CME FedWatch Tool
Stay up-to-date with the latest probabilities of FOMC rate moves with the CME FedWatch Tool.
MEDIA: Please attribute rate probabilities used in your reporting to “CME FedWatch Tool.”
Countdown to FOMC
The next FOMC meeting is in:
*Disclaimer: The data and output from this tool does not constitute investment advice and is not a personal recommendation from CME Group. Nothing contained herein constitutes the solicitation of the purchase or sale of any futures or options. Any investment activities undertaken using this tool will be at the sole risk of the relevant investor. CME Group expressly disclaims all liability for the use or interpretation (whether by visitor or by others) of information contained herein. Decisions based on this information are the sole responsibility of the relevant investor. Any visitor to this page agrees to hold the CME Group and its affiliates and licensors harmless against any claims for damages arising from any decisions that the visitor makes based on such information.
Related Research and Analysis
View More-
-
-
-
Eurodollar and Three-Month SOFR Option Strike Reduction
-
- By Bobby Timberlake
- October 23, 2020
- Reducing strike increments and increasing the number of available prices in the front Eurodollar and Three-Month SOFR options will allow finer hedging...
-
-
-
-
Appreciating a Conflicted Treasury Market
-
- By Bluford Putnam
- October 22, 2020
- Investor sentiment is conflicted between a swift economic recovery and slow, sluggish growth in 2021, with markets now at a mid-point of the two narra...
-
-
-
-
Interest Rates Gaps for the US Dollar
-
- By Erik Norland
- October 09, 2020
- There are several ways to measure interest rate differentials between the US dollar and other major currencies, but which of them offer the best outco...
-
-
-
-
October 2020 Rates Recap
-
- By CME Group
- October 05, 2020
- Learn about the new Treasury Watch tool, Treasury basis activity, accelerating SOFR futures usage, and more.
-
-
Use benchmark interest rate and U.S. equity index options to manage risk with more precision and flexibility.
Check out active and upcoming options expirations with the QuikStrike Expiration Calendar Tool.
| Clearing | Globex | ClearPort | Product Name | Exchange | Product Group | Subgroup | Volume | Open Interest |
|---|---|---|---|---|---|---|---|---|
| 21 | OZN | 21 | 10-Year T-Note Options | CBOT | Interest Rate | US Treasury | 571,597 | 2,002,322 |
| 17 | OZB | 17 | U.S. Treasury Bond Options | CBOT | Interest Rate | US Treasury | 170,226 | 488,154 |
| C | OZC | C | Corn Options | CBOT | Agriculture | Grain And Oilseed | 142,917 | 1,250,915 |
| EW4 | EW4 | EW4 | E-mini S&P 500 Weekly Options - Week 4 | CME | Equities | US Index | 135,607 | 12,712 |
| LN | LNE | LN | Natural Gas Option (European) | NYMEX | Energy | Natural Gas | 124,418 | 2,772,726 |
Build your knowledge before you trade.
Key Economic Events - Learn how economic events like FOMC meetings can move markets.
Trading Options During Economic Events - See how options help traders manage risk around FOMC meetings.
© 2020 CME Group Inc. All rights reserved.