{"data":{"id":"us/17-cfr-15.03","jurisdiction":"us","citation":"17 CFR 15.03","heading":"Reporting levels.","body":"(a) Definitions. For purposes of this section:\nBroad-based security index is a group or index of securities that does not constitute a narrow-based security index.\nHedgeStreet products are contracts offered by HedgeStreet, Inc., a designated contract market, that pay up to $10.00 if in the money upon expiration.\nMajor 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.\nNarrow-based security index has the same meaning as in section 1a(25) of the Commodity Exchange Act.\nSecurity futures product has the same meaning as in section 1a(32) of the Commodity Exchange Act.\n(b) The quantities for the purpose of reports filed under parts 17 and 18 of this chapter are as follows:\nCommodity Number of contracts\nAgricultural:\nCocoa 100\nCoffee 50\nCorn 250\nCotton 100\nFeeder Cattle 50\nFrozen Concentrated Orange Juice 50\nLean Hogs 100\nLive Cattle 100\nMilk, Class III 50\nOats 60\nRough Rice 50\nSoybeans 150\nSoybean Meal 200\nSoybean Oil 200\nSugar No. 11 500\nSugar No. 14 100\nWheat 150\nBroad-Based Security Indexes:\nMunicipal Bond Index 300\nS\u0026P 500 Stock Price Index 1,000\nOther Broad-Based Securities Indexes 200\nFinancial:\n30-Day Fed Funds 600\n3-Month (13-Week) U.S. Treasury Bills 150\n2-Year U.S. Treasury Notes 1,000\n3-Year U.S. Treasury Notes 750\n5-Year U.S. Treasury Notes 2,000\n10-Year U.S. Treasury Notes 2,000\n30-Year U.S. Treasury Bonds 1,500\n1-Month LIBOR Rates 600\n3-Month Eurodollar Time Deposit Rates 3,000\n3-Month Euroyen 100\n2-Year German Federal Government Debt 500\n5-Year German Federal Government Debt 800\n10-Year German Federal Government Debt 1,000\nGoldman Sachs Commodity Index 100\nMajor Foreign Currencies 400\nOther Foreign Currencies 100\nU.S. Dollar Index 50\nNatural Resources:\nCopper 100\nCrude Oil, Sweet 350\nCrude Oil, Sweet—No. 2 Heating Oil Crack Spread 250\nCrude Oil, Sweet—Unleaded Gasoline Crack Spread 150\nGold 200\nNatural Gas 200\nNo. 2 Heating Oil 250\nPlatinum 50\nSilver Bullion 150\nUnleaded Gasoline 150\nUnleaded Gasoline—No. 2 Heating Oil Spread Swap 150\nSecurity Futures Products:\nIndividual Equity Security 1,000\nNarrow-Based Security Index 200\nHedge Street Products 1 125,000\nTRAKRS 1 50,000\nAll Other Commodities 25\n1 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.","path":["Title 17—Commodity and Securities Exchanges","CHAPTER I—COMMODITY FUTURES TRADING COMMISSION","PART 15—REPORTS—GENERAL PROVISIONS"],"source_url":"https://www.ecfr.gov/api/versioner/v1/full/2026-08-25/title-17.xml","current_through":"2026-08-25","vintage":"","retrieved_at":"2026-08-27T02:24:31Z","sha256":"1d76428ea3c974c775b5c0e4de49099c974253c076c3c81b645d11a24f9adc2b","source_id":"us-cfr","stale":true,"prev":"us/17-cfr-15.02","next":"us/17-cfr-15.04"},"notice":"GroundRules: Original legal text. Not legal advice."}