Police say the killings were related to a domestic dispute between Balfour and his estranged wife, Julia, who is Jennifer Hudson's sister.
Balfour is also facing home invasion charges and is being held without bond.
Prosecutors contend that Balfour killed the family members in a jealous rage because he thought Julia Hudson had a new boyfriend.
Balfour's defense attorney, however, says there's no evidence linking his client to the shootings.
Today's court appearance was for prosecutors to announce they've filed an indictment in the case.
At the brief hearing, defense attorney Joshua Kutnick asked the judge if Balfour can be moved from a state prison to Cook County to make communicating with his client easier.
The judge put off ruling on that decision until a Jan. 20 court hearing.
The Associated Press contributed to this report.