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 141,783 29,429,329
GE0 Eurodollar 1yr MC Options Options 160,078 4,209,886
GE2 Eurodollar 2yr MC Options Options 144,101 3,458,225
OZN 10-Year T-Note Options Options 149,784 2,205,306
GE3 Eurodollar 3yr MC Options Options 164,490 1,682,818
OZF 5-Year T-Note Options Options 18,725 1,122,271
OZB U.S. Treasury Bond Options Options 63,475 600,917
OZT 2-Year T-Note Options Options 335 139,468
ZN2 10-Year T-Note Weekly Options - Week 2 Options 18,775 119,397
ZN3 10-Year T-Note Weekly Options - Week 3 Options 10,243 83,157
Trade Date: 08 Jul 2020 | PRELIMINARY
Globex Product Name Cleared As Volume Open Interest
OZN 10-Year T-Note Options Options 149,784 2,205,306
OZF 5-Year T-Note Options Options 18,725 1,122,271
OZB U.S. Treasury Bond Options Options 63,475 600,917
OZT 2-Year T-Note Options Options 335 139,468
ZN2 10-Year T-Note Weekly Options - Week 2 Options 18,775 119,397
ZN3 10-Year T-Note Weekly Options - Week 3 Options 10,243 83,157
ZF2 5-Year T-Note Weekly Options - Week 2 Options 1,547 47,010
ZB2 U.S. Treasury Bond Weekly Options - Week 2 Options 4,362 25,872
ZN5 10-Year T-Note Weekly Options - Week 5 Options 18,503 18,831
WY3 10-Year Treasury Note Wednesday Weekly Options - Week 3 Options 5,436 6,697
Trade Date: 08 Jul 2020 | PRELIMINARY
Globex Product Name Cleared As Volume Open Interest
GE Eurodollar Options Options 141,783 29,429,329
GE0 Eurodollar 1yr MC Options Options 160,078 4,209,886
GE2 Eurodollar 2yr MC Options Options 144,101 3,458,225
GE3 Eurodollar 3yr MC Options Options 164,490 1,682,818
GE4 Eurodollar 4yr MC Options Options 0 26,195
SR3 Options on Three-Month SOFR Futures Options 0 239
OZQ 30 Day Federal Funds Options Options 0 150
S0 One-Year Mid-Curve Options on Three-Month SOFR Futures Options 0 26
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: 08 Jul 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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