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.
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.
Research and Analysis | View All
Fed Funds Futures in a Post-ZIRP World
Read how Fed Fund futures perform as a predictor of Fed policy decisions
The Fed Switches on the Cash Taps Amid Repo Volatility
Read about volatility in the U.S. repo market, how the Fed responded, and how SOFR futures helped participants manage risk
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.
Hedging Repo Exposure in the Treasury Basis with SOFR
Learn how CME One-Month SOFR futures can be an effective tool for hedging Treasury overnight repo exposure.
Interest Rate Futures Liquidity Update – 2018
Examine key measures of futures market liquidity, including bid/ask spreads, depth of book, and more
For more information about our Interest Rates products
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