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 1,101,578 44,523,860
GE0 Eurodollar 1yr MC Options Options 298,241 8,906,703
GE2 Eurodollar 2yr MC Options Options 79,031 4,624,396
OZN 10-Year T-Note Options Options 618,988 4,563,744
GE3 Eurodollar 3yr MC Options Options 15,101 2,472,269
OZF 5-Year T-Note Options Options 155,126 2,469,761
OZB U.S. Treasury Bond Options Options 124,711 952,492
OZT 2-Year T-Note Options Options 8,570 505,750
GE4 Eurodollar 4yr MC Options Options 0 161,320
ZN1 10-Year T-Note Weekly Options Wk 1 Options 56,487 137,176
Trade Date: 19 Jul 2019 | FINAL
Globex Product Name Cleared As Volume Open Interest
OZN 10-Year T-Note Options Options 618,988 4,563,744
OZF 5-Year T-Note Options Options 155,126 2,469,761
OZB U.S. Treasury Bond Options Options 124,711 952,492
OZT 2-Year T-Note Options Options 8,570 505,750
ZN1 10-Year T-Note Weekly Options Wk 1 Options 56,487 137,176
ZF1 5-Year T-Note Weekly Options Wk 1 Options 11,495 111,599
OUB Ultra U.S. Treasury Bond Options Options 0 49,992
WY4 10-Year Treasury Note Wednesday Weekly Options Wk 4 Options 10,259 22,202
ZB1 U.S. Treasury Bond Weekly Options Wk 1 Options 4,845 18,745
ZN2 10-Year T-Note Weekly Options Wk 2 Options 7,023 14,097
Trade Date: 19 Jul 2019 | FINAL
Globex Product Name Cleared As Volume Open Interest
GE Eurodollar Options Options 1,101,578 44,523,860
GE0 Eurodollar 1yr MC Options Options 298,241 8,906,703
GE2 Eurodollar 2yr MC Options Options 79,031 4,624,396
GE3 Eurodollar 3yr MC Options Options 15,101 2,472,269
GE4 Eurodollar 4yr MC Options Options 0 161,320
TE3 Eurodollar 6-Month Mid-Curve Options Options 0 1,600
OZQ 30 Day Federal Funds Options Options 1 1,051
E34 Eurodollar Options 3 Yr MC Wk 4 Options 0 0
E04 Eurodollar Option 1 Yr MC Wk 4 Options 0 0
TE2 Eurodollar 3-Month Mid-Curve Options Options 0 0
Trade Date: 19 Jul 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

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