At the request of the options exchanges, OCC calculates position limits for designated Equity option classes using the formula provided by the options exchanges. The Equity position limits set forth in the following report(s) have been calculated by OCC using such formula and inputs from other sources that OCC believes, but does not warrant, are reliable. Notwithstanding the foregoing, the inputs to the formula as well as the position limits themselves may be modified by applying certain override guidelines specified by the options exchanges or following the adjustment of options contracts as a result of certain corporate actions.

Accordingly, OCC provides the information in the following report(s) on an AS IS basis WITH ALL FAULTS. OCC makes no warranty, whether express or implied, with respect to such information, and specifically disclaims any warranty of merchantability, fitness for a particular purpose, infringement or with respect to the timeliness, availability of accuracy of such information.

Directions

Please select a date to download the comma delimited file. To convert the file to Excel format, save the text to your hard drive, and open it using Excel. Once open, Excel should prompt you with 'Text Import Wizard'. Within this window, click the 'Delimited' radial button, and click 'Next'. Within the second step click the 'Comma' check box under 'Delimiters', and click 'Next'. Within the third step, select the 'Security_CUSIP' column under 'Data Preview' and click the 'Text' radial button under 'Column data format'. Lastly, click 'Finish' and the file is now in Excel format.

Note: 10 mini Index contracts = 1 full value Index contract in determining position limits. Please refer to the exchanges for mini product listings.