Interest Rate Options on Futures

Interest Rate Options

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With 2.4 million contracts traded daily in 2018, and 140 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 2,663,396 34,024,674
GE0 Eurodollar 1yr MC Options Options 790,152 6,882,795
GE2 Eurodollar 2yr MC Options Options 434,467 3,652,945
GE3 Eurodollar 3yr MC Options Options 310,247 2,695,388
OZN 10-Year T-Note Options Options 694,719 2,586,960
OZF 5-Year T-Note Options Options 258,001 1,899,860
OZB U.S. Treasury Bond Options Options 148,383 877,818
OZT 2-Year T-Note Options Options 38,120 352,770
ZN5 10-Year T-Note Weekly Options Wk 5 Options 137,961 244,261
GE4 Eurodollar 4yr MC Options Options 2,500 178,216
Trade Date: 25 Mar 2019 | FINAL
Globex Product Name Cleared As Volume Open Interest
OZN 10-Year T-Note Options Options 694,719 2,586,960
OZF 5-Year T-Note Options Options 258,001 1,899,860
OZB U.S. Treasury Bond Options Options 148,383 877,818
OZT 2-Year T-Note Options Options 38,120 352,770
ZN5 10-Year T-Note Weekly Options Wk 5 Options 137,961 244,261
ZN1 10-Year T-Note Weekly Options Wk 1 Options 58,156 112,210
WY4 10-Year Treasury Note Wednesday Weekly Options Wk 4 Options 53,752 73,871
ZB5 U.S. Treasury Bond Weekly Options Wk 5 Options 22,347 73,843
ZN2 10-Year T-Note Weekly Options Wk 2 Options 20,536 62,800
ZF1 5-Year T-Note Weekly Options Wk 1 Options 34,988 59,453
Trade Date: 25 Mar 2019 | FINAL
Globex Product Name Cleared As Volume Open Interest
GE Eurodollar Options Options 2,663,396 34,024,674
GE0 Eurodollar 1yr MC Options Options 790,152 6,882,795
GE2 Eurodollar 2yr MC Options Options 434,467 3,652,945
GE3 Eurodollar 3yr MC Options Options 310,247 2,695,388
GE4 Eurodollar 4yr MC Options Options 2,500 178,216
TE3 Eurodollar 6-Month Mid-Curve Options Options 1,400 11,400
OZQ 30 Day Federal Funds Options Options 0 1,702
E25 Eurodollar Options 2 Yr MC Wk 5 Options 800 800
TE4 Eurodollar 9-Month Mid-Curve Options Options 0 750
TE2 Eurodollar 3-Month Mid-Curve Options Options 0 500
Trade Date: 25 Mar 2019 | FINAL

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Product Spotlight

Term Mid-Curve Options

Three-, six-, and nine-month Mid-Curve options offer greater flexibility to trade short-dated 1-3 month options on white quarterly Eurodollar futures.

Learn about Eurodollar Term Mid-Curve Options

Weekly Treasury Options

Wednesday and Friday Weekly Treasury options give you more flexibility to manage existing positions and greater precision to trade economic events.

Learn about Wednesday and Friday Weekly Treasury options

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.

Block Trade Data

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