Slide 1: Proposed Regulations Regarding Position Limits for Derivatives
Commodity Futures Trading Commission Office of Public Affairs Three Lafayette Centre 1155 21st Street, NW Washington, DC 20581 www.cftc.gov Proposed Regulations Regarding Position Limits for Derivatives The Commodity Futures Trading Commission (CFTC) announced the approval for publication in the Fed
Slide 2: Proposed Non-Spot-Month Position Limits by Contract
Average 2010 All Months Combined Month‐ Non‐Spot Month‐Position Limit Proposed Non‐Spot‐ Contract End Open Interest, All Referenced Contracts Using the Proposed Formula* Month Limit (delta‐adjusted) Agricultural Contracts Cocoa 142,119 5,500 Same as Formula Coffee 194,108 6,800 Same as Formula Corn
Slide 3: Month-End Open Interest for Agricultural Contracts
Commodity Information Referenced Contract Month‐End Open Interest for 2010 Calendar Months (delta‐adjusted)* Contract Exchange Contract Name Jan. Feb. Mar. Apr. May Jun. Jul. Aug. Sep. Oct. Nov. Dec. Agricultural Contracts ICE US Cocoa Futures 154,567 132,399 146,268 141,879 139,349 130,596 136,741
Slide 4: Month-End Open Interest for Energy Contracts
Commodity Information Referenced Contract Month‐End Open Interest for 2010 Calendar Months (delta‐adjusted)* Contract Exchange Contract Name Jan. Feb. Mar. Apr. May Jun. Jul. Aug. Sep. Oct. Nov. Dec. Energy Contracts NYMEX Light Sweet Crude Oil Futures 2,613,971 2,529,083 2,625,752 2,875,655 2,761,3
Slide 5: Open Interest with Size Conversion Factors: Agricultural Contracts
Commodity Information Referenced Contract Month‐End Open Interest for 2010 Calendar Months (delta‐adjusted ; not adjusted by a size conversion factor)* Core Futures Contract Exchange Contract Name Contract Size Jan. Feb. Mar. Apr. May Jun. Jul. Aug. Sep. Oct. Nov. Dec. Conversion Factor Agricultural
Slide 6: Open Interest with Size Conversion Factors: Energy Contracts
Commodity Information Referenced Contract Month‐End Open Interest for 2010 Calendar Months (delta‐adjusted ; not adjusted by a size conversion factor)* Core Futures Contract Exchange Contract Name Contract Size Jan. Feb. Mar. Apr. May Jun. Jul. Aug. Sep. Oct. Nov. Dec. Conversion Factor Energy Contr