With our recent merger, CME Group interest rate products now span the entire U.S. dollar-denominated yield curve allowing you to manage short-, medium- and long-term interest rate risk with products based on Fed Funds, three month Eurodollars, U.S. Treasury securities, and interest rate and credit default swaps CME Group also offers products that address interest rate and inflations risks in Europe and Japan.

CME Interest Rate News

• 3-Month Overnight Index Swap (OIS) Options to Launch Nov. 24
  Take advantage of a smart, simple way to trade Fed Funds vs. LIBOR.

  • 3-Month OIS Options – Nov. 24
  • Implied Functionality for 3-Month OIS Futures Calendar Spreads – Nov. 10

• Implied Intercommodity Spreads to Launch Nov. 17
  Coming to CME Globex: Implied, pre-defined spreads between U.S. Treasury futures and between U.S. Treasury and CBOT Interest Rate Swap futures.
  
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• Four Important New Publications for Interest Rate Customers
  View and download them here.

  • An Efficient Approach to Mortgage Pipeline Risk Management
  • Protecting Funding Margins with Binary Options on the Target Federal Funds Rate
  • Liability Driven Investing: Challenges and Opportunities
  • The Evolution of Alpha Transport Strategies into Fixed Income

  To request a print version, please call Customer Service at 1-800-331-3332 or 312-930-2316.

• New Market Maker Programs for Interest Rates Products
  Get complete details on our market maker programs for trading options on U.S. Treasuries, 30-Day Fed Funds and Eurodollars

  • U.S. Treasury Options and 30-Day Fed Funds Options
  • Eurodollar Options