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 680,891 40,857,846
GE0 Eurodollar 1yr MC Options Options 603,928 9,494,717
GE2 Eurodollar 2yr MC Options Options 123,622 5,010,683
OZN 10-Year T-Note Options Options 448,078 3,957,402
GE3 Eurodollar 3yr MC Options Options 82,363 3,021,673
OZF 5-Year T-Note Options Options 202,371 2,495,570
OZB U.S. Treasury Bond Options Options 92,015 1,282,380
OZT 2-Year T-Note Options Options 16,194 477,018
GE4 Eurodollar 4yr MC Options Options 0 204,469
ZN5 10-Year T-Note Weekly Options Wk 5 Options 39,771 62,305
Trade Date: 17 May 2019 | PRELIMINARY
Globex Product Name Cleared As Volume Open Interest
OZN 10-Year T-Note Options Options 448,078 3,957,402
OZF 5-Year T-Note Options Options 202,371 2,495,570
OZB U.S. Treasury Bond Options Options 92,015 1,282,380
OZT 2-Year T-Note Options Options 16,194 477,018
ZN5 10-Year T-Note Weekly Options Wk 5 Options 39,771 62,305
WY4 10-Year Treasury Note Wednesday Weekly Options Wk 4 Options 11,733 27,965
OUB Ultra U.S. Treasury Bond Options Options 73 27,190
ZN1 10-Year T-Note Weekly Options Wk 1 Options 7,562 23,144
ZF5 5-Year T-Note Weekly Options Wk 5 Options 2,959 12,935
ZB5 U.S. Treasury Bond Weekly Options Wk 5 Options 5,517 11,674
Trade Date: 17 May 2019 | PRELIMINARY
Globex Product Name Cleared As Volume Open Interest
GE Eurodollar Options Options 680,891 40,857,846
GE0 Eurodollar 1yr MC Options Options 603,928 9,494,717
GE2 Eurodollar 2yr MC Options Options 123,622 5,010,683
GE3 Eurodollar 3yr MC Options Options 82,363 3,021,673
GE4 Eurodollar 4yr MC Options Options 0 204,469
TE2 Eurodollar 3-Month Mid-Curve Options Options 0 4,000
OZQ 30 Day Federal Funds Options Options 0 1,752
E22 Eurodollar Options 2 Yr MC Wk 2 Options 0 0
E24 Eurodollar Options 2 Yr MC Wk 4 Options 0 0
- 1 Month Eurodollar Options Options 0 0
Trade Date: 17 May 2019 | PRELIMINARY

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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

Clearport Globex Price Qty Time
There are no block trades on this trade date.
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