Interest Rate Options on Futures

Interest Rate Options

View all IR Options

With 1.8 million contracts traded daily in 2020, 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 425,410 20,444,828
GE3 Eurodollar 3yr MC Options Options 379,181 6,076,504
GE2 Eurodollar 2yr MC Options Options 489,654 5,528,598
GE0 Eurodollar 1yr MC Options Options 579,488 4,396,155
OZN 10-Year T-Note Options Options 749,982 3,169,082
OZF 5-Year T-Note Options Options 274,256 1,323,396
OZB U.S. Treasury Bond Options Options 157,448 699,443
GE4 Eurodollar 4yr MC Options Options 9,450 422,244
ZN2 10-Year T-Note Weekly Options - Week 2 Options 83,179 179,329
ZB2 U.S. Treasury Bond Weekly Options - Week 2 Options 17,833 43,150
Trade Date: 05 Mar 2021 | PRELIMINARY
Globex Product Name Cleared As Volume Open Interest
OZN 10-Year T-Note Options Options 749,982 3,169,082
OZF 5-Year T-Note Options Options 274,256 1,323,396
OZB U.S. Treasury Bond Options Options 157,448 699,443
ZN2 10-Year T-Note Weekly Options - Week 2 Options 83,179 179,329
ZB2 U.S. Treasury Bond Weekly Options - Week 2 Options 17,833 43,150
ZF2 5-Year T-Note Weekly Options - Week 2 Options 6,549 41,149
WY2 10-Year Treasury Note Wednesday Weekly Options - Week 2 Options 5,347 31,115
ZN3 10-Year T-Note Weekly Options - Week 3 Options 9,198 19,320
ZF3 5-Year T-Note Weekly Options - Week 3 Options 3,809 9,021
WF2 5-Year Treasury Note Wednesday Weekly Options - Week 2 Options 8,324 8,539
Trade Date: 05 Mar 2021 | PRELIMINARY
Globex Product Name Cleared As Volume Open Interest
GE Eurodollar Options Options 425,410 20,444,828
GE3 Eurodollar 3yr MC Options Options 379,181 6,076,504
GE2 Eurodollar 2yr MC Options Options 489,654 5,528,598
GE0 Eurodollar 1yr MC Options Options 579,488 4,396,155
GE4 Eurodollar 4yr MC Options Options 9,450 422,244
SR3 Options on Three-Month SOFR Futures Options 0 8,150
GE5 Eurodollar 5yr MC Options Options 0 4,000
- 1 Month Eurodollar Options Options 0 0
E04 Eurodollar Option 1 Yr MC Week 4 Options 0 0
E05 Eurodollar Option 1 Yr MC Week 5 Options 0 0
Trade Date: 05 Mar 2021 | 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

Treasury Volatility Indexes (CVOL)

Derived from options on Treasury futures, the CME Group Volatility Index (CVOL) holistically captures constant 30-day implied volatility, producing a robust measure of forward-looking risk expectations for each tenor.

Learn about Treasury CVOL Indexes

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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