Number of Legs

Complex Book: The Exchange permits creation of complex instruments with a minimum of 2 legs and a maximum of up to 16 legs for all classes traded on the Exchange.

C1 only permits creation of complex instruments with a minimum of 2 legs and maximum of 100 legs on non-FLEX Floor-Routed orders.

Eligible for Legging: The Exchange currently limits complex orders from legging into the simple book to orders with four or fewer legs for all classes.