With the CME Group FedWatch tool showing sharp increases in probabilities of a rate hike in March, the market is turning to Fed Fund futures to hedge interest rate risks.
Data through February 28, 2017 unless otherwise specified.
Eurodollar Options: A record 474K contracts traded daily on CME Globex (28% of volume), driven by:
Treasury Options: 760K contracts traded daily, with 76% traded on CME Globex, driven by:
Track the concentration of put and call positions across expirations and strikes, and view how each has changed over the last day, week, or month.