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 284,834 17,681,772
GE2 Eurodollar 2yr MC Options Options 169,583 6,214,821
GE0 Eurodollar 1yr MC Options Options 408,955 6,179,413
GE3 Eurodollar 3yr MC Options Options 137,117 4,712,541
OZN 10-Year T-Note Options Options 405,812 3,243,111
OZF 5-Year T-Note Options Options 80,601 1,287,203
OZB U.S. Treasury Bond Options Options 74,349 734,611
GE4 Eurodollar 4yr MC Options Options 3,010 587,073
ZN3 10-Year T-Note Weekly Options - Week 3 Options 90,944 190,034
OZT 2-Year T-Note Options Options 0 32,183
Trade Date: 09 Apr 2021 | FINAL
Globex Product Name Cleared As Volume Open Interest
OZN 10-Year T-Note Options Options 405,812 3,243,111
OZF 5-Year T-Note Options Options 80,601 1,287,203
OZB U.S. Treasury Bond Options Options 74,349 734,611
ZN3 10-Year T-Note Weekly Options - Week 3 Options 90,944 190,034
OZT 2-Year T-Note Options Options 0 32,183
WY2 10-Year Treasury Note Wednesday Weekly Options - Week 2 Options 14,962 31,966
ZF3 5-Year T-Note Weekly Options - Week 3 Options 17,189 29,874
ZB3 U.S. Treasury Bond Weekly Options - Week 3 Options 8,071 19,471
ZN5 10-Year T-Note Weekly Options - Week 5 Options 7,244 14,777
WB2 U.S. Treasury Bond Wednesday Weekly Options - Week 2 Options 2,189 4,325
Trade Date: 09 Apr 2021 | FINAL
Globex Product Name Cleared As Volume Open Interest
GE Eurodollar Options Options 284,834 17,681,772
GE2 Eurodollar 2yr MC Options Options 169,583 6,214,821
GE0 Eurodollar 1yr MC Options Options 408,955 6,179,413
GE3 Eurodollar 3yr MC Options Options 137,117 4,712,541
GE4 Eurodollar 4yr MC Options Options 3,010 587,073
SR3 Options on Three-Month SOFR Futures Options 0 6,670
- 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
TE4 Eurodollar 9-Month Mid-Curve Options Options 0 0
Trade Date: 09 Apr 2021 | FINAL

Stay Informed

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.
Trade Date:

Contact Us

For more information about our Interest Rates products 

Email Us

Contact a Market Maker

Submit a request to receive applicable contact information for our market makers.

Register Now

Subscribe to Updates

Stay up-to-date with what is happeing in Interest Rates markets.

Interest Rate Emails

More in Interest Rates