29, 2014), please note below the corresponding reporting levels, all month aggregation allocations and all month limits for the new contracts. Effective trade date May 19, 2014, and pending all relevant CFTC regulatory review periods, the terms and conditions for these contracts 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 codes are provided for the Clearing Members that file reports pursuant to CBOT Rule 561.A in a machine-readable format.
(Bold/underline indicates addition)
Contract Name |
Rule Chapter |
Commodity Code |
Contract Size |
Contract Units |
Reporting Level |
All Month Limit Aggregate Into Futures Equivalent Leg (1) |
All Month Aggregate Into Ratio Leg (1) |
All Month Limit (In Net Futures Equivalents) Leg (1) / Leg (2) |
CBOT E-mini Dow Jones Industrial Average Index ($5 Multiplier) Futures Options |
27A |
YM |
$5 |
Dollar x DJIA |
200 |
11 |
2 YM : 1 11 |
50,000 |
CBOT E-mini Dow Jones Industrial Average Index ($5 Multiplier) Weekly Option - week 1 |
27A |
YM1 |
$5 |
Dollar x DJIA |
200 |
11 |
2 YM1 : 1 11 |
50,000 |
CBOT E-mini Dow Jones Industrial Average Index ($5 Multiplier) Weekly Option - week 2 |
27A |
YM2 |
$5 |
Dollar x DJIA |
200 |
11 |
2 YM2 : 1 11 |
50,000 |
CBOT E-mini Dow Jones Industrial Average Index ($5 Multiplier) Weekly Option - week 4 |
27A |
YM4 |
$5 |
Dollar x DJIA |
200 |
11 |
2 YM4 : 1 11 |
50,000 |
CBOT E-mini Dow Jones Industrial Average Index ($5 Multiplier) End-of-Month Option |
27A |
EYM |
$5 |
Dollar x DJIA |
200 |
11 |
2 EYM : 1 11 |
50,000 |
CBOT Dow Jones Industrial Average Index ($10 Multiplier) Weekly Option - week 1 |
26A |
ZD1 |
$10 |
Dollar x DJIA |
200 |
11 |
1 ZD1 : 1 11 |
50,000 |
CBOT Dow Jones Industrial Average Index ($10 Multiplier) Weekly Option - week 2 |
26A |
ZD2 |
$10 |
Dollar x DJIA |
200 |
11 |
1 ZD2 : 1 11 |
50,000 |
CBOT Dow Jones Industrial Average Index ($10 Multiplier) Weekly Option - week 4 |
26A |
ZD4 |
$10 |
Dollar x DJIA |
200 |
11 |
1 ZD4 : 1 11 |
50,000 |
CBOT Dow Jones Industrial Average Index ($10 Multiplier) End-of-Month Option |
26A |
EZD |
$10 |
Dollar x DJIA |
200 |
11 |
1 EZD : 1 11 |
50,000 |
Please refer questions on this subject to:
Market Regulation
Surveillance: Chris Reinhardt Chris.Reinhardt@cmegroup.com (312) 435-3665
Products: Nadine Brown Nadine.Brown@cmegroup.com (212) 299-2223
Large Trader Reporting: Sandra Valtierra Sandra.Valtierra@cmegroup.com (312) 347-4137