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AUDUSD TECHS

Bearish Cycle Still In Play

EURJPY TECHS

Death Cross Adding Pressure

FOREX

Risk Off Prompts Safe Haven Demand

US EURODLR OPTIONS

Midcurve Puts, Scale Seller

USDJPY TECHS

Support Remains Exposed

CHINA

Is The Entire Real Estate Market Under Threat?

     
EST IMPLIED VOLATILITY/AVG ATM OPTIONS VIA BLOOMBERG, (All Times ET)
            
            USM    USN     TYM    TYN     FVM    FVN     EDK     EDM
3:00       7.26%   7.41%  3.82%   3.95%  2.32%  2.51%   11.27%  10.82%
11:00      7.29%   7.06%  3.70%   3.79%  2.32%  2.46%   11.72%  11.46%
MON OPEN   7.53%   7.22%  3.84%   3.82%  2.37%  2.70%   11.69%  11.45%
FRI 3:00   7.02%    N/A   3.44%    N/A   2.26%   N/A     N/A    11.20%      
FRI OPEN   7.16%    N/A   3.55%    N/A   2.29%   N/A     N/A    12.50%
THU 3:00   7.19%    N/A   3.52%    N/A   2.27%   N/A    12.34%  12.39%
THU OPEN   6.92%    N/A   3.48%    N/A   2.21%   N/A    12.29%  12.39%
WED 3:00   6.66%    N/A   3.38%    N/A   2.26%   N/A    13.12%  12.61%
WED OPEN   6.62%    N/A   3.41%    N/A   2.19%   N/A    13.07%  12.61%
TUE 3:00   6.63%    N/A   3.38%    N/A   2.14%   N/A    13.85%  12.85%
TUE Open   6.71%    N/A   3.41%    N/A   2.20%   N/A    12.98%  12.73%
Mon 3:00   6.96%    N/A   3.50%    N/A   2.24%   N/A    14.65%  13.40%
MON OPEN   6.91%    N/A   3.59%    N/A   2.28%   N/A    14.53%  13.98%
LARGEST O/I:     STRIKE     TOTAL   CHANGE    STRIKE     TOTAL  CHANGE
JUN18 10Y NOTE  122.00 C  122,050     -980   119.00 P  148,797 +36,804
JUL18 10Y NOTE  122.00 C   15,825   +2,612   118.00 P   12,552  +2,779
JUN18 5Y NOTE   114.75 C   47,824     +485   105.50 P  156,003    UNCH
JUL18 5Y NOTE   114.25 C    5,583   +1,000   113.50 P    5,055     +20
JUN18 2Y NOTE   106.80 C   58,101     UNCH   106.12 P   30,237    UNCH
JUL18 2Y NOTE   106.60 C   42,050     UNCH   105.80 P      673    +373
MAY18 EURODLR    97.87 C  140,464     UNCH    97.62 P  189,014  -1,267
JUN18 EURODLR    98.12 C  395,376     UNCH    97.50 P  586,270    -938
JUN19 1Y-MIDC    97.50 C  237,833   +4,307    97.12 P  596,769 -10,797
JUN20 2Y-MIDC    97.37 C  151,744     UNCH    96.75 P  217,734    -469
JUN21 3Y-MIDC    98.00 C  138,150     -250    97.25 P  145,831    UNCH
NEAREST ATM:     STRIKE     TOTAL   CHANGE    STRIKE     TOTAL  CHANGE
JUN18 10Y NOTE  119.00 C    2,459      +80   119.00 P  148,797 +36,804
JUN18 10Y NOTE  119.50 C   15,149   +5,856   119.50 P  103,771  +2,841
JUL18 10Y NOTE  119.00 C       54      +53   119.00 P   10,190    +114
JUL18 10Y NOTE  119.50 C    2,271   +1,303   119.50 P    3,246  +1,292
JUN18 5Y NOTE   113.00 C       75       +4   113.00 P   45,516    -240
JUN18 5Y NOTE   113.50 C    8,544   +7,616   113.50 P   48,491  +3,076
JUL18 5Y NOTE   113.00 C        0     UNCH   113.00 P    3,297    UNCH
JUL18 5Y NOTE   113.50 C    3,691       +9   113.50 P    5,055     +20
JUN18 2Y NOTE   106.00 C      778     +777   106.00 P    7,103     +31
JUN18 2Y NOTE   106.12 C    3,343      +41   106.12 P   30,237    UNCH
JUL18 2Y NOTE   106.00 C       53     UNCH   106.00 P       60      +4
JUL18 2Y NOTE   106.12 C        0     UNCH   106.12 P        1    UNCH
MAY18 EURODLR    97.75 C   62,819   +1,500    97.75 P   84,581    UNCH
MAY18 EURODLR    97.87 C  140,464     UNCH    97.87 P   15,579      +1
JUN18 EURODLR    97.75 C  318,641   -1,956    97.75 P  404,854    UNCH
JUN18 EURODLR    97.87 C  381,328     UNCH    97.87 P  372,286    UNCH 
JUN19 1Y-MIDC    97.37 C  124,849   +3,978    97.37 P  340,094    UNCH
JUN19 1Y-MIDC    97.50 C  237,833   +4,307    97.50 P  122,585    UNCH
JUN20 2Y-MIDC    97.00 C   23,643     +650    97.00 P  105,996  -1,025
JUN20 2Y-MIDC    97.12 C   53,072      +90    97.12 P  102,248    -100
JUN21 3Y-MIDC    96.87 C    1,019      +70    96.87 P   39,835     +48
JUN21 3Y-MIDC    97.00 C   35,480     +240    97.00 P   75,599  +2,022
PUT/CALL RATIO FOR VOLUME CLEARED:
JUN18 10Y NOTE PUT/CALL RATIO   -- 1.81 (263,760 PUTS VS. 146,019 CALLS)
JUL18 10Y NOTE PUT/CALL RATIO   -- 1.45 (25,641 PUTS VS. 17,632 CALLS)
JUN18 5Y NOTE PUT/CALL RATIO    -- 1.46 (43,769 PUTS VS. 29,892 CALLS)
JUL18 5Y NOTE PUT/CALL RATIO    -- 1.45 (6,728 PUTS VS. 4,637 CALLS)
JUN18 2Y NOTE PUT/CALL RATIO    -- 0.25 (2,837 PUTS VS. 11,285 CALLS)
JUL18 2Y NOTE PUT/CALL RATIO    -- 1.06 (394 PUTS VS. 373 CALLS)
MAY18 EURODLRS PUT/CALL RATIO   -- 1.00 (13,059 PUTS VS. 13,050 CALLS)
JUN18 EURODLRS PUT/CALL RATIO   -- 3.55 (64,407 PUTS VS. 18,161 CALLS)
JUN19 1Y-MIDCRVE PUT/CALL RATIO -- 0.61 (30,000 PUTS VS. 49,500 CALLS)
JUN20 2Y-MIDCRVE PUT/CALL RATIO -- 1.67 (5,250 PUTS VS. 3,150 CALLS)
JUN21 3Y-MIDCRVE PUT/CALL RATIO -- 1.00 (11,825 PUTS VS. 11,825 CALLS)
(VOLUME, OPEN INTEREST, PUT/CALL RATIOS FOR VOLUME CLEARED 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
3:00         47.74    59.37    58.24    60.17    69.39    73.16
11:00        47.71    58.89    57.78    59.81    69.39    73:14
MON OPEN     47.30    58.80    57.81    59.70    69.30    73.10
FRI 3:00     47.18    57.82    57.37    59.23    68.99    73.11
FRI OPEN     46.83    56.18    56.22    58.41    68.43    72.70
THU 3:00     47.26    55.44    55.86    57.91    68.31    72.68
Thu Open     46.63    54.92    55.37    56.94    67.84    72.51
Wed 3:00     46.64    54.62    54.56    56.38    67.69    72.37
Wed Open     46.21    54.00    54.29    56.13    67.67    72.48
Tue 3:00     46.80    54.49    55.14    56.64    68.14    72.69
Tue Open     48.67    55.01    56.56    57.48    68.88    73.25
Mon 3:00     48.75    55.52    56.88    57.82    69.04    73.33
Mon Open     49.17    55.96    57.81    58.49    69.35    73.66
--MNI Chicago Bureau; +1 630-698-0154; email: ryan.martin@marketnews.com
[TOPICS: MTABLE,M$U$$$,M$$FI$,MN$FI$]