Using Weekly Options to Trade Economic Indicators

Coordinating weekly option expirations with the release of economic data benefits trading strategies

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. Volumes in these options have grown significantly in relatively short periods of time as traders have discovered the utility of coordinating option expirations with the release of key economic data.

This article explores this phenomenon, focusing on the relative impact of various economic indicators. 

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