Trial now
USDCAD TECHS

Stronger In a Range

AUDUSD TECHS

Weaker In A Range

US TSYS SUMMARY

Ending The Week On A Soft Note

EURJPY TECHS

Bearish Risk Growing

USDJPY TECHS

Stronger, But Still Vulnerable

US

SP500 PE Ratio vs. CPI Inflation

     
EST IMPLIED VOLATILITY/AVG ATM OPTIONS VIA BLOOMBERG, (All Times ET)
            
             USK    USM     TYK    TYM     FVK    FVM     EDJ     EDM
WED OPEN    5.70%  5.90%   3.20%  3.30%   2.15%  2.21%    N/A    8.35%
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
Wed Open    49.50    51.08    54.43    52.04    58.13     63.66
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$]
MNI Chicago Bureau | +1 312-431-0089 | bill.sokolis@marketnews.com