nasdaqomx

 
 

Block Trade Thresholds

Minimum Volume Threshold for Block Trades 
     
Euribor ® Futures Outrights in the first year (white 
months) 
450
Outrights in the second year (red 
months)
200
Outrights in the third year (green 
months) 
150
Outrights in the fourth year (blue 
months) 
50
Outrights in the fifth year (gold 
months) 
10
Outrights in the sixth year (purple 
months) 
10
Strategies 150% of the highest leg 
Sterling Futures Outrights in the first year (white 
months) 
400
Outrights in the second year (red 
months)
200
Outrights in the third year (green 
months) 
150
Outrights in the fourth year (blue 
months) 
50
Outrights in the fifth year (gold 
months) 
10
Outrights in the sixth year (purple 
months) 
10
Strategies 150% of the highest leg 
Bond Futures Schatz 250
Bobl 100
Bund 50
Gilt 10
Strategies 150% of the highest leg
Quarterly calendar rool 20


To support the development of the COB of the NLX futures products, the above block trade thresholds 
will be reviewed on a monthly basis with the Financial Conduct Authority (FCA) and increased in line with 
any increase in COB liquidity. Participants will be notified of any changes to the block trade thresholds in 
a timely manner. 

Participants must not aggregate separate Orders to meet the minimum volume thresholds. However, for 
Options Products only, Participants may aggregate volume on the market maker side.

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