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 755,400 23,404,401
GE0 Eurodollar 1yr MC Options Options 662,805 8,172,063
GE2 Eurodollar 2yr MC Options Options 259,433 5,614,022
OZN 10-Year T-Note Options Options 476,540 3,833,325
GE3 Eurodollar 3yr MC Options Options 280,256 3,094,974
OZF 5-Year T-Note Options Options 118,306 1,476,199
OZB U.S. Treasury Bond Options Options 106,703 848,358
OZT 2-Year T-Note Options Options 31,522 373,845
GE4 Eurodollar 4yr MC Options Options 4 292,904
ZN3 10-Year T-Note Weekly Options Wk 3 Options 30,843 83,798
Trade Date: 18 Oct 2017 | FINAL
Globex Product Name Cleared As Volume Open Interest
OZN 10-Year T-Note Options Options 476,540 3,833,325
OZF 5-Year T-Note Options Options 118,306 1,476,199
OZB U.S. Treasury Bond Options Options 106,703 848,358
OZT 2-Year T-Note Options Options 31,522 373,845
ZN3 10-Year T-Note Weekly Options Wk 3 Options 30,843 83,798
ZB3 U.S. Treasury Bond Weekly Options Wk 3 Options 15,007 44,065
ZN1 10-Year T-Note Weekly Options Wk 1 Options 20,146 36,341
ZF3 5-Year T-Note Weekly Options Wk 3 Options 5,604 25,294
ZF1 5-Year T-Note Weekly Options Wk 1 Options 1,686 21,627
ZN2 10-Year T-Note Weekly Options Wk 2 Options 4,884 17,255
Trade Date: 18 Oct 2017 | FINAL
Globex Product Name Cleared As Volume Open Interest
GE Eurodollar Options Options 755,400 23,404,401
GE0 Eurodollar 1yr MC Options Options 662,805 8,172,063
GE2 Eurodollar 2yr MC Options Options 259,433 5,614,022
GE3 Eurodollar 3yr MC Options Options 280,256 3,094,974
GE4 Eurodollar 4yr MC Options Options 4 292,904
E23 Eurodollar Options 2 Yr MC Wk 3 Options 0 5,979
OZQ 30 Day Federal Funds Options Options 0 5,600
E03 Eurodollar Option 1 Yr MC Wk 3 Options 2,000 2,950
E33 Eurodollar Options 3 Yr MC Wk 3 Options 0 2,420
E24 Eurodollar Options 2 Yr MC Wk 4 Options 0 2,334
Trade Date: 18 Oct 2017 | FINAL

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Trading Resources

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    • 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
EDH9
Eurodollar Futures
FUT CME 9803.5 500 15:59:00
E0H8|9787P
Eurodollar 1yr MC Options
OPT CME 8 10000 15:59:00
E0H8|9775P
Eurodollar 1yr MC Options
OPT CME 4.5 10000 15:59:00
E0H8|9762P
Eurodollar 1yr MC Options
OPT CME 2.5 10000 15:59:00
E2X7|9762P
Eurodollar 2yr MC Options
OPT CME 1 2050 11:51:00
E2X7|9762P
Eurodollar 2yr MC Options
OPT CME 1 3075 11:51:00
E2X7|9762P
Eurodollar 2yr MC Options
OPT CME 1 3075 11:51:00
E2X7|9762P
Eurodollar 2yr MC Options
OPT CME 1 4100 11:51:00
E2X7|9762P
Eurodollar 2yr MC Options
OPT CME 1 4100 11:51:00
E2X7|9762P
Eurodollar 2yr MC Options
OPT CME 1 4100 11:51:00
Trade Date: 20 Oct 2017 Last Updated: 20 Oct 2017 07:17:41 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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