Interest Rate Options on Futures

Interest Rate Options

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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 381,765 25,977,851
GE0 Eurodollar 1yr MC Options Options 587,383 8,768,314
GE2 Eurodollar 2yr MC Options Options 122,781 6,130,865
OZN 10-Year T-Note Options Options 1,007,023 4,302,259
GE3 Eurodollar 3yr MC Options Options 65,393 3,235,312
OZF 5-Year T-Note Options Options 251,639 2,051,149
OZB U.S. Treasury Bond Options Options 139,751 1,109,476
OZT 2-Year T-Note Options Options 49,184 707,202
GE4 Eurodollar 4yr MC Options Options 2,640 286,944
ZN1 10-Year T-Note Weekly Options Wk 1 Options 86,380 151,638
Trade Date: 23 May 2018 | FINAL
Globex Product Name Cleared As Volume Open Interest
OZN 10-Year T-Note Options Options 1,007,023 4,302,259
OZF 5-Year T-Note Options Options 251,639 2,051,149
OZB U.S. Treasury Bond Options Options 139,751 1,109,476
OZT 2-Year T-Note Options Options 49,184 707,202
ZN1 10-Year T-Note Weekly Options Wk 1 Options 86,380 151,638
ZN2 10-Year T-Note Weekly Options Wk 2 Options 9,999 43,689
ZF2 5-Year T-Note Weekly Options Wk 2 Options 1,576 19,813
WY5 10-Year Treasury Note Wednesday Weekly Options Wk 5 Options 6,986 19,502
OUB Ultra U.S. Treasury Bond Options Options 1,291 18,780
ZB1 U.S. Treasury Bond Weekly Options Wk 1 Options 4,226 18,114
Trade Date: 23 May 2018 | FINAL
Globex Product Name Cleared As Volume Open Interest
GE Eurodollar Options Options 381,765 25,977,851
GE0 Eurodollar 1yr MC Options Options 587,383 8,768,314
GE2 Eurodollar 2yr MC Options Options 122,781 6,130,865
GE3 Eurodollar 3yr MC Options Options 65,393 3,235,312
GE4 Eurodollar 4yr MC Options Options 2,640 286,944
OZQ 30 Day Federal Funds Options Options 3,500 6,191
GE5 Eurodollar 5yr MC Options Options 0 5,100
E34 Eurodollar Options 3 Yr MC Wk 4 Options 0 2,400
E01 Eurodollar Option 1 Yr MC Wk 1 Options 0 1,600
E21 Eurodollar Options 2 Yr MC Wk 1 Options 0 1,600
Trade Date: 23 May 2018 | FINAL

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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

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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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