From CME Group: 2025-06-27 15:20:00

The landscape of managing event risk in Treasury futures has expanded with the listing of Tuesday and Thursday Weekly options on Treasury futures (WTOs) on June 16, 2025. WTOs have seen a +17% YoY increase in average daily volume and a +22% YoY increase in open interest as of June 13, 2025.

The new Tuesday and Thursday WTOs allow for a more precise approach to capturing or hedging event-driven volatility in the Treasury market. Traders can now take positions on events happening every day of the week, from 2-yr note auctions to economic reports like CPI and Retail Sales, enhancing trading opportunities and strategies.

Traders can utilize the new Tuesday and Thursday WTOs to express views on a range of economic events, such as 30-yr bond auctions, PPI releases, and post-FOMC reactions. These contracts provide opportunities to profit from price changes and volatility increases, as demonstrated by the impact on option prices and volatility levels in recent trading periods.



Read more at CME Group: Trade Event Risk with Tuesday and Thursday Weekly Options on Treasury Futures