Interest Rate Options on Futures

Interest Rate Options

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With $1.44 trillion in daily notional volume in 2017, and 131 expirations listed at a time across Treasuries and Eurodollars, 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 697,190 22,735,055
GE0 Eurodollar 1yr MC Options Options 101,154 7,153,643
GE2 Eurodollar 2yr MC Options Options 60,376 5,418,214
OZN 10-Year T-Note Options Options 374,760 2,471,722
GE3 Eurodollar 3yr MC Options Options 155,464 1,878,463
OZF 5-Year T-Note Options Options 125,754 1,426,750
OZB U.S. Treasury Bond Options Options 83,936 619,512
OZT 2-Year T-Note Options Options 134,473 263,573
GE4 Eurodollar 4yr MC Options Options 23,200 144,886
ZN5 10-Year T-Note Weekly Options Wk 5 Options 52,965 122,268
Trade Date: 22 Jun 2018 | PRELIMINARY
Globex Product Name Cleared As Volume Open Interest
OZN 10-Year T-Note Options Options 374,760 2,471,722
OZF 5-Year T-Note Options Options 125,754 1,426,750
OZB U.S. Treasury Bond Options Options 83,936 619,512
OZT 2-Year T-Note Options Options 134,473 263,573
ZN5 10-Year T-Note Weekly Options Wk 5 Options 52,965 122,268
ZN1 10-Year T-Note Weekly Options Wk 1 Options 16,604 73,296
ZF1 5-Year T-Note Weekly Options Wk 1 Options 23,476 33,675
ZF5 5-Year T-Note Weekly Options Wk 5 Options 10,803 33,250
WY4 10-Year Treasury Note Wednesday Weekly Options Wk 4 Options 5,739 31,058
ZB5 U.S. Treasury Bond Weekly Options Wk 5 Options 9,115 24,736
Trade Date: 22 Jun 2018 | PRELIMINARY
Globex Product Name Cleared As Volume Open Interest
GE Eurodollar Options Options 697,190 22,735,055
GE0 Eurodollar 1yr MC Options Options 101,154 7,153,643
GE2 Eurodollar 2yr MC Options Options 60,376 5,418,214
GE3 Eurodollar 3yr MC Options Options 155,464 1,878,463
GE4 Eurodollar 4yr MC Options Options 23,200 144,886
TE3 Eurodollar 6-Month Mid-Curve Options Options 0 14,502
TE2 Eurodollar 3-Month Mid-Curve Options Options 0 6,100
GE5 Eurodollar 5yr MC Options Options 0 5,100
OZQ 30 Day Federal Funds Options Options 0 4,776
E35 Eurodollar Options 3 Yr MC Wk 5 Options 0 2,000
Trade Date: 22 Jun 2018 | PRELIMINARY

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Trading Resources

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    • Vendor Codes
    • Vendor Codes View a table of vendor codes and block trade requirements for interest rate futures and options.

Block Trade Data

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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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