Block Trades

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, the CME Group real time feed via Market Data Platform (MDP).

Filtering the Block Trades table:

Product Group: This drop down contains a list of product groupings that are block-eligible. Choose an asset class to filter the Blocks Table or choose All to display block trades across all product groups.

Trade Date: Drop down contains the most recent five trading dates. Note that for Globex contracts, the trade date may differ from the calendar date depending on the trading hours for the contract. This field will update to a new date at 6pm on trading days.

Contract Type: Check or uncheck a contract type to filter the Blocks table to include or exclude the contract type. By default, all contract types are shown. FUT designates a future and OPT designates an option.

Exchanges: Check or uncheck an exchange to filter the Blocks table to include or exclude the exchange. By default, block trades for all exchanges are shown. CBOT represents Chicago Board of Trade, CME represents Chicago Mercantile Exchange, COMEX represents the Commodity Exchange division of NYMEX, NYMEX represents the New York Mercantile Exchange, and DME represents Dubai Mercantile Exchange.

Auto Refresh

If Auto Refresh is set to ON, the Block Trades table will automatically update as new block trades are executed. Auto Refresh will turn to OFF if there is no activity on the page for twelve hours. The Auto Refresh state can be toggled by clicking the ON or OFF button.

Columns in the Block Trades table:

Code: This column represents the CME Group's Globex code for the contract. It also includes the expiration month and year of the contract. For example, a Eurodollar Futures is displayed as EDH7, indicating the March 2017 Eurodollar Future. If the contract is an option, the strike price follows the month and year. Example: EDH7 C9875 represents the March 2017 98.75 Call option.

Contract: This column denotes the long name for the contract. For example: Eurodollar Future denotes that the block trade was a Eurodollar future or futures spread.

Type: This column represents the contract type. FUT designates a future and OPT designates an option. Invoice Block Spreads are designated with IN (Invoice Swap), SC (Invoice Swap Calendars/Rolls) and SW (Invoice Swap Switches).

Exchange: This column represents the exchange that the block was traded on. CBOT represents Chicago Board of Trade, CME represents Chicago Mercantile Exchange, COMEX represents the Commodity Exchange division of NYMEX, NYMEX represents the New York Mercantile Exchange, and DME represents Dubai Mercantile Exchange.

Price: This column represents the price at which the block trade was executed.

Quantity: This column represents the number of contracts traded. 

Time: This column represents the time at which the block trade was executed.