Reporting levels.

§ 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. [69 FR 76397, Dec. 21, 2004, as amended at 71 FR 37817, July 3, 2006]