Interest Rate Options on Futures

Interest Rate Options

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With 2.76 million contracts traded daily in 2019, 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 120,134 23,166,867
GE3 Eurodollar 3yr MC Options Options 78,292 2,819,043
GE0 Eurodollar 1yr MC Options Options 33,931 2,533,873
GE2 Eurodollar 2yr MC Options Options 39,513 2,079,004
OZN 10-Year T-Note Options Options 571,597 2,002,322
OZB U.S. Treasury Bond Options Options 170,226 488,154
OZF 5-Year T-Note Options Options 75,875 404,263
ZN5 10-Year T-Note Weekly Options - Week 5 Options 77,195 147,936
GE4 Eurodollar 4yr MC Options Options 1,610 143,328
ZB5 U.S. Treasury Bond Weekly Options - Week 5 Options 44,696 59,804
Trade Date: 23 Oct 2020 | PRELIMINARY
Globex Product Name Cleared As Volume Open Interest
OZN 10-Year T-Note Options Options 571,597 2,002,322
OZB U.S. Treasury Bond Options Options 170,226 488,154
OZF 5-Year T-Note Options Options 75,875 404,263
ZN5 10-Year T-Note Weekly Options - Week 5 Options 77,195 147,936
ZB5 U.S. Treasury Bond Weekly Options - Week 5 Options 44,696 59,804
ZN1 10-Year T-Note Weekly Options - Week 1 Options 2,790 50,429
OZT 2-Year T-Note Options Options 52 37,101
ZB1 U.S. Treasury Bond Weekly Options - Week 1 Options 2,328 24,690
ZF5 5-Year T-Note Weekly Options - Week 5 Options 1,792 22,563
WY4 10-Year Treasury Note Wednesday Weekly Options - Week 4 Options 3,396 9,572
Trade Date: 23 Oct 2020 | PRELIMINARY
Globex Product Name Cleared As Volume Open Interest
GE Eurodollar Options Options 120,134 23,166,867
GE3 Eurodollar 3yr MC Options Options 78,292 2,819,043
GE0 Eurodollar 1yr MC Options Options 33,931 2,533,873
GE2 Eurodollar 2yr MC Options Options 39,513 2,079,004
GE4 Eurodollar 4yr MC Options Options 1,610 143,328
GE5 Eurodollar 5yr MC Options Options 0 4,000
SR3 Options on Three-Month SOFR Futures Options 0 325
OZQ 30 Day Federal Funds Options Options 0 150
S02 Weekly One-Year Mid-Curve Options on Three-Month SOFR Futures - Week 2 Options 0 0
TE3 Eurodollar 6-Month Mid-Curve Options Options 0 0
Trade Date: 23 Oct 2020 | 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

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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