[Code of Federal Regulations]
[Title 17, Volume 1]
[Revised as of April 1, 2006]
From the U.S. Government Printing Office via GPO Access
[CITE: 17CFR15.03]

[Page 312]
 
              TITLE 17--COMMODITY AND SECURITIES EXCHANGES
 
             CHAPTER I--COMMODITY FUTURES TRADING COMMISSION
 
PART 15_REPORTS_GENERAL PROVISIONS--Table of Contents
 
Sec.  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:

------------------------------------------------------------------------
                                                             Number of
                        Commodity                            contracts
------------------------------------------------------------------------
Agricultural:
    Wheat...............................................             150
    Corn................................................             250
    Oats................................................              60
    Soybeans............................................             150
    Soybean Oil.........................................             200
    Soybean Meal........................................             200
    Cotton..............................................             100
    Frozen Concentrated Orange Juice....................              50
    Milk, Class III.....................................              50
    Rough Rice..........................................              50
    Live Cattle.........................................             100
    Feeder Cattle.......................................              50
    Lean Hogs...........................................             100
    Sugar No. 11........................................             500
    Sugar No. 14........................................             100
    Cocoa...............................................             100
    Coffee..............................................              50
Natural Resources:
    Copper..............................................             100
    Gold................................................             200
    Silver Bullion......................................             150
    Platinum............................................              50
    No. 2 Heating Oil...................................             250
    Crude Oil, Sweet....................................             350
    Unleaded Gasoline...................................             150
    Natural Gas.........................................             200
    Crude Oil, Sweet--No. 2 Heating Oil Crack Spread....             250
    Crude Oil, Sweet--Unleaded Gasoline Crack Spread....             150
    Unleaded Gasoline--No. 2 Heating Oil Spread Swap....             150
Financial:
    3-month (13-Week) U.S. Treasury Bills...............             150
    30-Year U.S. Treasury Bonds.........................           1,500
    10-Year U.S. Treasury Notes.........................           2,000
    5-Year U.S. Treasury Notes..........................           2,000
    2-Year U.S. Treasury Notes..........................           1,000
    10-Year German Federal Government Debt..............           1,000
    5-Year German Federal Government Debt...............             800
    2-Year German Federal Government Debt...............             500
    3-Month Eurodollar Time Deposit Rates...............           3,000
    30-Day Fed Funds....................................             600
    1-month LIBOR Rates.................................             600
    3-month Euroyen.....................................             100
    Major-Foreign Currencies............................             400
    Other Foreign Currencies............................             100
    U.S. Dollar Index...................................              50
    Goldman Sachs Commodity Index.......................             100
Broad-Based Security Indexes:
    S&P 500 Stock Price Index...........................           1,000
    Municipal Bond Index................................             300
    Other Broad-Based Securities Indexes................             200
Security Futures Products:
    Individual Equity Security..........................           1,000
    Narrow-Based Security Index.........................             200
TRAKRS..................................................      \1\ 50,000
HedgeStreet Products....................................     \1\ 125,000
All Other Commodities...................................              25
------------------------------------------------------------------------
\1\ For purposes of part 17, positions in TRAKRS and HedgeStreet
  products should both be reported by rounding down to the nearest 1,000
  contracts and dividing by 1,000.


[69 FR 76397, Dec. 21, 2004]