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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
| CME Products | Futures | Options | Flex Options |
|---|---|---|---|
| Eurodollars (RTH) | 4,000 contracts - or 1,000 contracts provided that a minimum of 1,000 contracts are transacted in yrs 6-10 | 10,000 contracts | Not available |
| Eurodollars (ETH) | 2,000 contracts – or 500 contracts provided that a minimum of 500 contracts are transacted in yrs 6-10 | 5,000 contracts | Not available |
| Eurodollars (ATH) | 1,000 contracts – or 250 contracts provided that a minimum of 250 contracts are transacted in yrs 6-10 | 2,500 contracts | Not available |
| Eurodollar E-mini futures (RTH) | 40,000 contracts | Not available | Not available |
| Eurodollar E-mini futures (ETH) | 20,000 contracts | Not available | Not available |
| Eurodollar E-mini futures (ATH) | 10,000 contracts | Not available | Not available |
| 3-Month Overnight Index Swaps (OIS)(RTH) | 2,000 contracts | Not available | Not available |
| 3-Month Overnight Index Swaps (OIS)(ETH) | 1,000 contracts | Not available | Not available |
| 3-Month Overnight Index Swaps (OIS)(ATH) | 500 contracts | Not available | Not available |
| 3-Month OIS/Eurodollar spread (RTH) | 4,000 contracts (all legs combined) | Not available | Not available |
| 3-Month OIS/Eurodollar spread (ETH) | 2,000 contracts (all legs combined) | Not available | Not available |
| 3-Month OIS/Eurodollar spread (ATH) | 1,000 contracts (all legs combined) | Not available | Not available |
| T-Bills (RTH) | 100 contracts | Not available | Not available |
| T-Bills (ETH) | 50 contracts | Not available | Not available |
| T-Bills (ATH) | 25 contracts | Not available | Not available |
| Euroyen (RTH) | 200 contracts | 200 contracts | Not available |
| Euroyen (ETH) | 100 contracts | 100 contracts | Not available |
| Euroyen (ATH) | 50 contracts | 50 contracts | Not available |
| One-Month Eurodollar (RTH) | 400 contracts | 400 contracts | Not available |
| One-Month Eurodollar (ETH) | 200 contracts | 200 contracts | Not available |
| One-Month Eurodollar (ATH) | 100 contracts | 100 contracts | Not available |
| 10-Year Sovereign Yield Spread | 250 contracts | Not available | Not available |
| Three-Month Euribor | 2,000 contracts (nearest 20 March quarterly cycle delivery months and non-March quarterly cycle delivery months) 500 contracts (farthest 20 March quarterly cycle delivery months) |
Not available | Not available |
| Barclays Capital U.S. Aggregate Bond Index | 50 contracts | Not available | Not available |
| Eurozone Harmonized Index of Consumer Prices (HICP) | 50 contracts | Not available | Not available |
| S&P 500* | Not available | 250 contracts | 250 contracts |
| NASDAQ-100* | 200 contracts - outrights only | 100 contracts | 100 contracts |
| S&P SmallCap 600, E-mini S&P SmallCap 600, E-mini NASDAQ Composite Index, E-mini S&P Select Sector Stock Index | 50 contracts | Not available | Not available |
| E-mini S&P CNX Nifty Index | 50 contracts | Not available | Not available |
| E-micro S&P CNX Nifty Index | 250 contracts | Not available | Not available |
| S&P MidCap 400*, S&P 500/Citigroup Growth, S&P 500/Citigroup Value, Nikkei 225 | 50 contracts | 250 contracts | 250 contracts |
| Custom Stock Index/SGI Wise US | 50 contracts | Not available | Not available |
| Goldman Sachs Commodity Index (GSCI), GSCI Excess Return Index | 50 contracts for outrights – 300 contracts for each leg of a spread transaction | Not available | Not available |
| International Skimmed Milk Powder | 20 contracts | Not available | Not available |
| EUR/USD 1-Month and 3-Month Realized Volatility | 50 contracts | Not available | Not available |
| EUR/USD*, JPY/USD* | 150 contracts | 250 contracts | Not available |
| AUD/USD*, CAD/USD*, CHF/USD*, GBP/USD*, MXN/USD | 100 contracts | 250 contracts | Not available |
| EUR/GBP, EUR/CHF, EUR/JPY, NZD/USD, BRL/USD, CZK/USD, CZK/EUR, HUF/EUR, HUF/USD, ILS/USD, KRW/USD, PLN/USD, PLN/EUR, RMB/USD, RMB/EUR, RMB/JPY, RUB/USD, ZAR/USD, USD/TRY, EUR/TRY | 50 contracts | 250 contracts | Not available |
| AUD/CAD, AUD/JPY, AUD/NZD, CAD/JPY, CHF/JPY, EUR/AUD, EUR/CAD, EUR/NOK, EUR/SEK, GBP/JPY, GBP/CHF, NOK/USD, SEK/USD | 50 contracts | Not available | Not available |
| Dow Jones CME FX$INDEX | 50 contracts | Not available | Not available |
| Weather | 20 contracts | 20 contracts | Not available |
| Wood Pulp | 25 contracts | 25 contracts | Not available |
| Housing | 20 contracts | 20 contracts | Not available |
| U.S. Dollar Cash Settled Crude Palm Oil | 10 contracts | Not available | Not available |
| Cheese | 20 contracts | Not available | Not available |
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* The related E-mini and E-micro contracts on these products are NOT eligible for block trading.
