17 CFR 15.03 - Reporting levels.

§ 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
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 150
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
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 50
Natural 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 150
Security Futures Products:
Individual Equity Security 1,000
Narrow-Based Security Index 200
Hedge Street Products 1 125,000
TRAKRS 1 50,000
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.

[ 69 FR 76397, Dec. 21, 2004, as amended at 71 FR 37817, July 3, 2006]

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