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Interest Rate Product Resource Center
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Curve Trades with Eurodollar and Interest Rate Swap Futures Spreads (PDF)
Simple and direct means to take views on the shape of the swap curve.

Interest Rate Product Guide (PDF)
A comprehensive listing of Interest Rate futures and options contract specifications.

Quarterly Interest Rate Update - Q3 2009
Volumes, volatilities, spreads, foreign holdings and more.

Interest Rate Newsletter
Get the latest information on interest rate products.

 
Research and Strategy Papers

Creating Inexpensive Swaps

Spreading Opportunities with 3-Month OIS Futures Strategy Paper

3-Month OIS and Eurodollar Options: A Conditional Spread Trade Strategy Paper

Trading the 30-Day Fed Funds vs. Eurodollar Futures Spread

Curve Trades with Eurodollar and Interest Rate Swap Futures Spreads (PDF)
Reference Guides

Eurodollar Futures: Interest Rate Market Building Blocks Reference Guide

3-Month OIS Futures Reference Guide
Fact Cards

Eurodollar Futures Fact Card (PDF)

Eurodollar Options Fact Card (PDF)

Eurodollar Calendar Spread Options Fact Card (PDF)

30-Day Fed Funds Futures and Options Fact Card (PDF)

3-Month OIS Futures and Options Fact Card (PDF)

Eurodollar Packs and Bundles (PDF)
Archived Seminars and Tutorials

Opportunities in LIBOR and OIS (Oct. 23, 2008)

Watching the Fed: Traders' Perspectives. Host: Rick Santelli, CNBC Business News (Fed Watch series, Jun. 19, 2008)

CME Group Fed Watch (March 11, 2008)

Fed Watch: Using Options to Understand FOMC Behavior (April 24, 2008)

Fed Watch: A View of Current Fed Policy and Trading Opportunities (July 31, 2008)
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Questions about the Educational Resources? Contact CME Group Customer Service

Product-specific questions? Contact the CME Group Interest Rate Product team