(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
|