Interest Rate Options on Futures

Interest Rate Options

View all IR Options

With $1.6 trillion in daily notional volume in H1 2017, and 126 expirations listed at a time, 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 131,701 24,301,521
GE0 Eurodollar 1yr MC Options Options 307,606 6,375,406
GE2 Eurodollar 2yr MC Options Options 164,119 6,256,308
OZN 10-Year T-Note Options Options 479,167 3,922,345
GE3 Eurodollar 3yr MC Options Options 70,770 2,266,593
OZF 5-Year T-Note Options Options 218,937 1,469,234
OZB U.S. Treasury Bond Options Options 101,855 906,911
GE4 Eurodollar 4yr MC Options Options 286 295,985
OZT 2-Year T-Note Options Options 69,747 267,726
ZN1 10-Year T-Note Weekly Options Wk 1 Options 17,732 119,606
Trade Date: 23 Aug 2017 | PRELIMINARY
Globex Product Name Cleared As Volume Open Interest
OZN 10-Year T-Note Options Options 479,167 3,922,345
OZF 5-Year T-Note Options Options 218,937 1,469,234
OZB U.S. Treasury Bond Options Options 101,855 906,911
OZT 2-Year T-Note Options Options 69,747 267,726
ZN1 10-Year T-Note Weekly Options Wk 1 Options 17,732 119,606
ZN2 10-Year T-Note Weekly Options Wk 2 Options 10,428 30,881
ZF1 5-Year T-Note Weekly Options Wk 1 Options 3,716 22,828
ZB1 U.S. Treasury Bond Weekly Options Wk 1 Options 4,151 17,449
ZN3 10-Year T-Note Weekly Options Wk 3 Options 7,698 14,712
ZF2 5-Year T-Note Weekly Options Wk 2 Options 352 8,680
Trade Date: 23 Aug 2017 | PRELIMINARY
Globex Product Name Cleared As Volume Open Interest
GE Eurodollar Options Options 131,701 24,301,521
GE0 Eurodollar 1yr MC Options Options 307,606 6,375,406
GE2 Eurodollar 2yr MC Options Options 164,119 6,256,308
GE3 Eurodollar 3yr MC Options Options 70,770 2,266,593
GE4 Eurodollar 4yr MC Options Options 286 295,985
E24 Eurodollar Options 2 Yr MC Wk 4 Options 0 5,600
OZQ 30 Day Federal Funds Options Options 0 2,901
E04 Eurodollar Option 1 Yr MC Wk 4 Options 1,000 1,162
E21 Eurodollar Options 2 Yr MC Wk 1 Options 1,000 1,000
E34 Eurodollar Options 3 Yr MC Wk 4 Options 1,200 300
Trade Date: 23 Aug 2017 | PRELIMINARY

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    • 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
EDH8
Eurodollar Futures
FUT CME 9851 2500 01:21:00
EDU9
Eurodollar Futures
FUT CME 9821.5 2500 01:21:00
EDZ8
Eurodollar Futures
FUT CME 9833.5 5000 01:21:00
EDZ7
Eurodollar Futures
FUT CME 9858 2500 01:19:00
EDM9
Eurodollar Futures
FUT CME 9826 2500 01:19:00
EDU8
Eurodollar Futures
FUT CME 9841 5000 01:19:00
Trade Date: 24 Aug 2017 Last Updated: 24 Aug 2017 01:58:43 AM 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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