Interest Rate Options on Futures

Interest Rate Options

View all IR Options

With 2.76 million contracts traded daily in 2019, 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 366,117 24,064,650
GE3 Eurodollar 3yr MC Options Options 83,208 3,052,368
GE0 Eurodollar 1yr MC Options Options 58,675 2,823,638
GE2 Eurodollar 2yr MC Options Options 37,715 2,317,145
OZN 10-Year T-Note Options Options 113,186 1,875,085
OZF 5-Year T-Note Options Options 15,139 577,954
OZB U.S. Treasury Bond Options Options 57,060 482,382
GE4 Eurodollar 4yr MC Options Options 10,000 206,541
ZN1 10-Year T-Note Weekly Options - Week 1 Options 15,329 103,771
ZN4 10-Year T-Note Weekly Options - Week 4 Options 13,237 71,067
Trade Date: 24 Nov 2020 | FINAL
Globex Product Name Cleared As Volume Open Interest
OZN 10-Year T-Note Options Options 113,186 1,875,085
OZF 5-Year T-Note Options Options 15,139 577,954
OZB U.S. Treasury Bond Options Options 57,060 482,382
ZN1 10-Year T-Note Weekly Options - Week 1 Options 15,329 103,771
ZN4 10-Year T-Note Weekly Options - Week 4 Options 13,237 71,067
ZB1 U.S. Treasury Bond Weekly Options - Week 1 Options 23,133 36,300
ZB4 U.S. Treasury Bond Weekly Options - Week 4 Options 6,277 30,690
ZN2 10-Year T-Note Weekly Options - Week 2 Options 3,564 25,473
WY4 10-Year Treasury Note Wednesday Weekly Options - Week 4 Options 575 15,923
OZT 2-Year T-Note Options Options 1,587 14,423
Trade Date: 24 Nov 2020 | FINAL
Globex Product Name Cleared As Volume Open Interest
GE Eurodollar Options Options 366,117 24,064,650
GE3 Eurodollar 3yr MC Options Options 83,208 3,052,368
GE0 Eurodollar 1yr MC Options Options 58,675 2,823,638
GE2 Eurodollar 2yr MC Options Options 37,715 2,317,145
GE4 Eurodollar 4yr MC Options Options 10,000 206,541
SR3 Options on Three-Month SOFR Futures Options 0 2,323
OZQ 30 Day Federal Funds Options Options 0 150
- 1 Month Eurodollar Options Options 0 0
E04 Eurodollar Option 1 Yr MC Week 4 Options 0 0
E05 Eurodollar Option 1 Yr MC Week 5 Options 0 0
Trade Date: 24 Nov 2020 | 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

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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