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, OPT designates an option, and SPD designates a spread.

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, and NYMEX represents the New York 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 Price Reporting System code for the contract. It also includes the expiration month and year of the contract. For example, a Eurodollar Futures is displayed as EDH3, indicating the March 2013 Eurodollar Future. If the contract is an option, the strike price follows the month and year. Example: EDH3|99375C represents the March 2013 99.375 Call option. When a spread is traded as a block trade, the legs are listed. Example: EDH3 - EDH5 - EDH7 with a Type of SPD-BF denotes the March 2013/2015/2017 Butterfly Futures spread.

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, OPT designates an option, and SPD designates a spread. Furthermore, the spread type is listed after the SPD. The following spread types are block eligible:

Spread Type Description

DN

Delta-Neutral

FO

Future vs. Option

BF

Futures Butterfly

CF

Futures Condor

FB

Futures Bundle

OB

Options Bundle

OR

Risk Reversal Bundle

PB

Pack Butterfly

PK

Pack

PS

Pack vs. Pack

SP

Intra-Commodity

SR

Strip

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, and NYMEX represents the New York Mercantile Exchange.

Source: This column represents where the Block trade was entered. CPC represents a Block trade in CME ClearPort or CME Direct, CPC-INV represents an Invoice Swap Block Trade, and GCC represents a Block trade entered in Price Reporting System (PRS)

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

Quantity: This column represents the number of contracts traded. Note: this column is sortable by clicking on the column title.

Time: This column represents the time at which the block trade was executed. NYMEX and COMEX block trades are reported in Eastern Time (ET). CME and CBOT block trades are reported in Central Time (CT). Note: this column is sortable by clicking on the column title.