Position Limits
|
Contracts |
Reporting Levels |
Position Limits |
| Aluminum | 25 futures contracts | 750 delivery month |
| Australian Dollar | 400f utures contracts | 6,000 futures and options equivalent for all trainf months |
|
Cocoa |
100 futures contracts |
750 delivery month |
|
Coffee “C” |
50 futures contracts |
500 delivery month |
|
Copper |
100 futures contracts |
3,000 deivery month |
|
Corn/mini-Corn |
250 futures contracts |
22,000 combined, for all delivery months; 13,500 one month; 600 delivery month only(CBT) |
|
Cotton #2 |
100 futures contracts |
5,000 combined, for all delivery months; 3,500 one month; 300 delivery month only (NYBOT) |
|
Crude Oil, Sweet |
350 futures contracts |
2,000 delivery month, 3 days before FDN |
|
Currencies (Major) |
400 futures contracts |
No Limit (CME) |
|
DJIA Index/mini-DJIA Index |
100 futures contracts |
50,000 all months combined |
|
Eurodollars |
3,000 futures contracts |
No Limit |
| Euroyen (3-mo.) | 100 futures contracts | 5,000 all months combined |
|
Fed Funds (30-day) |
600 futures contracts |
No Limit (CBT) |
|
Feeder Cattle |
50 futures contracts |
1,000 futures or options equivalent, all months combined; 300 delivery month in the last 10 days |
| Fluid Milk | 25 futures contracts | 1,500 futures or options equivalent, all months combined; 1,500 delivery month |
| Frozen Pork Bellies | 25 futures contracts | 1,000f utures or options equivalent, all months combined; 800 any month; 25–150 delivey month |
|
Gasoline–Unleaded (NY) |
150 futures contracts |
1,000 last 3 days delivery month |
| Gas Crack Spread | 150 futures contracts | No Limit |
|
Gold |
200 futures contracts |
3,000 delivery month (NYM) |
|
GSCI |
100 futures contracts |
10,000 futures or options equivalent, all months combined |
|
#2 Heating Oil (NY) |
250 futures contracts |
1,000 any month in last 3 days |
| Heating Oil Crack Spread | 250 futures contracts | No Limit |
|
Lean Hogs |
100 futures contracts |
3,350 futures or options equivalent, all months combined; 950 delivery month |
|
LIBOR (1 month) |
600 futures contracts |
No Limit |
|
Live Cattle |
100 futures contracts |
4,150 futures or options equivalent, all months combined; 300 or 450 delivery monht; 300 last 3 days delivery month |
| Mexican Peso | 100 futures contracts | 10,000 futures or options equivalent, delivery month |
| Narrow-Based Index Futures | 200 futures contracts | Last 5 days of delivery month 1,000 (OC) |
|
NASDAQ 100/mini-NASDAQ 100 |
200 futures contracts |
10,000 futures or options equivalent, all months combined |
|
Natural Gas and related contracts |
200 futures contracts |
1,000 delivery month, last 3 days |
| Natural Gas Basis Swaps | 25 futures contracts | 500–2,500 delivery month |
|
NIKKEI Stock Index |
200 futures contracts |
5,000 futures or options equivalent, all months combined |
| NYSE Comp. Index | 200 futures contracts | 20,000 futures or options equivalent, all months combined |
|
Oats |
60 futures contracts |
2,000 futures or options equivalent, all months combined; 1,400 any month; 600 delivery month (CBT) |
| Orange Juice-Frozen | 50 futures contracts | 3,200 futures or options equivalent, all months combined; 3,200 any month; 300 delivery month |
| Palladium | 25 futures contracts | 650 delivery month (NYM) |
|
Platinum |
50 futures contracts |
200 delivery month (NYM) |
| Rice-Rough | 50 futures contracts | 1,000 futures or options equivalent, all months combined; 1,000 any month; 400 delivery month |
| Russell 1000/mini-Russell 1000 | 200 futures contracts | 50,000 futures or options equivalent, delivery month |
| Russell 2000/mini-Russell 2000 | 200 futures contracts | 5,000 all months |
|
S&P 500/E-Mini S&P 500 |
1,000/200 futures contracts |
20,000 futures or options equivalent, all months combined |
|
S&P MidCap 400/mini MidCap |
200 futures contracts |
5,000 futures or options equivalent, all months combined |
|
Silver |
150 futures contracts |
1,500 delivery month (NYM) |
| Single-Stock Futures | 1,000 futures contracts | 13,500 in the last 5 days of the delivery month(OC) |
|
Soybeans/Mini-Soybeans |
150 futures contracts |
10,000 all months; 6,500 any month; 600 delivery month (CBT) |
|
Soybean Meal |
200 futures contracts |
6,500 all months; 5,000 any month; 720 delivery month (CBT) |
|
Soybean Oil |
200 futures contracts |
6,500 all months; 5,000 any month; 540 delivery month (CBT) |
|
Sugar #11 |
500 futures contracts |
5,000 delivery month |
| Sugar #14 | 100 futures contracts | 1,000 delivery month |
| Swaps-10 Yr./5 Yr. Interest Rate | 25 futures contracts | No Limit |
| TRAKRS | 50,000 futures contracts | 22,000,000 delivery month |
| U.S. Dollar Index | 50 futures contracts | No Limits |
| U.S. T-Bills | 150 futures contracts | 5,000 futures or options equivalent, all months combined |
|
U.S. T-Bond (30-Yr.) |
1,500 futures contracts |
25,000 delivery month (CBT) |
| U.S. T-Bond (30-Yr.) | 1,500 futures contracts | No Limit (USEUREX) |
| U.S. T-Note (10-Yr.) | 2,000 futures contracts | 50,000 delivery month (CBT) |
| U.S. T-Note (10-Yr.) | 2,000 futures contracts | No LImits (USEUREX) |
| U.S. T-Note (5-Yr.) | 2,000 futures contracts | 35,000 delivery month (CBT) |
| U.S. T-Note (5-Yr.) | 2,000 futures contracts | No Limit (USEUREX) |
| U.S. T-Note (2-Yr.) | 1,000 futures contracts | 25,000 delivery month |
| Value Line Index | 200 futures contracts | 5,000 futures or options equivalent, all months combined |
|
Wheat/Mini-wheat (CBT) |
150 futures contracts |
6,500 all months; 5,000 any month; 600 delivery month |
| Wheat (KCBT) | 150 futures contracts | 6,500 all months; 5,000 any month; 600 delivery month |
| Wheat-Spring (MGE) | 150 futures contracts | 6,500 all months; 5,000 any month; 600 delivery month |
DISCLAIMER: The above information was drawn from sources believed to be reliable. Although it is believed that information provided is accurate, no guarantee is made. ITG Futures assumes no responsibility for any errors or omissions