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 133,859 22,386,770
GE0 Eurodollar 1yr MC Options Options 170,970 2,447,964
GE2 Eurodollar 2yr MC Options Options 89,573 2,180,353
GE3 Eurodollar 3yr MC Options Options 41,456 1,588,712
OZN 10-Year T-Note Options Options 299,109 1,572,390
OZF 5-Year T-Note Options Options 36,983 469,128
OZB U.S. Treasury Bond Options Options 71,812 399,634
ZN1 10-Year T-Note Weekly Options - Week 1 Options 39,741 112,218
GE4 Eurodollar 4yr MC Options Options 2,500 85,611
ZN2 10-Year T-Note Weekly Options - Week 2 Options 8,587 44,095
Trade Date: 25 Sep 2020 | PRELIMINARY
Globex Product Name Cleared As Volume Open Interest
OZN 10-Year T-Note Options Options 299,109 1,572,390
OZF 5-Year T-Note Options Options 36,983 469,128
OZB U.S. Treasury Bond Options Options 71,812 399,634
ZN1 10-Year T-Note Weekly Options - Week 1 Options 39,741 112,218
ZN2 10-Year T-Note Weekly Options - Week 2 Options 8,587 44,095
ZB2 U.S. Treasury Bond Weekly Options - Week 2 Options 2,135 30,382
WY5 10-Year Treasury Note Wednesday Weekly Options - Week 5 Options 4,292 11,138
OZT 2-Year T-Note Options Options 4,504 11,125
ZB1 U.S. Treasury Bond Weekly Options - Week 1 Options 4,150 9,825
ZF1 5-Year T-Note Weekly Options - Week 1 Options 365 4,134
Trade Date: 25 Sep 2020 | PRELIMINARY
Globex Product Name Cleared As Volume Open Interest
GE Eurodollar Options Options 133,859 22,386,770
GE0 Eurodollar 1yr MC Options Options 170,970 2,447,964
GE2 Eurodollar 2yr MC Options Options 89,573 2,180,353
GE3 Eurodollar 3yr MC Options Options 41,456 1,588,712
GE4 Eurodollar 4yr MC Options Options 2,500 85,611
SR3 Options on Three-Month SOFR Futures Options 0 225
OZQ 30 Day Federal Funds Options Options 0 150
E21 Eurodollar Options 2 Yr MC Week 1 Options 0 0
S4 Four-Year Mid-Curve Options on Three-Month SOFR Futures Options 0 0
SPO Eurodollar Calendar Spread Options Options 0 0
Trade Date: 25 Sep 2020 | PRELIMINARY

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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

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