Interest Rate Options on Futures

Interest Rate Options

View all IR Options

With 1.8 million contracts traded daily in 2020, 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 212,040 15,805,949
GE0 Eurodollar 1yr MC Options Options 204,913 7,160,614
GE2 Eurodollar 2yr MC Options Options 175,217 4,844,043
GE3 Eurodollar 3yr MC Options Options 66,833 4,712,519
OZN 10-Year T-Note Options Options 298,865 3,121,935
OZF 5-Year T-Note Options Options 116,424 1,081,618
GE4 Eurodollar 4yr MC Options Options 2,068 713,190
OZB U.S. Treasury Bond Options Options 72,196 645,469
ZN3 10-Year T-Note Weekly Options - Week 3 Options 59,029 237,440
ZB3 U.S. Treasury Bond Weekly Options - Week 3 Options 24,689 45,226
Trade Date: 14 Jun 2021 | FINAL
Globex Product Name Cleared As Volume Open Interest
OZN 10-Year T-Note Options Options 298,865 3,121,935
OZF 5-Year T-Note Options Options 116,424 1,081,618
OZB U.S. Treasury Bond Options Options 72,196 645,469
ZN3 10-Year T-Note Weekly Options - Week 3 Options 59,029 237,440
ZB3 U.S. Treasury Bond Weekly Options - Week 3 Options 24,689 45,226
ZF3 5-Year T-Note Weekly Options - Week 3 Options 8,176 29,773
ZN1 10-Year T-Note Weekly Options - Week 1 Options 3,592 23,580
WY3 10-Year Treasury Note Wednesday Weekly Options - Week 3 Options 3,856 20,108
OZT 2-Year T-Note Options Options 2 19,554
ZB1 U.S. Treasury Bond Weekly Options - Week 1 Options 496 4,774
Trade Date: 14 Jun 2021 | FINAL
Globex Product Name Cleared As Volume Open Interest
GE Eurodollar Options Options 212,040 15,805,949
GE0 Eurodollar 1yr MC Options Options 204,913 7,160,614
GE2 Eurodollar 2yr MC Options Options 175,217 4,844,043
GE3 Eurodollar 3yr MC Options Options 66,833 4,712,519
GE4 Eurodollar 4yr MC Options Options 2,068 713,190
SR3 Options on Three-Month SOFR Futures Options 10 7,580
E04 Eurodollar Option 1 Yr MC Week 4 Options 0 0
E05 Eurodollar Option 1 Yr MC Week 5 Options 0 0
TE4 Eurodollar 9-Month Mid-Curve Options Options 0 0
S01 Weekly One-Year Mid-Curve Options on Three-Month SOFR Futures - Week 1 Options 0 0
Trade Date: 14 Jun 2021 | FINAL

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Product Spotlight

SOFR Options

Three-Month SOFR options offer greater flexibility for managing SOFR price risk and exciting new spreading opportunities versus Eurodollar options.

Learn about SOFR Options

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

Treasury Volatility Indexes (CVOL)

Derived from options on Treasury futures, the CME Group Volatility Index (CVOL) holistically captures constant 30-day implied volatility, producing a robust measure of forward-looking risk expectations for each tenor.

Learn about Treasury CVOL Indexes

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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