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 786,438 27,168,627
GE0 Eurodollar 1yr MC Options Options 451,115 7,610,245
GE2 Eurodollar 2yr MC Options Options 348,978 5,429,085
OZN 10-Year T-Note Options Options 738,214 3,097,254
GE3 Eurodollar 3yr MC Options Options 68,329 2,305,178
OZF 5-Year T-Note Options Options 185,372 1,569,545
OZB U.S. Treasury Bond Options Options 206,887 899,605
OZT 2-Year T-Note Options Options 7,816 343,863
GE4 Eurodollar 4yr MC Options Options 36,000 234,481
ZN3 10-Year T-Note Weekly Options Wk 3 Options 48,173 131,157
Trade Date: 13 Aug 2018 | FINAL
Globex Product Name Cleared As Volume Open Interest
OZN 10-Year T-Note Options Options 738,214 3,097,254
OZF 5-Year T-Note Options Options 185,372 1,569,545
OZB U.S. Treasury Bond Options Options 206,887 899,605
OZT 2-Year T-Note Options Options 7,816 343,863
ZN3 10-Year T-Note Weekly Options Wk 3 Options 48,173 131,157
WY3 10-Year Treasury Note Wednesday Weekly Options Wk 3 Options 41,180 85,564
ZB3 U.S. Treasury Bond Weekly Options Wk 3 Options 15,838 46,927
ZN5 10-Year T-Note Weekly Options Wk 5 Options 9,510 35,998
ZF3 5-Year T-Note Weekly Options Wk 3 Options 12,254 29,864
WB3 U.S. Treasury Bond Wednesday Weekly Options Wk 3 Options 5,946 24,914
Trade Date: 13 Aug 2018 | FINAL
Globex Product Name Cleared As Volume Open Interest
GE Eurodollar Options Options 786,438 27,168,627
GE0 Eurodollar 1yr MC Options Options 451,115 7,610,245
GE2 Eurodollar 2yr MC Options Options 348,978 5,429,085
GE3 Eurodollar 3yr MC Options Options 68,329 2,305,178
GE4 Eurodollar 4yr MC Options Options 36,000 234,481
TE3 Eurodollar 6-Month Mid-Curve Options Options 0 23,251
TE2 Eurodollar 3-Month Mid-Curve Options Options 0 12,900
GE5 Eurodollar 5yr MC Options Options 0 5,100
E33 Eurodollar Options 3 Yr MC Wk 3 Options 0 1,600
OZQ 30 Day Federal Funds Options Options 0 1,001
Trade Date: 13 Aug 2018 | FINAL

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    • Vendor Codes View a table of vendor codes and block trade requirements for interest rate futures and options.

Block Trade Data

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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.

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