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 878,089 29,888,374
GE0 Eurodollar 1yr MC Options Options 600,934 8,422,657
OZN 10-Year T-Note Options Options 819,166 4,076,741
GE2 Eurodollar 2yr MC Options Options 145,873 3,630,537
OZF 5-Year T-Note Options Options 196,665 2,381,816
GE3 Eurodollar 3yr MC Options Options 52,010 2,045,523
OZB U.S. Treasury Bond Options Options 122,670 1,163,158
OZT 2-Year T-Note Options Options 1,030 238,777
GE4 Eurodollar 4yr MC Options Options 0 103,607
ZN1 10-Year T-Note Weekly Options Wk 1 Options 44,027 79,684
Trade Date: 18 Jan 2019 | FINAL
Globex Product Name Cleared As Volume Open Interest
OZN 10-Year T-Note Options Options 819,166 4,076,741
OZF 5-Year T-Note Options Options 196,665 2,381,816
OZB U.S. Treasury Bond Options Options 122,670 1,163,158
OZT 2-Year T-Note Options Options 1,030 238,777
ZN1 10-Year T-Note Weekly Options Wk 1 Options 44,027 79,684
OUB Ultra U.S. Treasury Bond Options Options 570 56,026
WY4 10-Year Treasury Note Wednesday Weekly Options Wk 4 Options 19,381 35,035
ZN2 10-Year T-Note Weekly Options Wk 2 Options 7,847 21,187
ZF1 5-Year T-Note Weekly Options Wk 1 Options 1,981 14,906
ZB1 U.S. Treasury Bond Weekly Options Wk 1 Options 2,320 9,614
Trade Date: 18 Jan 2019 | FINAL
Globex Product Name Cleared As Volume Open Interest
GE Eurodollar Options Options 878,089 29,888,374
GE0 Eurodollar 1yr MC Options Options 600,934 8,422,657
GE2 Eurodollar 2yr MC Options Options 145,873 3,630,537
GE3 Eurodollar 3yr MC Options Options 52,010 2,045,523
GE4 Eurodollar 4yr MC Options Options 0 103,607
TE4 Eurodollar 9-Month Mid-Curve Options Options 13,500 35,675
E04 Eurodollar Option 1 Yr MC Wk 4 Options 800 3,000
TE3 Eurodollar 6-Month Mid-Curve Options Options 0 2,000
OZQ 30 Day Federal Funds Options Options 0 1,924
E34 Eurodollar Options 3 Yr MC Wk 4 Options 1,000 1,000
Trade Date: 18 Jan 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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