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Electronic Code of Federal Regulations

e-CFR data is current as of February 21, 2020

Title 17Chapter IPart 15 → §15.03


Title 17: Commodity and Securities Exchanges
PART 15—REPORTS—GENERAL PROVISIONS


§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
Agricultural:
Cocoa100
Coffee50
Corn250
Cotton100
Feeder Cattle50
Frozen Concentrated Orange Juice50
Lean Hogs100
Live Cattle100
Milk, Class III50
Oats60
Rough Rice50
Soybeans150
Soybean Meal200
Soybean Oil200
Sugar No. 11500
Sugar No. 14100
Wheat150
Broad-Based Security Indexes:
Municipal Bond Index300
S&P 500 Stock Price Index1,000
Other Broad-Based Securities Indexes200
Financial:
30-Day Fed Funds600
3-Month (13-Week) U.S. Treasury Bills150
2-Year U.S. Treasury Notes1,000
3-Year U.S. Treasury Notes750
5-Year U.S. Treasury Notes2,000
10-Year U.S. Treasury Notes2,000
30-Year U.S. Treasury Bonds1,500
1-Month LIBOR Rates600
3-Month Eurodollar Time Deposit Rates3,000
3-Month Euroyen100
2-Year German Federal Government Debt500
5-Year German Federal Government Debt800
10-Year German Federal Government Debt1,000
Goldman Sachs Commodity Index100
Major Foreign Currencies400
Other Foreign Currencies100
U.S. Dollar Index50
Natural Resources:
Copper100
Crude Oil, Sweet350
Crude Oil, Sweet—No. 2 Heating Oil Crack Spread250
Crude Oil, Sweet—Unleaded Gasoline Crack Spread150
Gold200
Natural Gas200
No. 2 Heating Oil250
Platinum50
Silver Bullion150
Unleaded Gasoline150
Unleaded Gasoline—No. 2 Heating Oil Spread Swap150
Security Futures Products:
Individual Equity Security1,000
Narrow-Based Security Index200
Hedge Street Products1125,000
TRAKRS150,000
All Other Commodities25

1For 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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