17 C.F.R. § 15.03 Reporting levels.
Title 17 - Commodity and Securities Exchanges
(a) Definitions. For purposes of this section: Broad-based security index is a group or index of securities that does not constitute a narrow-based security index. HedgeStreet products are contracts offered by HedgeStreet, Inc., a designated contract market, that pay up to $10.00 if in the money upon expiration. Major foreign currency is the currency, and the cross-rates between the currencies, of Japan, the United Kingdom, Canada, Australia, Switzerland, Sweden and the European Monetary Union. Narrow-based security index has the same meaning as in section 1a(25) of the Commodity Exchange Act. Security futures product has the same meaning as in section 1a(32) of the Commodity Exchange Act. (b) The quantities for the purpose of reports filed under parts 17 and 18 of this chapter are as follows: [69 FR 76397, Dec. 21, 2004, as amended at 71 FR 37817, July 3, 2006]
Title 17: Commodity and Securities Exchanges
PART 15—REPORTS—GENERAL PROVISIONS
§ 15.03 Reporting levels.
------------------------------------------------------------------------ Number of Commodity contracts------------------------------------------------------------------------Agricultural: Cocoa............................................... 100 Coffee.............................................. 50 Corn................................................ 250 Cotton.............................................. 100 Feeder Cattle....................................... 50 Frozen Concentrated Orange Juice.................... 50 Lean Hogs........................................... 100 Live Cattle......................................... 100 Milk, Class III..................................... 50 Oats................................................ 60 Rough Rice.......................................... 50 Soybeans............................................ 150 Soybean Meal........................................ 200 Soybean Oil......................................... 200 Sugar No. 11........................................ 500 Sugar No. 14........................................ 100 Wheat............................................... 150Broad-Based Security Indexes: Municipal Bond Index................................ 300 S&P 500 Stock Price Index....................... 1,000 Other Broad-Based Securities Indexes................ 200Financial: 30-Day Fed Funds.................................... 600 3-Month (13-Week) U.S. Treasury Bills............... 150 2-Year U.S. Treasury Notes.......................... 1,000 3-Year U.S. Treasury Notes.......................... 750 5-Year U.S. Treasury Notes.......................... 2,000 10-Year U.S. Treasury Notes......................... 2,000 30-Year U.S. Treasury Bonds......................... 1,500 1-Month LIBOR Rates................................. 600 3-Month Eurodollar Time Deposit Rates............... 3,000 3-Month Euroyen..................................... 100 2-Year German Federal Government Debt............... 500 5-Year German Federal Government Debt............... 800 10-Year German Federal Government Debt.............. 1,000 Goldman Sachs Commodity Index....................... 100 Major Foreign Currencies............................ 400 Other Foreign Currencies............................ 100 U.S. Dollar Index................................... 50Natural Resources: Copper.............................................. 100 Crude Oil, Sweet.................................... 350 Crude Oil, Sweet_No. 2 Heating Oil Crack Spread..... 250 Crude Oil, Sweet_Unleaded Gasoline Crack Spread..... 150 Gold................................................ 200 Natural Gas......................................... 200 No. 2 Heating Oil................................... 250 Platinum............................................ 50 Silver Bullion...................................... 150 Unleaded Gasoline................................... 150 Unleaded Gasoline_No. 2 Heating Oil Spread Swap..... 150Security Futures Products: Individual Equity Security.......................... 1,000 Narrow-Based Security Index......................... 200Hedge Street Products................................... \1\ 125,000TRAKRS.................................................. \1\ 50,000All Other Commodities................................... 25------------------------------------------------------------------------\1\ For purposes of part 17, positions in HedgeStreet Products and TRAKRS should be reported by rounding down to the nearest 1,000 contracts and dividing by 1,000.
