17 CFR § 15.03 - Reporting levels.
(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:
|Commodity||Number of contracts|
|Frozen Concentrated Orange Juice||50|
|Milk, Class III||50|
|Sugar No. 11||500|
|Sugar No. 14||100|
|Broad-Based Security Indexes:|
|Municipal Bond Index||300|
|S&P 500 Stock Price Index||1,000|
|Other Broad-Based Securities Indexes||200|
|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|
|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||50|
|Crude Oil, Sweet||350|
|Crude Oil, Sweet - No. 2 Heating Oil Crack Spread||250|
|Crude Oil, Sweet - Unleaded Gasoline Crack Spread||150|
|No. 2 Heating Oil||250|
|Unleaded Gasoline - No. 2 Heating Oil Spread Swap||150|
|Security Futures Products:|
|Individual Equity Security||1,000|
|Narrow-Based Security Index||200|
|Hedge Street Products||1 125,000|
|All 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.
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