Interest Rate futures and options

Manage interest rate risk via the world’s most liquid and efficient Interest Rate derivatives marketplace.

Trade futures and options on U.S. Treasuries, SOFR, Fed Funds, €STR, TBAs, Credit and more, with maturities from one week to 30-years.

When rates move, liquidity is everything

Take control of your interest rate risk

Effective interest rate risk management demands liquid markets. That’s why institutions around the world turn to CME Group, home to the deepest centralized pool of liquidity for SOFR, Fed Funds, U.S. Treasuries and more. Plus, flexible execution, unrivaled capital efficiencies, and the safety of CME Clearing.

Effective interest rate risk management demands liquid markets. That’s why institutions around the world turn to CME Group, home to the deepest centralized pool of liquidity for SOFR, Fed Funds, U.S. Treasuries and more. Plus, enjoy flexible execution, unrivaled capital efficiencies and the safety of CME Clearing. Interested in learning more about our products? Our team is available to help you get the answers you need during the Australian trading day.

When rates move, liquidity is everything

Effective interest rate risk management demands liquid markets. That’s why institutions around the world turn to CME Group, home to the deepest centralized pool of liquidity for SOFR, Fed Funds, U.S. Treasuries and more. Plus, flexible execution, unrivaled capital efficiencies, and the safety of CME Clearing.

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PRODUCTS

Liquidity and efficiency, now in credit markets

Investment Grade, High Yield and Duration Hedged futures contracts are available for participants seeking new ways to manage corporate credit risks.

Explore our Interest Rate products

Trade futures and options on U.S. Treasuries, SOFR, Fed Funds, €STR, TBAs, Credit, and more—with maturities from one-week to 30-years.

Efficiently manage exposure to U.S. government debt with expansive liquidity across futures, options and cash securities, and best-in-class capital efficiencies.

As the leading tools for hedging USD short-term interest rates, SOFR futures and options offer deep liquidity across the forward curve, alongside 80 options expiries for fine-tuning exposures from one week to four years.

Widely used for expressing a view on Fed policy changes, Fed Fund futures reflect market expectations regarding the course of the Federal Reserve’s monetary policy.

Credit Index futures provide a new mechanism for managing corporate bond exposure, leveraging the efficiency and liquidity of futures markets for participants seeking solutions in Investment Grade, High Yield or those looking to trade only the credit component (duration hedged).

Precisely hedge T-bill exposure with cash-settled futures based on 13-week T-bill auction yields, and enjoy seamless spread trading vs. Three-Month SOFR futures.

CME Group is the venue of choice for end-users seeking exposure to the Euro Short-Term Rate (ESTR), the European risk-free rate quickly becoming the preferred benchmark in EUR swaps and cash markets.

Peso-denominated, monthly futures contracts based on the Central Bank of Mexico’s Overnight TIIE Funding Rate (F-TIIE) – an IOSCO-compliant, risk-free reference rate based on the highly-developed and liquid Mexican repo market.

Expand efficiencies or create new spread trading and margin offset opportunities using SONIA futures and other Interest Rate products – Fed Fund and SOFR futures.

Physically delivered 30-Year UMBS TBA futures bring the efficiency and global accessibility of a central limit order book to the U.S. mortgage market, with margin offsets and spread trading vs. Treasury futures.

 

Swap futures offer interest rate swap exposure with the margin efficiency and simplicity of a standardized futures contract. Capitalize on multiple execution venues, flexibility at expiration, and risk offsets.

See the latest Interest Rate block trade information.

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Platform

BrokerTec

Trade cash bonds and repo on our industry-leading, anonymous dealer-to-dealer electronic trading platform for the U.S. and European fixed income markets.

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