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 841,801 41,305,730
GE0 Eurodollar 1yr MC Options Options 209,256 6,734,477
GE2 Eurodollar 2yr MC Options Options 23,622 3,391,013
OZN 10-Year T-Note Options Options 654,915 2,381,937
GE3 Eurodollar 3yr MC Options Options 21,450 1,782,402
OZF 5-Year T-Note Options Options 186,601 1,338,459
OZB U.S. Treasury Bond Options Options 182,005 654,193
OZT 2-Year T-Note Options Options 28,777 231,757
ZN4 10-Year T-Note Weekly Options Wk 4 Options 113,018 192,280
GE4 Eurodollar 4yr MC Options Options 0 113,688
Trade Date: 20 Sep 2019 | PRELIMINARY
Globex Product Name Cleared As Volume Open Interest
OZN 10-Year T-Note Options Options 654,915 2,381,937
OZF 5-Year T-Note Options Options 186,601 1,338,459
OZB U.S. Treasury Bond Options Options 182,005 654,193
OZT 2-Year T-Note Options Options 28,777 231,757
ZN4 10-Year T-Note Weekly Options Wk 4 Options 113,018 192,280
ZB4 U.S. Treasury Bond Weekly Options Wk 4 Options 23,066 77,590
ZF4 5-Year T-Note Weekly Options Wk 4 Options 17,620 75,655
ZN1 10-Year T-Note Weekly Options Wk 1 Options 18,056 66,430
OUB Ultra U.S. Treasury Bond Options Options 92 39,513
WY4 10-Year Treasury Note Wednesday Weekly Options Wk 4 Options 20,539 36,180
Trade Date: 20 Sep 2019 | PRELIMINARY
Globex Product Name Cleared As Volume Open Interest
GE Eurodollar Options Options 841,801 41,305,730
GE0 Eurodollar 1yr MC Options Options 209,256 6,734,477
GE2 Eurodollar 2yr MC Options Options 23,622 3,391,013
GE3 Eurodollar 3yr MC Options Options 21,450 1,782,402
GE4 Eurodollar 4yr MC Options Options 0 113,688
OZQ 30 Day Federal Funds Options Options 4,620 31,641
E04 Eurodollar Option 1 Yr MC Wk 4 Options 0 4,000
E03 Eurodollar Option 1 Yr MC Wk 3 Options 0 0
E35 Eurodollar Options 3 Yr MC Wk 5 Options 0 0
E05 Eurodollar Option 1 Yr MC Wk 5 Options 0 0
Trade Date: 20 Sep 2019 | PRELIMINARY

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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

Clearport Globex Price Qty Time
There are no block trades on this trade date.
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