Interest Rates Products

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CME Group’s Interest Rate products span the entire U.S. dollar-denominated yield curve including futures and options on the most widely followed U.S. Interest Rate benchmarks: Eurodollars, U.S. Treasury Securities, 30-Day Fed Funds, and Interest Rate Swaps.

We provide customers around the world with safe, efficient means for managing interest rate risk.

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

Product Code Contract Last Change Chart Open High Low Globex Vol
Eurodollar Futures GEZ7 DEC 2017 DEC 2017 98.4575 -0.005 Show Price Chart 98.4625 98.465 98.455 278,973
10-Year T-Note Futures ZNZ7 DEC 2017 DEC 2017 124'310 +0'035 Show Price Chart 124'255 125'025 124'245 1,203,144
Ultra 10-Year U.S. Treasury Note Futures TNZ7 DEC 2017 DEC 2017 134'050 +0'060 Show Price Chart 133'260 134'085 133'250 88,345
30 Day Federal Funds Futures ZQF8 JAN 2018 JAN 2018 98.605 -0.005 Show Price Chart 98.61 98.61 98.605 8,178
5-Year USD MAC Swap Futures F1UZ7 DEC 2017 100'150 +0'010 Show Price Chart 100'115 100'160 100'115 461
10-Year USD MAC Swap Futures N1UZ7 DEC 2017 101'020 +0'055 Show Price Chart 100'260 101'040 100'255 2,428
Product Code Contract Last Change Chart Open High Low Globex Vol
Eurodollar Futures GEZ7 DEC 2017 DEC 2017 98.4575 -0.005 Show Price Chart 98.4625 98.465 98.455 278,973
Eurodollar Futures GEH8 MAR 2018 MAR 2018 98.295 0.00 Show Price Chart 98.295 98.30 98.29 188,288
Eurodollar Futures GEM8 JUN 2018 JUN 2018 98.165 +0.005 Show Price Chart 98.16 98.17 98.155 129,332
Eurodollar Futures GEU8 SEP 2018 SEP 2018 98.085 +0.005 Show Price Chart 98.08 98.09 98.07 149,747
Eurodollar Futures GEZ8 DEC 2018 DEC 2018 98.01 +0.005 Show Price Chart 98.005 98.02 98.00 208,175
Eurodollar Futures GEH9 MAR 2019 MAR 2019 97.96 +0.005 Show Price Chart 97.95 97.97 97.945 139,871
Eurodollar Futures GEM9 JUN 2019 JUN 2019 97.915 +0.01 Show Price Chart 97.91 97.925 97.90 132,666
Eurodollar Futures GEU9 SEP 2019 SEP 2019 97.88 +0.01 Show Price Chart 97.87 97.89 97.86 126,917
30 Day Federal Funds Futures ZQF8 JAN 2018 JAN 2018 98.605 -0.005 Show Price Chart 98.61 98.61 98.605 8,178
2-Year Eurodollar Bundle Futures BU2Z7 DEC 2017 DEC 2017 - - Show Price Chart - - - 0
3-Year Eurodollar Bundle Futures BU3Z7 DEC 2017 DEC 2017 - - Show Price Chart - - - 0
5-Year Eurodollar Bundle Futures BU5Z7 DEC 2017 DEC 2017 - - Show Price Chart - - - 0

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

Product Code Contract Last Change Chart Open High Low Globex Vol
2-Year T-Note Futures ZTZ7 DEC 2017 DEC 2017 107'155 -0'002 Show Price Chart 107'157 107'162 107'150 346,642
5-Year T-Note Futures ZFZ7 DEC 2017 DEC 2017 116'307 +0'010 Show Price Chart 116'292 117'007 116'287 617,805
10-Year T-Note Futures ZNZ7 DEC 2017 DEC 2017 124'310 +0'035 Show Price Chart 124'255 125'025 124'245 1,203,144
Ultra 10-Year U.S. Treasury Note Futures TNZ7 DEC 2017 DEC 2017 134'050 +0'060 Show Price Chart 133'260 134'085 133'250 88,345
Ultra U.S. Treasury Bond Futures UBZ7 DEC 2017 DEC 2017 167'14 +0'26 Show Price Chart 166'01 167'16 165'31 80,399
U.S. Treasury Bond Futures ZBZ7 DEC 2017 DEC 2017 154'00 +0'14 Show Price Chart 153'05 154'05 153'03 239,900

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

Product Code Contract Last Change Chart Open High Low Globex Vol
2-Year USD MAC Swap Futures T1UZ7 DEC 2017 - - Show Price Chart - - - 0
5-Year USD MAC Swap Futures F1UZ7 DEC 2017 100'150 +0'010 Show Price Chart 100'115 100'160 100'115 461
7-Year USD MAC Swap Futures S1UZ7 DEC 2017 - - Show Price Chart - - - 0
10-Year USD MAC Swap Futures N1UZ7 DEC 2017 101'020 +0'055 Show Price Chart 100'260 101'040 100'255 2,428
20-Year USD MAC Swap Futures E1UZ7 DEC 2017 - - Show Price Chart - - - 0
30-Year USD MAC Swap Futures B1UZ7 DEC 2017 103'00 +0'06 Show Price Chart 102'16 103'00 102'16 4
2-Year Euro MAC Swap Futures T1EZ7 DEC 2017 - - Show Price Chart - - - 0

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

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