Products > Wholesale Trading > Block Trades  

Block Trades

The Block Trade facility supports the bilateral, off-exchange trading of standard Eurex products. Buyers and sellers can enter the trades that they previously arranged with each other into the Eurex® system.

The Block trade facility is available for the following Eurex products and the following minimum number of traded contracts.

Option strategies or option volatility strategies on the basis of Eurex options listed in the table are also admitted to the Block Trade facility. The minimum block trade size of option strategies or option volatility strategies is equivalent to the minimum block trade size of the respective underlying option contracts of the strategy.

Moreover, it is possible to enter volatility strategies for equity options, including the equity cash leg, into the Block Trade facility. Upon conclusion of the wholesale derivatives transaction, delivery instructions for the cash instrument are automatically generated and cleared via Eurex Clearing AG.

The Bulk Load Panel within the Block Trade facility further enhances the efficiency in entering trades. This function enables the import of multiple Block Trades directly from a file in csv format into the Eurex® system.

In the table below please find the Bulk Load import template and the excerpt of the functional notes "Eurex @X-ceed Trading User Guide" for Eurex Release 13.0 (Production).

Block Trades in Single Stock Futures which exceed 999 lots as well as Block Trades in equity options that are larger than 1,000, 2,500, 5,000 or 20,000 contracts (depending on the liquidity group) are not being disclosed intra-day in the relevant GUI windows. More details can be found here.

Details about how to use the Block Trade facility can also be found here:

Name Date File Size File
Introduction to using the OTC Block Trading Facility on the Eurex @X-ceed Front-End Sep 2008  
Import Template Bulk Load Sep 2009 156 kB
Manual excerpt "Eurex @X-ceed Trading User Guide" Sep 2009 451 kB

Contract Product ID Minimum Number of
Traded Contracts
Equity Derivatives
Single Stock Futures  1
Equity Options / LEPOs  250
British Equity Options / LEPOs  100

Equity Index Derivatives
Equity Index Futures
EURO STOXX 50® Index FuturesFESX 1,000
EURO STOXX® Select Dividend 30 Index FuturesFEDV100
EURO STOXX® Index FuturesFXXE100
EURO STOXX® Large Index FuturesFLCE100
EURO STOXX® Mid Index FuturesFMCE100
EURO STOXX® Small Index FuturesFSCE100
STOXX® Europe 50 Index FuturesFSTX250
STOXX® Europe 600 Index FuturesFXXP100
STOXX® Europe Large 200 Index FuturesFLCP100
STOXX® Europe Mid 200 Index FuturesFMCP100
STOXX® Europe Small 200 Index FuturesFSCP100
EURO STOXX® Sector Index Futures 250
STOXX® Europe 600 Sector Index Futures 250
DJ Sector Titans Index Futures  1
DJ Global Titans 50 IndexSM FuturesFGTI100
DJ Global Titans 50 IndexSM FuturesFT50100
DAX® Futures FDAX250
DivDAX® Futures FDIV250
MDAX® Futures F2MX100
TecDAX® Futures FTDX250
SMI® Futures FSMI500
SMIM® Futures FSMM250
SLI® Futures FSLI250
OMXH25 Futures FFOX250
MSCI Japan Index Futures FMJP50
MSCI Russia Index Futures FMRU100
SENSEX Futures FSEN100
Eurex KOSPI Product OKS225
Equity Index Options
EURO STOXX 50® Index OptionsOESX 1,000
EURO STOXX® Select Dividend 30 Index OptionsOEDV100
EURO STOXX® Index OptionsOXXE100
EURO STOXX® Large Index OptionsOLCE100
EURO STOXX® Mid Index OptionsOMCE100
EURO STOXX® Small Index OptionsOSCE100
STOXX® Europe 50 Index OptionsOSTX250
STOXX® Europe 600 Index OptionsOXXP100
STOXX® Europe Large 200 Index OptionsOLCP100
STOXX® Europe Mid 200 Index OptionsOMCP100
STOXX® Europe Small 200 Index OptionsOSCP100
EURO STOXX® Sector Index Options 100
STOXX® Europe 600 Sector Index Options 100
DJ Global Titans 50 IndexSM OptionsOGTI100
DAX® Options ODAX500
DivDAX® Options ODIV250
MDAX® Options O2MX100
TecDAX® Options OTDX250
SMI® Options OSMI500
SMIM® Options OSMM250
SLI® Options OSLI250
OMXH25 Options OFOX250
MSCI Russia Index Options OMRU100
SENSEX Options OSEN100
EURO STOXX 50® Weekly Options  1,000
DAX® Weekly Options 500

Dividend Derivatives
Single Stock Dividend Futures  1
Equity Index Dividend Futures FEXD, FEX1, FD3D, FDXD, FDVD, FSMD, OEXD1

Volatility Index Derivatives
VSTOXX® Mini Futures FVS1.000
VSTOXX® Options OVS500

Exchange Traded Funds Derivatives
Futures on ETFs
Futures on iShares ETFs EUNF, EXSF 1,000
CS ETF (CH) on SMI® Futures XMTF 1,000
Options on ETFs
Options on db x-trackers ETFs DBX1, DBXW, DBXA100
Options on iShares ETFs EUN2, EXS1 1,000
Options on Lyxor ETFs L8I1, L8I2, LYM7, LYME, LYYE100
Options on Source ETFs SC0U, SC0W, SC0S, SC0V, SC0Q, SC0Z, SC0G100
CS ETF (CH) on SMI® Options XMT 1,000

Credit Derivatives
iTraxx® Europe 5-year Index-Futures F5E0 2,500
iTraxx® Europe HiVol 5-year Index-Futures F5H0 1,500
iTraxx® Europe Crossover 5-year Index-FuturesF5C0 1,000
Single Name Recovery Futures  100

Inflation Derivatives
Euro-Inflation Futures HICP50

Interest Rate Derivatives
Fixed Income Derivatives
Fixed Income Futures
Euro-Schatz Futures FGBS 4,000
Euro-Bobl Futures FGBM 3,000
Euro-Bund Futures FGBL 2,000
Euro-Buxl® Futures FGBX100
Short-Term Euro-BTP Futures FBTS250
Mid-Term Euro-BTP Futures FBTM250
Long-Term Euro-BTP Futures FBTP250
CONF Futures CONF500
Options on Fixed Income Futures
Options on Euro-Schatz Futures OGBS50
Options on Euro-Bobl Futures OGBM50
Options on Euro-Bund Futures OGBL50

Money Market Derivatives
Money Market Futures
One-Month EONIA Futures FEO1100
Three-Month EURIBOR Futures FEU3100
Options on Money Market Futures
Options on Three-Month EURIBOR Futures OEU350
One-Year Mid Curve Options on Three-Month EURIBOR Futures OEUH, OEUM, OEUU, OEUZ50

Commodity Derivatives
DJ-UBS Commodity (Sub)IndexSM Futures  50
DJ-UBS Commodity Options OCCO1
Xetra-Gold® Derivatives FXGL, OXGL 100
Gold & Silver Derivatives FGFX, OGFX, FSFX, OSFX 1
Exchange Traded Commodities Derivatives FPHA, OPHA, FCRU, OCRU 1
CO2 Derivatives F2PE, F2EA, FEUA, FCER, F2CR, O2PE1
Power Derivatives O1BM, O1BQ, O1BY1

Weather Derivatives
Hurricane Futures  1

Property Derivatives
IPD UK Annual All Property / Retail / Office / Industrial Index FuturesPUKA, PARE, PAOF, PAIN1