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AUDUSD TECHS

Clears Support

US TSYS SUMMARY

Curves Crater, Reflation Trade Reversed

EURJPY TECHS

Bearish Breakout

USDJPY TECHS

Approaches The Cycle High

US EURODLR FUTURES

BLOCK, Gree/Blue Sep, Ongoing

     
EST IMPLIED VOLATILITY/AVG ATM OPTIONS VIA BLOOMBERG, (All Times ET)
            
             USK    USM     TYK    TYM     FVK    FVM     EDJ     EDM
THU 3:00    5.18%  5.60%   2.90%  3.14%   1.90%  2.07%    N/A    8.44%
12:45       5.29%  5.59%   2.91%  3.17%   1.88%  2.09%    N/A    8.44%
10:30       5.21%  5.55%   2.91%  3.11%   1.85%  2.10%    N/A    8.35%
THU OPEN    5.49%  5.70%   3.02%  3.15%   1.99%  2.14%    N/A    7.85%
WED 3:00    5.55%  5.80%   3.08%  3.23%   2.03%  2.19%    N/A    8.71%
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%
LARGEST O/I:     STRIKE     TOTAL   CHANGE    STRIKE     TOTAL  CHANGE
MAY19 10Y NOTE  124.00 C   99,504   +6,611   123.00 P  104,579  -2,718
JUN19 10Y NOTE  124.50 C   99,217  +37,443   122.50 P  113,842     +46
MAY19 5Y NOTE   116.25 C   58,653     UNCH   112.25 P   97,659    UNCH
JUN19 5Y NOTE   116.50 C   55,552   +3,889   108.25 P  151,203    -356
MAY19 2Y NOTE   106.75 C    8,392     UNCH   106.25 P   16,780  -2,431
JUN19 2Y NOTE   106.75 C   17,056     UNCH   106.25 P   58,802     -57
APR19 EURODLR    97.37 C  161,638     UNCH    97.37 P   80,033    UNCH
JUN19 EURODLR    97.75 C  410,670   +2,936    96.75 P  728,209    UNCH
JUN19 1Y-MIDC    98.00 C  187,709   +1,883    97.62 P  151,234  +1,800
JUN20 2Y-MIDC    97.75 C   85,887     +166    97.50 P  113,568    -194
JUN21 3Y-MIDC    97.75 C   93,293     UNCH    97.62 P   82,205    +288
NEAREST ATM:     STRIKE     TOTAL   CHANGE    STRIKE     TOTAL  CHANGE
MAY19 10Y NOTE  123.50 C   58,743   +1,342   123.50 P   62,954    +524
MAY19 10Y NOTE  124.00 C   99,504   +6,611   124.00 P   37,354    +235
JUN19 10Y NOTE  123.50 C   38,755     +595   123.50 P   79,844  +3,909
JUN19 10Y NOTE  124.00 C   50,255   +3,416   124.00 P   20,892  -1,206
MAY19 5Y NOTE   115.25 C   16,982       -4   115.25 P   42,138    +140
MAY19 5Y NOTE   115.50 C   50,767      -34   115.50 P   26,988    -863
JUN19 5Y NOTE   115.25 C   12,022       -6   115.25 P   40,204    -281
JUN19 5Y NOTE   115.50 C   17,339       +1   115.50 P   33,991  +3,915
MAY19 2Y NOTE   106.50 C    7,923     UNCH   106.50 P    3,302    UNCH
MAY19 2Y NOTE   106.62 C    6,892       -4   106.62 P    6,265  -1,250
JUN19 2Y NOTE   106.50 C   15,404      +68   106.50 P   14,897    -550
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  260,720  -15,167    97.25 P  294,394    -800
JUN19 EURODLR    97.37 C  402,134  -49,914    97.37 P  243,756    +418
JUN20 1Y-MIDC    97.50 C   75,122     +697    97.50 P  140,835  +2,066
JUN20 1Y-MIDC    97.62 C   55,882     -185    97.62 P  151,234  +1,800
JUN21 2Y-MIDC    97.62 C   26,842     UNCH    97.62 P   30,468  +2,244
JUN21 2Y-MIDC    97.75 C   85,887     +166    97.75 P   56,891  +5,913
JUN22 3Y-MIDC    97.62 C   14,149     UNCH    97.62 P   82,205    +288
JUN22 3Y-MIDC    97.75 C   93,293     UNCH    97.75 P   57,834    +288
PUT/CALL RATIO FOR VOLUME CLEARED:
MAY19 10Y NOTE PUT/CALL RATIO   -- 0.34 (71,829 PUTS VS. 206,128 CALLS)
JUN19 10Y NOTE PUT/CALL RATIO   -- 0.66 (58,420 PUTS VS. 87,821 CALLS)
MAY19 5Y NOTE PUT/CALL RATIO    -- 0.55 (6,838 PUTS VS. 11,465 CALLS)
JUN19 5Y NOTE PUT/CALL RATIO    -- 0.69 (34,313 PUTS VS. 49,718 CALLS)
MAY19 2Y NOTE PUT/CALL RATIO    -- 9.41 (3,802 PUTS VS. 404 CALLS)
JUN19 2Y NOTE PUT/CALL RATIO    -- 44.5 (8,643 PUTS VS. 194 CALLS)
APR19 EURODLRS PUT/CALL RATIO   -- 0.00 (0 PUTS VS. 0 CALLS)
JUN19 EURODLRS PUT/CALL RATIO   -- 0.04 (6,450 PUTS VS. 159,514 CALLS)
JUN20 1Y-MIDCRVE PUT/CALL RATIO -- 0.61 (24,117 PUTS VS. 39,378 CALLS)
JUN21 2Y-MIDCRVE PUT/CALL RATIO -- 3.71 (24,929 PUTS VS. 6,720 CALLS)
JUN22 3Y-MIDCRVE PUT/CALL RATIO -- 0.00 (1,614 PUTS VS. 0 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
Thu 3:00    48.60    48.93    53.47    50.73    58.07     63.99
12:45       48.59    48.74    53.39    50.41    58.03     64.00
10:30       48.78    49.41    53.56    50.84    58.01     63.97
Thu Open    49.94    49.95    54.10    51.62    58.19     64.05
Wed 3:00    49.82    50.65    54.12    51.65    57.98     63.75
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$]