Block Trade Facility

bd_nl_ Wholesale Trading: Block Trade Facility - Introduction1


NYSE Liffe’s Block Trade Facility allows Members to transact business of significant size as a bilaterally agreed transaction thus minimizing execution risk.

This facility complements our central order book, which remains the primary method for trading NYSE Liffe’s products, and may be used to execute trades above a pre-defined volume across the majority of NYSE Liffe’s fixed income and equity derivative contracts.

Separate orders may not be aggregated to meet minimum threshold requirements. An exception would be in the case of financial and equity options – the facilitating side of the order may be aggregated to meet the size of the originating order.

NYSE Liffe will monitor and adjust, when necessary, the minimum size threshold of Block Trades to protect the quality of the Central Order Book.

The Block Trade Facility is available for the following products:

  • All index products (excluding CAC 40 future and all Amsterdam and Brussels products)
  • All Stock Options (UK, France, Belgium; excluding Netherlands)
  • All Stock Futures
  • STIR products, Bond and Swapnote® options

Equity and Commodity products are also available on Bclear, NYSE Liffe's award-winning wholesale service. Fixed Income contracts are now available on Bclear. Please see here for more information.

Further Information

Fixed Income Derivatives
Phone: +44 (0)20 7379 2222

Interest Rate Derivatives Wholesale Trading: Block Trading Broch

Interest Rate Derivatives Wholesale Trading: Block Trading Brochure