Block Trades

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For purposes of the interest rate products in the table, the following times apply:
ETH: 12:00 a.m. – 7:00 a.m. Central Time (CT), Monday through Friday on regular business days
RTH: 7:00 a.m. – 4:00 p.m. CT, Monday through Friday on regular business days
ATH: 4:00 p.m. – 12:00 a.m. CT, Monday through Friday on regular business days and at all times on weekends

CBOT Products Futures Options Flex Options
2-Year Treasury Notes (RTH) 5,000 contracts** 2,000 contracts Same as Non-Flex Options
2-Year Treasury Notes (ETH) 2,500 contracts** 1,000 contracts Same as Non-Flex Options
2-Year Treasury Notes (ATH) 1,250 contracts** 500 contracts Same as Non-Flex Options
3-Year Treasury Notes (RTH) 5,000 contracts** Not available Not available
3-Year Treasury Notes (ETH) 2,500 contracts** Not available Not available
3-Year Treasury Notes (ATH) 1,250 contracts** Not available Not available
5- and 10-Year Treasury Notes (RTH) 5,000 contracts** 7,500 contracts Same as Non-Flex Options
5- and 10-Year Treasury Notes (ETH) 2,500 contracts** 3,750 contracts Same as Non-Flex Options
5- and 10-Year Treasury Notes (ATH) 1,250 contracts** 1,875 contracts Same as Non-Flex Options
U.S. Treasury Bonds (RTH) 3,000 contracts** 7,500 contracts Same as Non-Flex Options
U.S. Treasury Bonds (ETH) 1,500 contracts** 3,750 contracts Same as Non-Flex Options
U.S. Treasury Bonds (ATH) 750 contracts** 1,875 contracts Same as Non-Flex Options
Long-Term (Ultra) Treasury Bonds (RTH) 2,000 contracts** Not available Not available
Long-Term (Ultra) Treasury Bonds (ETH) 1,500 contracts** Not available Not available
Long-Term (Ultra) Treasury Bonds (ATH) 750 contracts** Not available Not available
2-, 5- and 10-Year OTR Treasury Yield (RTH) 2,000 contracts** Not available Not available
2-, 5- and 10-Year OTR Treasury Yield (ETH) 1,000 contracts** Not available Not available
2-, 5- and 10-Year OTR Treasury Yield (ATH) 500 contracts** Not available Not available
30-Day Fed Funds (RTH) 2,000 contracts 1,500 contracts Same as Non-Flex Options
30-Day Fed Funds (ETH) 1,000 contracts 750 contracts Same as Non-Flex Options
30-Day Fed Funds (ATH) 500 contracts 375 contracts Same as Non-Flex Options
5-, 7-, 10- and 30-Year Interest Rate Swaps (RTH) 2,000 contracts 500 contracts Not available
5-, 7-, 10- and 30-Year Interest Rate Swaps (ETH) 1,000 contracts 500 contracts Not available
5-, 7-, 10- and 30-Year Interest Rate Swaps (ATH) 500 contracts 500 contracts Not available
2-Year USD IRS 3,000 contracts Not available Not available
5-Year USD IRS 1,500 contracts Not available Not available
10-Year USD IRS 1,000 contracts Not available Not available
30-Year USD IRS 500 contracts Not available Not available
Dow Jones-UBS Commodity Index Excess Return 300 contracts Not available Not available
Dow Jones U.S. Real Estate Index 50 contracts Not available Not available
Ethanol 10 contracts 10 contracts Not available
Denatured Ethanol Forward Month 10 contracts Not available Not available
Distillers’ Dried Grain 10 contracts Not available Not available
Black Sea Wheat 10 contracts Not available Not available

* Block trading of intra-commodity Treasury and Interest Rate Swap futures calendar spreads is prohibited.

 

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