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 619,142 44,302,461
GE0 Eurodollar 1yr MC Options Options 378,604 7,965,157
OZN 10-Year T-Note Options Options 614,138 4,754,899
GE2 Eurodollar 2yr MC Options Options 201,723 3,605,046
OZF 5-Year T-Note Options Options 497,860 3,127,936
GE3 Eurodollar 3yr MC Options Options 115,018 1,778,681
OZB U.S. Treasury Bond Options Options 185,023 1,336,871
OZT 2-Year T-Note Options Options 32,805 459,934
ZN5 10-Year T-Note Weekly Options - Week 5 Options 117,728 163,241
OUB Ultra U.S. Treasury Bond Options Options 4,333 83,079
Trade Date: 20 Nov 2019 | FINAL
Globex Product Name Cleared As Volume Open Interest
OZN 10-Year T-Note Options Options 614,138 4,754,899
OZF 5-Year T-Note Options Options 497,860 3,127,936
OZB U.S. Treasury Bond Options Options 185,023 1,336,871
OZT 2-Year T-Note Options Options 32,805 459,934
ZN5 10-Year T-Note Weekly Options - Week 5 Options 117,728 163,241
OUB Ultra U.S. Treasury Bond Options Options 4,333 83,079
ZN1 10-Year T-Note Weekly Options - Week 1 Options 29,140 73,279
ZB5 U.S. Treasury Bond Weekly Options - Week 5 Options 17,367 26,567
ZF5 5-Year T-Note Weekly Options - Week 5 Options 6,624 14,001
WY4 10-Year Treasury Note Wednesday Weekly Options - Week 4 Options 6,740 9,658
Trade Date: 20 Nov 2019 | FINAL
Globex Product Name Cleared As Volume Open Interest
GE Eurodollar Options Options 619,142 44,302,461
GE0 Eurodollar 1yr MC Options Options 378,604 7,965,157
GE2 Eurodollar 2yr MC Options Options 201,723 3,605,046
GE3 Eurodollar 3yr MC Options Options 115,018 1,778,681
GE4 Eurodollar 4yr MC Options Options 13,000 82,978
OZQ 30 Day Federal Funds Options Options 208 11,605
E34 Eurodollar Options 3 Yr MC Week 4 Options 0 1,800
E04 Eurodollar Option 1 Yr MC Week 4 Options 0 200
E03 Eurodollar Option 1 Yr MC Week 3 Options 0 0
S24 Weekly Two-Year Mid-Curve Options on Three-Month SOFR Futures - Week 4 Options 0 0
Trade Date: 20 Nov 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

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