Wholesale trading
The minimum size threshold levels listed below are set by the Exchange and may be changed from time to time. The minimum size thresholds levels for all Exchange products with a Block Trading Facility are as follows:
Contracts Eligible for Transaction via the Block Trading Facility

All of NYSE Liffe London equity index contracts are available for trading under the Block Trade Facility. Block Traded contracts become positions indistinguishable from positions created through the central markets (thus making Block Trades subject to the standard contractual and clearing structures of the market).

Last updated: 2 August 2011

Index Futures & Options

CONTRACT

CONTRACT MONTH

MINIMUM THRESHOLD LEVEL (LOTS)

 
 
CAC 40 Index Options® (PXA)

Outrights in all months

1,000

Strategies involving all months

1,000 each leg of strategy

 
CAC 40 Index Options® (PXL)

Outrights in all months

10,000

Strategies involving all months

10,000 each leg of strategy

 
ETF Options

Outrights in all months

500

Strategies involving all months

500 each leg of strategy

 
FTSE 100 Index Futures

Outrights in all months

750

Strategies involving all months

750 each leg of strategy

 

FTSE 100 Index Options (ESR)

Outrights in all months

1,500

Strategies involving all months

1,500 each leg of strategy

 

FTSE 100 Dividend Index - RDSA Withholding Futures

Outrights in all months

750

Strategies involving all months

750 each leg of strategy

 

FTSE 100 Declared Dividend Index Futures

Outrights in all months

750

Strategies involving all months

750 each leg of strategy

 

FTSE 250 Index Futures

Outrights in all months

250

Strategies involving all months

250 each leg of strategy

 

FTSE EPRA/NAREIT Europe Index Futures

Outrights in all months

500

Strategies involving all months

500 each leg of strategy

 

FTSE EPRA/NAREIT Euro Zone Index Futures

Outrights in all months

500

Strategies involving all months

500 each leg of strategy

 

FTSE Eurotop 100 Index Futures

Outrights in all months

250

Strategies involving all months

250 each leg of strategy

 
FTSEurofirst 80 Index Futures

Outrights in all months

500

Strategies involving all months

500 each leg of strategy

 
FTSEurofirst 100 Index Futures

Outrights in all months

500

Strategies involving all months

500 each leg of strategy

 
PSI 20 Index Futures

Outrights in all months

25

Strategies involving all months

25 each leg of strategy

 
TOPIX Index Futures

Outrights in all months

50

Strategies involving all months

50 each leg of strategy

Links to other Block Trade Facility Eligible Contracts & Thresholds
Date Titre Description
- Bond Derivatives 
- STIRs 
- Stock Options 
- Universal Stock Futures & Single Stock Futures 
- Swapnote®