Interest Rate Options on Futures

Interest Rate Options

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With $1.44 trillion in daily notional volume in 2017, and 131 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 1,842,238 28,682,070
GE0 Eurodollar 1yr MC Options Options 486,937 9,050,748
GE2 Eurodollar 2yr MC Options Options 228,826 4,128,691
OZN 10-Year T-Note Options Options 679,085 3,864,014
GE3 Eurodollar 3yr MC Options Options 63,607 2,188,561
OZF 5-Year T-Note Options Options 147,379 2,029,379
OZB U.S. Treasury Bond Options Options 150,088 1,166,962
OZT 2-Year T-Note Options Options 28,456 288,573
ZN3 10-Year T-Note Weekly Options Wk 3 Options 141,076 209,017
GE4 Eurodollar 4yr MC Options Options 850 197,199
Trade Date: 18 Oct 2018 | FINAL
Globex Product Name Cleared As Volume Open Interest
OZN 10-Year T-Note Options Options 679,085 3,864,014
OZF 5-Year T-Note Options Options 147,379 2,029,379
OZB U.S. Treasury Bond Options Options 150,088 1,166,962
OZT 2-Year T-Note Options Options 28,456 288,573
ZN3 10-Year T-Note Weekly Options Wk 3 Options 141,076 209,017
ZN1 10-Year T-Note Weekly Options Wk 1 Options 21,487 57,050
ZB3 U.S. Treasury Bond Weekly Options Wk 3 Options 12,808 41,515
WY4 10-Year Treasury Note Wednesday Weekly Options Wk 4 Options 12,368 24,618
ZF3 5-Year T-Note Weekly Options Wk 3 Options 9,140 23,535
ZB1 U.S. Treasury Bond Weekly Options Wk 1 Options 2,870 22,755
Trade Date: 18 Oct 2018 | FINAL
Globex Product Name Cleared As Volume Open Interest
GE Eurodollar Options Options 1,842,238 28,682,070
GE0 Eurodollar 1yr MC Options Options 486,937 9,050,748
GE2 Eurodollar 2yr MC Options Options 228,826 4,128,691
GE3 Eurodollar 3yr MC Options Options 63,607 2,188,561
GE4 Eurodollar 4yr MC Options Options 850 197,199
TE3 Eurodollar 6-Month Mid-Curve Options Options 0 14,950
TE4 Eurodollar 9-Month Mid-Curve Options Options 6,596 6,600
GE5 Eurodollar 5yr MC Options Options 0 5,100
TE2 Eurodollar 3-Month Mid-Curve Options Options 0 5,000
OZQ 30 Day Federal Funds Options Options 0 1,600
Trade Date: 18 Oct 2018 | 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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