-
Policy
Policy
Exclusive interviews with leading policymakers that convey the true policy message that impacts markets.
LATEST FROM POLICY: -
EM Policy
EM Policy
Exclusive interviews with leading policymakers that convey the true policy message that impacts markets.
LATEST FROM EM POLICY: -
G10 Markets
G10 Markets
Real-time insight on key fixed income and fx markets.
Launch MNI PodcastsFixed IncomeFI Markets AnalysisCentral Bank PreviewsFI PiFixed Income Technical AnalysisUS$ Credit Supply PipelineGilt Week AheadGlobal IssuanceEurozoneUKUSDeep DiveGlobal Issuance CalendarsEZ/UK Bond Auction CalendarEZ/UK T-bill Auction CalendarUS Treasury Auction CalendarPolitical RiskMNI Political Risk AnalysisMNI Political Risk - US Daily BriefMNI Political Risk - The week AheadElection Previews -
Emerging Markets
Emerging Markets
Real-time insight of emerging markets in CEMEA, Asia and LatAm region
-
Commodities
Commodities
Real-time insight of oil & gas markets
-
Credit
Credit
Real time insight of credit markets
-
Data
-
Global Macro
Global Macro
Actionable insight on monetary policy, balance sheet and inflation with focus on global issuance. Analysis on key political risk impacting the global markets.
Global MacroDM Central Bank PreviewsDM Central Bank ReviewsEM Central Bank PreviewsEM Central Bank ReviewsBalance Sheet AnalysisData AnalysisEurozone DataUK DataUS DataAPAC DataInflation InsightEmployment InsightGlobal IssuanceEurozoneUKUSDeep DiveGlobal Issuance Calendars EZ/UK Bond Auction Calendar EZ/UK T-bill Auction Calendar US Treasury Auction Calendar Chart Packs -
About Us
To read the full story
Sign up now for free trial access to this content.
Please enter your details below.
Why MNI
MNI is the leading provider
of intelligence and analysis on the Global Fixed Income, Foreign Exchange and Energy markets. We use an innovative combination of real-time analysis, deep fundamental research and journalism to provide unique and actionable insights for traders and investors. Our "All signal, no noise" approach drives an intelligence service that is succinct and timely, which is highly regarded by our time constrained client base.Our Head Office is in London with offices in Chicago, Washington and Beijing, as well as an on the ground presence in other major financial centres across the world.
Real-time Actionable Insight
Get the latest on Central Bank Policy and FX & FI Markets to help inform both your strategic and tactical decision-making.
Free AccessUS TSY OPTION IMPLIED VOL/OTC SWAPTION VOL FOR APR 10
EST IMPLIED VOLATILITY/AVG ATM OPTIONS VIA BLOOMBERG, (All Times ET)
USK USM TYK TYM FVK FVM EDJ EDM
TUE 3:00 5.80% 5.98% 3.24% 3.34% 2.18% 2.24% N/A 8.44%
TUE OPEN 5.99% 6.08% 3.23% 3.34% 2.17% 2.25% N/A 8.45%
FRI 3:00 5.79% 6.07% 3.13% 3.36% 2.11% 2.24% 13.25% 4.65%
FRI OPEN 6.05% 6.16% 3.34% 3.45% 2.27% 2.30% 12.98% 8.80%
THU 3:00 6.06% 6.31% 3.42% 3.46% 2.32% 2.38% 15.95% 8.88%
THU OPEN 5.97% 6.31% 3.45% 3.47% 2.35% 2.38% 14.75% 9.03%
WED 3:00 6.04% 6.37% 3.39% 3.52% 2.35% 2.38% 15.77% 8.85%
LARGEST O/I: STRIKE TOTAL CHANGE STRIKE TOTAL CHANGE
MAY19 10Y NOTE 124.50 C 125,693 +2,202 123.00 P 106,757 +2,371
JUN19 10Y NOTE 125.50 C 69,196 -1,038 122.50 P 113,796 -1,664
MAY19 5Y NOTE 116.25 C 58,653 -1 112.25 P 97,659 UNCH
JUN19 5Y NOTE 116.50 C 51,663 -5,137 108.25 P 151,559 UNCH
MAY19 2Y NOTE 106.75 C 8,392 UNCH 106.25 P 19,211 +1
JUN19 2Y NOTE 106.75 C 17,056 UNCH 106.25 P 58,859 UNCH
APR19 EURODLR 97.37 C 161,638 UNCH 97.37 P 80,033 UNCH
JUN19 EURODLR 97.37 C 452,048 -1,000 96.75 P 728,209 UNCH
JUN19 1Y-MIDC 98.00 C 185,826 +1,200 97.62 P 149,434 +5,761
JUN20 2Y-MIDC 97.75 C 85,721 UNCH 97.50 P 113,762 +1,500
JUN21 3Y-MIDC 97.75 C 93,293 -800 97.62 P 81,917 UNCH
NEAREST ATM: STRIKE TOTAL CHANGE STRIKE TOTAL CHANGE
MAY19 10Y NOTE 123.50 C 57,401 -1,236 123.50 P 62,430 +1,621
MAY19 10Y NOTE 124.00 C 92,893 +2,723 124.00 P 37,119 -261
JUN19 10Y NOTE 123.50 C 38,160 +49 123.50 P 75,935 +2,351
JUN19 10Y NOTE 124.00 C 46,839 +3,815 124.00 P 22,098 -507
MAY19 5Y NOTE 115.25 C 16,986 UNCH 115.25 P 41,998 +476
MAY19 5Y NOTE 115.50 C 50,801 -1,259 115.50 P 27,851 -1,774
JUN19 5Y NOTE 115.25 C 12,028 +1,115 115.25 P 40,485 +263
JUN19 5Y NOTE 115.50 C 17,338 +532 115.50 P 30,076 -868
MAY19 2Y NOTE 106.50 C 7,923 UNCH 106.50 P 3,302 UNCH
MAY19 2Y NOTE 106.62 C 6,896 UNCH 106.62 P 7,515 UNCH
JUN19 2Y NOTE 106.50 C 15,336 UNCH 106.50 P 15,447 +20
JUN19 2Y NOTE 106.62 C 8,176 UNCH 106.62 P 3,242 UNCH
APR19 EURODLR 97.25 C 93,688 UNCH 97.25 P 68,836 UNCH
APR19 EURODLR 97.37 C 161,638 UNCH 97.37 P 80,033 UNCH
JUN19 EURODLR 97.25 C 275,887 UNCH 97.25 P 295,194 UNCH
JUN19 EURODLR 97.37 C 452,048 -1,000 97.37 P 243,338 +44
JUN20 1Y-MIDC 97.50 C 74,425 UNCH 97.50 P 138,769 +1,055
JUN20 1Y-MIDC 97.62 C 56,067 +1,274 97.62 P 149,434 +5,761
JUN21 2Y-MIDC 97.62 C 26,842 UNCH 97.62 P 28,224 UNCH
JUN21 2Y-MIDC 97.75 C 85,721 UNCH 97.75 P 50,978 +3,812
JUN22 3Y-MIDC 97.62 C 14,149 UNCH 97.62 P 81,917 UNCH
JUN22 3Y-MIDC 97.75 C 93,293 -800 97.75 P 57,546 +931
PUT/CALL RATIO FOR VOLUME CLEARED:
MAY19 10Y NOTE PUT/CALL RATIO -- 0.64 (41,300 PUTS VS. 63,982 CALLS)
JUN19 10Y NOTE PUT/CALL RATIO -- 1.00 (62,367 PUTS VS. 62,089 CALLS)
MAY19 5Y NOTE PUT/CALL RATIO -- 1.36 (11,525 PUTS VS. 8,550 CALLS)
JUN19 5Y NOTE PUT/CALL RATIO -- 0.53 (27,548 PUTS VS. 51,614 CALLS)
MAY19 2Y NOTE PUT/CALL RATIO -- 1.00 (501 PUTS VS. 501 CALLS)
JUN19 2Y NOTE PUT/CALL RATIO -- 0.51 (1,405 PUTS VS. 2,701 CALLS)
APR19 EURODLRS PUT/CALL RATIO -- 0.00 (0 PUTS VS. 0 CALLS)
JUN19 EURODLRS PUT/CALL RATIO -- 0.01 (150 PUTS VS. 27,011 CALLS)
JUN20 1Y-MIDCRVE PUT/CALL RATIO -- 6.73 (43,797 PUTS VS. 6,576 CALLS)
JUN21 2Y-MIDCRVE PUT/CALL RATIO -- 3.06 (14,100 PUTS VS. 4,590 CALLS)
JUN22 3Y-MIDCRVE PUT/CALL RATIO -- 0.03 (1,050 PUTS VS. 33,047 CALLS)
(VOLUME, OPEN INTEREST, RATIOS ALL REFLECT PRIOR SESSION'S DATA)
Swaption BP/Vol Via Bloomberg:
Time (ET) 3M/2Y 1M/10Y 3M/5Y 3M/10Y 2Y/10Y 5Y/5Y
Tue 3:00 49.28 50.66 53.99 51.69 57.68 63.57
Tue Open 49.24 50.40 53.72 51.48 57.63 63.57
Fri 3:00 53.44 51.17 55.27 53.04 58.23 64.05
Fri Open 54.52 53.41 56.41 54.24 58.53 64.37
Thu 3:00 54.96 53.84 56.48 54.20 58.54 64.28
Thu Open 55.44 55.37 57.01 54.81 59.21 64.77
Wed 3:00 55.50 56.02 57.13 54.90 59.41 65.08
Wed Open 56.20 55.54 57.60 55.00 60.04 66.06
--MNI Chicago Bureau; tel: +1 312-431-0089; email: bill.sokolis@marketnews.com
[TOPICS: MTABLE,M$U$$$,M$$FI$,MN$FI$]
To read the full story
Sign up now for free trial access to this content.
Please enter your details below.
Why MNI
MNI is the leading provider
of intelligence and analysis on the Global Fixed Income, Foreign Exchange and Energy markets. We use an innovative combination of real-time analysis, deep fundamental research and journalism to provide unique and actionable insights for traders and investors. Our "All signal, no noise" approach drives an intelligence service that is succinct and timely, which is highly regarded by our time constrained client base.Our Head Office is in London with offices in Chicago, Washington and Beijing, as well as an on the ground presence in other major financial centres across the world.