Interest Rate Options
View all IR OptionsWith 2.3 million contracts traded daily in 2022, and 140 expirations listed at a time across Treasuries and SOFR, 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 |
|---|---|---|---|---|
| SR3 | Options on Three-Month SOFR Futures | Options | 2,165,957 | 36,684,372 |
| S0 | One-Year Mid-Curve Options on Three-Month SOFR Futures | Options | 168,196 | 4,338,086 |
| GE | Eurodollar Options | Options | 51,006 | 2,097,037 |
| OZN | 10-Year T-Note Options | Options | 495,720 | 1,749,475 |
| S2 | Two-Year Mid-Curve Options on Three-Month SOFR Futures | Options | 121,706 | 1,554,547 |
| OZF | 5-Year T-Note Options | Options | 195,752 | 1,004,098 |
| S3 | Three-Year Mid-Curve Options on Three-Month SOFR Futures | Options | 4,234 | 417,440 |
| OZB | U.S. Treasury Bond Options | Options | 62,390 | 359,076 |
| ZN2 | 10-Year T-Note Weekly Options - Week 2 | Options | 119,766 | 212,389 |
| OZT | 2-Year T-Note Options | Options | 14,351 | 166,543 |
| Globex | Product Name | Cleared As | Volume | Open Interest |
|---|---|---|---|---|
| OZN | 10-Year T-Note Options | Options | 495,720 | 1,749,475 |
| OZF | 5-Year T-Note Options | Options | 195,752 | 1,004,098 |
| OZB | U.S. Treasury Bond Options | Options | 62,390 | 359,076 |
| ZN2 | 10-Year T-Note Weekly Options - Week 2 | Options | 119,766 | 212,389 |
| OZT | 2-Year T-Note Options | Options | 14,351 | 166,543 |
| ZF2 | 5-Year T-Note Weekly Options - Week 2 | Options | 51,120 | 111,265 |
| ZN3 | 10-Year T-Note Weekly Options - Week 3 | Options | 23,602 | 84,915 |
| ZB2 | U.S. Treasury Bond Weekly Options - Week 2 | Options | 11,554 | 53,050 |
| WY1 | 10-Year Treasury Note Wednesday Weekly Options - Week 1 | Options | 27,931 | 29,464 |
| ZF3 | 5-Year T-Note Weekly Options - Week 3 | Options | 7,595 | 24,072 |
| Globex | Product Name | Cleared As | Volume | Open Interest |
|---|---|---|---|---|
| SR3 | Options on Three-Month SOFR Futures | Options | 2,165,957 | 36,684,372 |
| S0 | One-Year Mid-Curve Options on Three-Month SOFR Futures | Options | 168,196 | 4,338,086 |
| GE | Eurodollar Options | Options | 51,006 | 2,097,037 |
| S2 | Two-Year Mid-Curve Options on Three-Month SOFR Futures | Options | 121,706 | 1,554,547 |
| S3 | Three-Year Mid-Curve Options on Three-Month SOFR Futures | Options | 4,234 | 417,440 |
| S4 | Four-Year Mid-Curve Options on Three-Month SOFR Futures | Options | 0 | 7,879 |
| S04 | Weekly One-Year Mid-Curve Options on Three-Month SOFR Futures - Week 4 | Options | 0 | 0 |
| S23 | Weekly Two-Year Mid-Curve Options on Three-Month SOFR Futures - Week 3 | Options | 0 | 0 |
| S32 | Weekly Three-Year Mid-Curve Options on Three-Month SOFR Futures - Week 2 | Options | 0 | 0 |
| ZQ6 | 30 Day Federal Funds 6 Month Midcurve Options | Options | 0 | 0 |
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- 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.
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- 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.
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