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

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.