Contract Name
|
Rule Chapter
|
Commodity Code
|
Reporting Level
|
Single Month Aggregate Into Futures Equivalent Leg (1)
|
Single Month Accountability Level (In Net Futures Equivalents) Leg (1) / Leg (2)
|
All Month Limit Aggregate Into Futures Equivalent Leg (1)
|
All Month Accountability Level (In Net Futures Equivalents) Leg (1) / Leg (2)
|
Weekly Two-Year Mid-Curve Eurodollar Options - Week 1
|
452A
|
EE1
|
25
|
ED
|
10,000
|
ED
|
10,000
|
Weekly Two-Year Mid-Curve Eurodollar Options - Week 2
|
452A
|
EE2
|
25
|
ED
|
10,000
|
ED
|
10,000
|
Weekly Two-Year Mid-Curve Eurodollar Options - Week 3
|
452A
|
EE3
|
25
|
ED
|
10,000
|
ED
|
10,000
|
Weekly Two-Year Mid-Curve Eurodollar Options - Week 4
|
452A
|
EE4
|
25
|
ED
|
10,000
|
ED
|
10,000
|
Weekly Two-Year Mid-Curve Eurodollar Options - Week 5
|
452A
|
EE5
|
25
|
ED
|
10,000
|
ED
|
10,000
|
Weekly Three-Year Mid-Curve Eurodollar Options - Week 1
|
452A
|
EF1
|
25
|
ED
|
10,000
|
ED
|
10,000
|
Weekly Three-Year Mid-Curve Eurodollar Options - Week 2
|
452A
|
EF2
|
25
|
ED
|
10,000
|
ED
|
10,000
|
Weekly Three-Year Mid-Curve Eurodollar Options - Week 3
|
452A
|
EF3
|
25
|
ED
|
10,000
|
ED
|
10,000
|
Weekly Three-Year Mid-Curve Eurodollar Options - Week 4
|
452A
|
EF4
|
25
|
ED
|
10,000
|
ED
|
10,000
|
Weekly Three-Year Mid-Curve Eurodollar Options - Week 5
|
452A
|
EF5
|
25
|
ED
|
10,000
|
ED
|
10,000
|