CME Group

Interest Rates Products

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CME Group’s Interest Rate products span the entire U.S. dollar-denominated yield curve including futures and options on the most widely followed U.S. Interest Rate benchmarks: Eurodollars, U.S. Treasury Securities, 30-Day Fed Funds, and Interest Rate Swaps.

We provide customers around the world with safe, efficient means for managing interest rate risk.

Featured IR Products
STIR
U.S. Treasuries
Swap Futures

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

Product	Code	Contract		Last	Change	Chart	Open	High	Low	Globex Vol
Eurodollar Futures	GEH8	MAR 2018	MAR 2018	98.285	-0.005	Show Price Chart	98.29	98.30	98.28	49,436
10-Year T-Note Futures	ZNH7	MAR 2017	MAR 2017	123'110	+0'025	Show Price Chart	123'085	123'150	123'065	266,549
Ultra 10-Year U.S. Treasury Note Futures	TNH7	MAR 2017	MAR 2017	132'205	+0'030	Show Price Chart	132'170	132'275	132'155	20,839
30 Day Federal Funds Futures	ZQF7	JAN 2017	JAN 2017	99.36	+0.005	Show Price Chart	99.36	99.36	99.355	19,104
5-Year USD MAC Swap Futures	F1UH7	MAR 2017		96'230	-0'045	Show Price Chart	96'295	96'295	96'230	665
10-Year USD MAC Swap Futures	N1UH7	MAR 2017		92'180	-0'120	Show Price Chart	93'030	93'040	92'180	956

Product	Code	Contract		Last	Change	Chart	Open	High	Low	Globex Vol
Eurodollar Futures	GEH7	MAR 2017	MAR 2017	98.93	0.00	Show Price Chart	98.93	98.935	98.93	32,941
Eurodollar Futures	GEM7	JUN 2017	JUN 2017	98.75	-0.005	Show Price Chart	98.755	98.755	98.75	48,101
Eurodollar Futures	GEU7	SEP 2017	SEP 2017	98.59	-0.005	Show Price Chart	98.595	98.60	98.59	47,459
Eurodollar Futures	GEZ7	DEC 2017	DEC 2017	98.415	-0.01	Show Price Chart	98.42	98.43	98.415	50,373
Eurodollar Futures	GEH8	MAR 2018	MAR 2018	98.285	-0.005	Show Price Chart	98.29	98.30	98.28	49,436
Eurodollar Futures	GEM8	JUN 2018	JUN 2018	98.15	-0.01	Show Price Chart	98.155	98.17	98.145	35,196
Eurodollar Futures	GEU8	SEP 2018	SEP 2018	98.03	-0.01	Show Price Chart	98.035	98.05	98.025	29,606
Eurodollar Futures	GEZ8	DEC 2018	DEC 2018	97.90	-0.005	Show Price Chart	97.90	97.915	97.89	45,327
30 Day Federal Funds Futures	ZQF7	JAN 2017	JAN 2017	99.36	+0.005	Show Price Chart	99.36	99.36	99.355	19,104
2-Year Eurodollar Bundle Futures	BU2H7	MAR 2017	MAR 2017	-	-	Show Price Chart	-	-	-	0
3-Year Eurodollar Bundle Futures	BU3H7	MAR 2017	MAR 2017	-	-	Show Price Chart	-	-	-	0
5-Year Eurodollar Bundle Futures	BU5H7	MAR 2017	MAR 2017	-	-	Show Price Chart	-	-	-	0

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

Product	Code	Contract		Last	Change	Chart	Open	High	Low	Globex Vol
2-Year T-Note Futures	ZTH7	MAR 2017	MAR 2017	108'057	+0'002	Show Price Chart	108'055	108'062	108'050	49,933
5-Year T-Note Futures	ZFH7	MAR 2017	MAR 2017	117'027	+0'020	Show Price Chart	117'002	117'042	116'305	185,529
10-Year T-Note Futures	ZNH7	MAR 2017	MAR 2017	123'110	+0'025	Show Price Chart	123'085	123'150	123'065	266,549
Ultra 10-Year U.S. Treasury Note Futures	TNH7	MAR 2017	MAR 2017	132'205	+0'030	Show Price Chart	132'170	132'275	132'155	20,839
Ultra U.S. Treasury Bond Futures	UBH7	MAR 2017	MAR 2017	158'09	+0'12	Show Price Chart	157'31	158'22	157'27	21,623
U.S. Treasury Bond Futures	ZBH7	MAR 2017	MAR 2017	149'00	+0'06	Show Price Chart	148'29	149'12	148'25	64,259

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

Product	Code	Contract	Last	Change	Chart	Open	High	Low	Globex Vol
2-Year USD MAC Swap Futures	T1UH7	MAR 2017	-	-	Show Price Chart	-	-	-	0
5-Year USD MAC Swap Futures	F1UH7	MAR 2017	96'230	-0'045	Show Price Chart	96'295	96'295	96'230	665
7-Year USD MAC Swap Futures	S1UH7	MAR 2017	-	-	Show Price Chart	-	-	-	0
10-Year USD MAC Swap Futures	N1UH7	MAR 2017	92'180	-0'120	Show Price Chart	93'030	93'040	92'180	956
20-Year USD MAC Swap Futures	E1UH7	MAR 2017	-	-	Show Price Chart	-	-	-	0
30-Year USD MAC Swap Futures	B1UH7	MAR 2017	89'13	+0'11	Show Price Chart	89'14	89'15	89'09	10
2-Year Euro MAC Swap Futures	T1EH7	MAR 2017	-	-	Show Price Chart	-	-	-	0

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

Interest Rate Tools

Fed Watch

Total Cost Analysis

Pace of Roll

CFTC Commitment of Traders

Invoice Spread Calculator

Treasury Conversion Factors

MAC Swap Futures Analytics

Options Tools

Open Interest Heatmap

Volatility Term Structure

Options Settlement

Most Active Strikes

(Daily) Weekly Options Report

QuikStrike Options Essentials

Open Interest Profile

Interest Rate Essentials

Navigate our Interest Rates Product Suite

- Read more
- Featured Product
- Learn More about our Ultra 10 Product

Understanding Interest Rate Products

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Monthly Rates Recap

Treasury Invoice Swaps

Total Cost Analysis of Swaps vs Futures

Circuit Breaker and Daily Price Limit Changes

Interest Rates Trading Strategies

Interest Rate Blocks

Learn how to take advantage of privately-negotiated futures trades between eligible counterparties.

Optimization Center

Discover the benefits of trading futures instead of swaps and how you can get started in the futures market.

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Who We Are

CME Group is the world's leading and most diverse derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs). Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX and COMEX.