When reaching or exceeding different threshold values, Block Trades can optionally not be disclosed intraday by the Eurex® system.
The limit for non-disclosure is set to 1,000 contracts for Single Stock Futures; for equity options there are five threshold values as of and including sizes of 1,001, 2,501, 5,001, 10,001 and 20,001 contracts.
After the batch run, reports will also contain updated volumes, including the ones that were not displayed. Also, all Block Trades (including price and quantity) that exceeded the non-disclosure limit can be requested in the Online Time and Sales Sheet by using the function Select, Trading Filter and by entering the date of the previous day.
Transactions which were entered via the Multilateral Trade Registration Service will not be affected by the intra-day non-disclosure limit for equity options. These transactions will be displayed intra-day, as before.