[Code of Federal Regulations]
[Title 17, Volume 1]
[Revised as of April 1, 2007]
From the U.S. Government Printing Office via GPO Access
[CITE: 17CFR15.03]

[Page 313]
 
              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:
  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
Financial:
  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]