Interest Rates Product Information
View All IR ProductsCME Group’s Interest Rate products span the entire U.S. dollar-denominated yield curve including futures and options on the most widely followed U.S. Interest Rate benchmarks: Eurodollars, U.S. Treasury Securities, 30-Day Fed Funds, and Interest Rate Swaps.
We provide customers around the world with safe, efficient means for managing interest rate risk.
All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.
| Product | Code | Contract | Last | Change | Chart | Open | High | Low | Globex Vol |
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All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.
| Product | Code | Contract | Last | Change | Chart | Open | High | Low | Globex Vol |
|---|
| Product | Code | Contract | Last | Change | Chart | Open | High | Low | Globex Vol |
|---|
All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.
| Product | Code | Contract | Last | Change | Chart | Open | High | Low | Globex Vol |
|---|
All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.
Latest Research and Analysis
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January 2022 Rates Recap
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- By CME Group
- January 10, 2022
- In this issue: 20Y Bond futures to launch in March, SOFR closes 2021 with record Q4, Treasury futures see record volume in 2021, and more.
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December 2021 Rates Recap
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- By CME Group
- December 08, 2021
- In this issue: 20Y T-Bond futures decision to be announced via press release on Jan. 10, first BSBY swap cleared, SOFR adoption ramps up, and more.
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BrokerTec Recap – November 2021
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- By CME Group
- November 22, 2021
- In this issue: BrokerTec Quote volume up as new products are added, repo activity rises, RV Curve sets records, NGEU market-making program launches, a...
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FAQ: Trading at Settlement (TAS) for US Treasury futures
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- By CME Group
- November 15, 2021
- Get guidance on how to execute trading at settlement, or TAS, trades in US Treasury futures at CME Group.
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Enhanced 3-Year Treasury Note Futures
To better serve the evolving needs of today’s Treasury market, we're launching an enhanced 3-Year futures contract on July 13, 2020
SOFR Futures
Futures on the ARRC-endorsed Secured Overnight Financing Rate (SOFR) offer new spreading and risk management opportunities
Ultra 10-Year U.S. Treasury Note
A more precise and efficient way to trade 10-Year Treasury exposure
Treasury Invoice Swap Spreads
Off-balance-sheet, capital-efficient swap spread exposure, with up to 80% margin offsets
Inter-Commodity Spreads
Trade the most common interest rate spreading strategies more efficiently and with reduced leg risk on executions
BrokerTec Markets
Access the industry-leading anonymous dealer-to-dealer electronic trading platform for the fixed income markets.
Featured Research | View All
T-Bond Deliverable Basket to Rise with 20-Yr Bond
With the new 20-yr bond eligible for delivery into T-Bond futures, the Classic Bond's deliverable basket could see a significant increase ahead
Interest Rate Futures Liquidity Update - 2019
Read an update examining the multi-dimensional measures of rates liquidity, including CLOB health, trading volumes, participation, and open interest.
SOFR Usage Expands Despite Crisis
The unprecedented market volatility created by Covid-19 has not slowed adoption of SOFR as a key benchmark.
Interest Rates Chart Book - 2019
View our annual chart book for at-a-glance insights into the world's deepest centralized pool of interest rates liquidity.
Trading SOFR options
Get an in-depth look at SOFR options listings, design features, volatility, and spreading opportunities.
Trading Money Markets Spreads with SOFR, FF and ED
Learn about using STIR futures as an efficient tool for trading basis spreads between U.S. Money Market rates.
For more information about our Interest Rates products
Submit a request to receive applicable contact information for our market makers.
Stay up-to-date with what is happening in Interest Rates markets.
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