Position limits are established by the exchange as permitted by CFTC Regulation 41.25

Overview:

Resources:

Position Limit Violation

A position limit violation occurs when a non-omnibus account holding a position in a product-contract within five (5) days of the product-contract's expiration has a calculated component deliverable exceeding the component's 100-share contract limit. 

Filling for an Exemption

Parties may file a position limit exemption with the exchange on behalf of accounts whereby the position meets the following qualifications:

  • The position constitutes a qualified hedge
  • The position constitutes a substitution transaction

To file an exemption complete the Position Limit Exemption Request form and submit to marketsurveillance@onechicago.com by email. 

Daily Publication of Position Limits

Each day the exchange publishes the latest position limits in terms of 100-share contracts for all components underlying OneChicago Products. Parties should look to this publication to determine if necessary to file a position limit exemption with the exchange. 

The position limit publications are publicly available at the the Historical Position Limit Archive and are published in the according to the format described in the Position Limit File Guide.