CME volume reporting

Discussion in 'Index Futures' started by Gamer, Sep 23, 2009.

  1. Gamer


    Does anybody know if futures exchanges like CME report all transactions immediately, or if some are reported with a delay, or if some are not reported at all?

    For example, are all the block trades reported as they occur?

    And does the CME have dark pools, and if they have how are those volumes reported?

    I have searched the CME website but can't find anything useful.

    Thanks in advance.
  2. As far as block trades a simple search found the following:

    "CBOT Rule 526 and CME Rule 526 ( "Block Trades" ) govern block trading in CBOT and CME products, respectively. Block trades are permitted in specified products and are subject to minimum transaction size requirements which vary according to the product, the type of transaction and the time of execution. Block trades may be executed at any time at a fair and reasonable price and are required to be reported by the seller to the Globex Control Center ( "GCC" ) at 312.456.2391 within five minutes of the execution time, except for block trades in interest rate futures and options executed outside of Regular Trading Hours (7:00 a.m. – 4:00 p.m. Central Time, Monday-Friday on regular business days) and Housing and Weather futures and options which are subject to a 15-minute reporting requirement. Block trades executed when the GCC is closed must be reported no later than five minutes prior to the opening of the next electronic trading session for that product."