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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
TUE OPEN   7.22%   7.17%  3.82%   3.73%  2.39%  2.42%   12.36%  13.57%
MON 3:00   7.26%   7.41%  3.82%   3.95%  2.32%  2.51%   11.27%  10.82%
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%
LARGEST O/I:     STRIKE     TOTAL   CHANGE    STRIKE     TOTAL  CHANGE
JUN18 10Y NOTE  121.50 C  113,639     -405   119.00 P  141,007  -7,790
JUL18 10Y NOTE  121.50 C   16,505   +3,457   118.00 P   16,502  +3,950
JUN18 5Y NOTE   114.75 C   41,793   -6,031   105.50 P  156,003    UNCH
JUL18 5Y NOTE   113.50 C    7,138   +3,447   113.50 P    4,987     -68
JUN18 2Y NOTE   106.80 C   58,101     UNCH   106.12 P   30,237    UNCH
JUL18 2Y NOTE   106.60 C   42,050     UNCH   105.50 P    1,506  +1,500
MAY18 EURODLR    97.87 C  140,464     UNCH    97.62 P  177,739 -11,275
JUN18 EURODLR    98.00 C  399,701   +7,978    97.50 P  541,405 -44,865
JUN19 1Y-MIDC    97.50 C  229,033   -8,800    97.12 P  604,962  +8,193
JUN20 2Y-MIDC    97.37 C  147,394   -4,350    96.75 P  215,168  -2,566
JUN21 3Y-MIDC    98.00 C  138,150     UNCH    97.25 P  145,831    UNCH
NEAREST ATM:     STRIKE     TOTAL   CHANGE    STRIKE     TOTAL  CHANGE
JUN18 10Y NOTE  119.00 C    4,222   +1,763   119.00 P  141,007  -7,790
JUN18 10Y NOTE  119.50 C   19,668   +4,519   119.50 P   97,806  -5,815
JUL18 10Y NOTE  119.00 C      574     +521   119.00 P   10,190    +114
JUL18 10Y NOTE  119.50 C    2,275       +4   119.50 P    3,246  +1,292
JUN18 5Y NOTE   113.00 C       77       +2   113.00 P   40,080  -1,246
JUN18 5Y NOTE   113.50 C   10,553   +2,009   113.50 P   48,083    -408
JUL18 5Y NOTE   113.00 C      412     +412   113.00 P    3,392     +95
JUL18 5Y NOTE   113.50 C    7,138   +3,447   113.50 P    4,987     -68
JUN18 2Y NOTE   106.00 C      906     +128   106.00 P    6,103  -1,000
JUN18 2Y NOTE   106.12 C    5,678   +2,335   106.12 P   30,237    UNCH
JUL18 2Y NOTE   106.00 C       53     UNCH   106.00 P       60    UNCH
JUL18 2Y NOTE   106.12 C        0     UNCH   106.12 P        1    UNCH
MAY18 EURODLR    97.75 C   62,935     +116    97.75 P   84,581    UNCH
MAY18 EURODLR    97.87 C  140,464     UNCH    97.87 P   15,579    UNCH
JUN18 EURODLR    97.75 C  319,530     +889    97.75 P  406,954  +2,100
JUN18 EURODLR    97.87 C  389,014   +7,686    97.87 P  372,286    UNCH 
JUN19 1Y-MIDC    97.37 C  124,849     UNCH    97.37 P  340,094    UNCH
JUN19 1Y-MIDC    97.50 C  229,033   -8,800    97.50 P  122,585    UNCH
JUN20 2Y-MIDC    97.00 C   23,888     +245    97.00 P  104,504  -1,492
JUN20 2Y-MIDC    97.12 C   54,621   +1,549    97.12 P  102,248    UNCH
JUN21 3Y-MIDC    96.87 C    1,019     UNCH    96.87 P   42,335  +2,500
JUN21 3Y-MIDC    97.00 C   35,510      +30    97.00 P   75,599    UNCH
PUT/CALL RATIO FOR VOLUME CLEARED:
JUN18 10Y NOTE PUT/CALL RATIO   -- 1.81 (280,764 PUTS VS. 173,296 CALLS)
JUL18 10Y NOTE PUT/CALL RATIO   -- 1.45 (27,879 PUTS VS. 7,632 CALLS)
JUN18 5Y NOTE PUT/CALL RATIO    -- 1.46 (51,862 PUTS VS. 49,806 CALLS)
JUL18 5Y NOTE PUT/CALL RATIO    -- 1.45 (7,529 PUTS VS. 9,469 CALLS)
JUN18 2Y NOTE PUT/CALL RATIO    -- 0.25 (1,534 PUTS VS. 10,154 CALLS)
JUL18 2Y NOTE PUT/CALL RATIO    -- 1.06 (1,500 PUTS VS. 29 CALLS)
MAY18 EURODLRS PUT/CALL RATIO   -- 1.00 (20,202 PUTS VS. 3,850 CALLS)
JUN18 EURODLRS PUT/CALL RATIO   -- 3.55 (109,353 PUTS VS. 257,805 CALLS)
JUN19 1Y-MIDCRVE PUT/CALL RATIO -- 0.61 (82,350 PUTS VS. 2,850 CALLS)
JUN20 2Y-MIDCRVE PUT/CALL RATIO -- 1.67 (12,644 PUTS VS. 5,000 CALLS)
JUN21 3Y-MIDCRVE PUT/CALL RATIO -- 1.00 (2,750 PUTS VS. 10,250 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
TUE OPEN     47.17    59.60    58.39    60.62    69.52    73.16
MON 3:00     47.74    59.37    58.24    60.17    69.39    73:16
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
--MNI Chicago Bureau; +1 630-698-0154; email: ryan.martin@marketnews.com
[TOPICS: MTABLE,M$U$$$,M$$FI$,MN$FI$]