Interest Rate Options on Futures

Interest Rate Options

View all IR Options

With $1.44 trillion in daily notional volume in 2017, and 131 expirations listed at a time across Treasuries and Eurodollars, Interest Rate options give you the liquidity and flexibility to manage risk efficiently across the entire U.S. dollar-denominated yield curve.

Globex Product Name Cleared As Volume Open Interest
GE Eurodollar Options Options 1,151,666 22,341,665
GE0 Eurodollar 1yr MC Options Options 343,561 7,236,980
GE2 Eurodollar 2yr MC Options Options 274,998 4,022,066
OZN 10-Year T-Note Options Options 644,116 3,219,773
GE3 Eurodollar 3yr MC Options Options 123,602 2,221,630
OZF 5-Year T-Note Options Options 191,472 1,243,958
OZB U.S. Treasury Bond Options Options 93,444 742,792
OZT 2-Year T-Note Options Options 10,008 329,924
GE4 Eurodollar 4yr MC Options Options 51 242,828
ZN3 10-Year T-Note Weekly Options Wk 3 Options 49,231 69,119
Trade Date: 12 Jan 2018 | FINAL
Globex Product Name Cleared As Volume Open Interest
OZN 10-Year T-Note Options Options 644,116 3,219,773
OZF 5-Year T-Note Options Options 191,472 1,243,958
OZB U.S. Treasury Bond Options Options 93,444 742,792
OZT 2-Year T-Note Options Options 10,008 329,924
ZN3 10-Year T-Note Weekly Options Wk 3 Options 49,231 69,119
ZF3 5-Year T-Note Weekly Options Wk 3 Options 32,012 36,548
ZB3 U.S. Treasury Bond Weekly Options Wk 3 Options 19,407 32,997
ZN1 10-Year T-Note Weekly Options Wk 1 Options 11,521 21,254
ZF1 5-Year T-Note Weekly Options Wk 1 Options 15,150 16,836
WY3 10-Year Treasury Note Wednesday Weekly Options Wk 3 Options 8,969 15,361
Trade Date: 12 Jan 2018 | FINAL
Globex Product Name Cleared As Volume Open Interest
GE Eurodollar Options Options 1,151,666 22,341,665
GE0 Eurodollar 1yr MC Options Options 343,561 7,236,980
GE2 Eurodollar 2yr MC Options Options 274,998 4,022,066
GE3 Eurodollar 3yr MC Options Options 123,602 2,221,630
GE4 Eurodollar 4yr MC Options Options 51 242,828
E33 Eurodollar Options 3 Yr MC Wk 3 Options 0 800
OZQ 30 Day Federal Funds Options Options 0 50
E32 Eurodollar Options 3 Yr MC Wk 2 Options 0 0
E02 Eurodollar Option 1 Yr MC Wk 2 Options 0 0
E34 Eurodollar Options 3 Yr MC Wk 4 Options 0 0
Trade Date: 12 Jan 2018 | FINAL

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Trading Resources

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    • Committed Cross
    • Committed Cross Get details about Committed Cross (C-Cross), a new financial options crossing type for brokers.
    • Vendor Codes
    • Vendor Codes View a table of vendor codes and block trade requirements for interest rate futures and options.

Block Trade Data

Product Type Exchange Price Qty Time
E0H8|9762P
Eurodollar 1yr MC Options
OPT CME 7 20000 13:51:00
E0H8|9750P
Eurodollar 1yr MC Options
OPT CME 2 30000 13:51:00
EDH9
Eurodollar Futures
FUT CME 9762 1000 13:49:00
EDM9
Eurodollar Futures
FUT CME 9756 1000 13:49:00
EDU9
Eurodollar Futures
FUT CME 9752 1000 13:49:00
EDZ9
Eurodollar Futures
FUT CME 9746.5 1000 13:49:00
EDZ9
Eurodollar Futures
FUT CME 9747 500 06:02:00
E0Z8|9700P
Eurodollar 1yr MC Options
OPT CME 4.5 5000 06:02:00
E0M8|9787C
Eurodollar 1yr MC Options
OPT CME 3 6000 05:49:00
ZEM8|9812C
Eurodollar Options
OPT CME 1.5 6000 05:49:00
Trade Date: 17 Jan 2018 Last Updated: 17 Jan 2018 02:16:57 PM CT

Product Applications

    • Treasury Options for Fixed Income Asset Managers
    • Treasury Options for Fixed Income Asset Managers Fixed income asset managers have many strategic alternatives available to them including the use of spot, futures and option markets in their pursuit of investment value (or “alpha”) relative to market benchmarks.
    • Using CME Eurodollar Options in Curve Trading
    • Using CME Eurodollar Options in Curve Trading Curve trading is one of the best-kept-secrets in a trader’s arsenal. But one that has valuable applications in: directional trading, range trading, options trading and market-making
    • Using Weekly Options to Trade Economic Indicators
    • Using Weekly Options to Trade Economic Indicators CME Group offers weekly options expiring on Fridays on a variety of contracts including E-mini S&P 500 futures; 1-year, 2-year and 3-year Mid-Curve Eurodollar futures; and, 10-year Treasury note futures.

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