Interest Rate Options on Futures

Interest Rate Options

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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 689,606 37,500,617
GE0 Eurodollar 1yr MC Options Options 107,278 5,429,377
OZN 10-Year T-Note Options Options 707,716 4,324,204
GE2 Eurodollar 2yr MC Options Options 39,424 2,044,597
OZF 5-Year T-Note Options Options 115,548 1,951,597
OZB U.S. Treasury Bond Options Options 131,471 1,103,609
GE3 Eurodollar 3yr MC Options Options 18,879 916,080
OZT 2-Year T-Note Options Options 11,566 281,055
ZN5 10-Year T-Note Weekly Options - Week 5 Options 34,182 108,205
GE4 Eurodollar 4yr MC Options Options 0 44,595
Trade Date: 22 Jan 2020 | FINAL
Globex Product Name Cleared As Volume Open Interest
OZN 10-Year T-Note Options Options 707,716 4,324,204
OZF 5-Year T-Note Options Options 115,548 1,951,597
OZB U.S. Treasury Bond Options Options 131,471 1,103,609
OZT 2-Year T-Note Options Options 11,566 281,055
ZN5 10-Year T-Note Weekly Options - Week 5 Options 34,182 108,205
ZN1 10-Year T-Note Weekly Options - Week 1 Options 6,062 35,243
OUB Ultra U.S. Treasury Bond Options Options 2 32,036
ZF5 5-Year T-Note Weekly Options - Week 5 Options 1,144 19,060
ZB5 U.S. Treasury Bond Weekly Options - Week 5 Options 737 17,469
OTN Ultra 10-Year U.S. Treasury Note Options Options 0 11,422
Trade Date: 22 Jan 2020 | FINAL
Globex Product Name Cleared As Volume Open Interest
GE Eurodollar Options Options 689,606 37,500,617
GE0 Eurodollar 1yr MC Options Options 107,278 5,429,377
GE2 Eurodollar 2yr MC Options Options 39,424 2,044,597
GE3 Eurodollar 3yr MC Options Options 18,879 916,080
GE4 Eurodollar 4yr MC Options Options 0 44,595
OZQ 30 Day Federal Funds Options Options 0 7,741
TE3 Eurodollar 6-Month Mid-Curve Options Options 0 3,500
SR3 Options on Three-Month SOFR Futures Options 1 17
S0 One-Year Mid-Curve Options on Three-Month SOFR Futures Options 1 1
S02 Weekly One-Year Mid-Curve Options on Three-Month SOFR Futures - Week 2 Options 0 0
Trade Date: 22 Jan 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

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