3/8" or 1/2" concrete wedge anchors or glue-in eyebolts are what rock climbers normally use.
concrete block walls are normally only filled with concrete every 3rd or 4th cell but you should be able to tell if the cell is filled or not when you drill into it. make sure you're not trying to put an anchor into a hollow cell.
another option is to attach a chain between the floor and ceiling joists (using eye screws), the chain links allow for alot of adjustment and is probably the best method for indoor hanging if you have that option.
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