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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 Yen Denominated Nikkei Stock Average Index 250 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 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, USD/RMB (STD), USD/TRY, EUR/TRY 50 contracts Not available Not available
Dow Jones CME FX$INDEX 50 contracts Not available Not available
Weather 20 contracts 20 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.

 
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