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Free AccessMNI POLITICAL RISK - Thune Defends Two-Step 2025 Agenda
MNI US MARKETS ANALYSIS - EUR Steadies Ahead of ECB
US TSY OPTION IMPLIED VOL/OTC SWAPTION VOL FOR APR 29
EST IMPLIED VOLATILITY/AVG ATM OPTIONS VIA BLOOMBERG, (All Times ET)
USM USN TYM TYN FVM FVN EDK EDM
MON OPEN 5.71% 5.86% 3.47% 3.58% 2.38% 2.45% 12.75% 9.84%
FRI 3:00 5.54% N/A 3.33% N/A 2.27% N/A 10.10% 9.99%
FRI OPEN 5.91% N/A 3.47% N/A 2.38% N/A 12.10% 10.25%
THU 3:00 5.87% N/A 3.43% N/A 2.37% N/A 11.90% 9.90%
THU OPEN 5.88% N/A 3.50% N/A 2.40% N/A 11.50% 10.00%
WED 3:00 5.98% N/A 3.52% N/A 2.38% N/A 12.97% 10.94%
WED OPEN 6.10% N/A 3.53% N/A 2.35% N/A 11.25% 10.65%
TUE 3:00 6.02% N/A 3.48% N/A 2.32% N/A 11.15% 7.67%
TUE OPEN 6.07% N/A 3.42% N/A 2.29% N/A 9.25% 6.56%
MON 3:00 6.07% N/A 3.42% N/A 2.29% N/A 9.25% 6.56%
MON OPEN 6.00% N/A 3.45% N/A 2.29% N/A 8.60% 5.43%
LARGEST O/I: STRIKE TOTAL CHANGE STRIKE TOTAL CHANGE
JUN19 10Y NOTE 124.00 C 102,332 -3,896 122.50 P 168,052 +6,514
JUL19 10Y NOTE 124.50 C 47,965 +2,565 112.50 P 11,670 UNCH
JUN19 5Y NOTE 116.50 C 51,560 +138 108.25 P 151,203 UNCH
JUL19 5Y NOTE 117.25 C 23,726 +9,634 114.50 P 12,372 +122
JUN19 2Y NOTE 106.75 C 21,083 +124 106.25 P 58,304 +5,550
JUL19 2Y NOTE 107.00 C 1,080 +1,080 106.25 P 16,366 UNCH
MAY19 EURODLR 97.37 C 44,961 UNCH 97.25 P 64,254 UNCH
JUN19 EURODLR 97.62 C 463,547 -20 96.75 P 728,209 UNCH
JUN19 1Y-MIDC 98.00 C 174,826 +6,976 97.62 P 184,017 +2,344
JUN20 2Y-MIDC 97.75 C 86,428 +2,550 97.50 P 107,009 UNCH
JUN21 3Y-MIDC 97.75 C 92,664 +200 97.62 P 85,064 UNCH
NEAREST ATM: STRIKE TOTAL CHANGE STRIKE TOTAL CHANGE
JUN19 10Y NOTE 123.50 C 90,268 -983 123.50 P 59,306 +5,440
JUN19 10Y NOTE 124.00 C 102,332 -3,896 124.00 P 20,314 -317
JUL19 10Y NOTE 123.50 C 5,267 +370 123.50 P 6,553 +791
JUL19 10Y NOTE 124.00 C 12,039 +5,312 124.00 P 7,551 +5,532
JUN19 5Y NOTE 115.25 C 17,126 -16,476 115.25 P 44,456 +4,563
JUN19 5Y NOTE 115.50 C 24,385 -1,939 115.50 P 38,456 +1,136
JUL19 5Y NOTE 115.25 C 336 +49 115.25 P 8,712 +3,888
JUL19 5Y NOTE 115.50 C 3,974 UNCH 115.50 P 8,634 +1,492
JUN19 2Y NOTE 106.50 C 14,044 +7 106.50 P 14,896 -86
JUN19 2Y NOTE 106.62 C 9,312 +500 106.62 P 2,765 UNCH
JUL19 2Y NOTE 106.50 C 1,000 UNCH 106.50 P 14,896 UNCH
JUL19 2Y NOTE 106.62 C 1,000 UNCH 106.62 P 2,765 UNCH
MAY19 EURODLR 97.25 C 6,227 UNCH 97.25 P 64,254 UNCH
MAY19 EURODLR 97.37 C 44,961 UNCH 97.37 P 47,123 UNCH
JUN19 EURODLR 97.25 C 257,225 UNCH 97.25 P 307,694 +5,900
JUN19 EURODLR 97.37 C 393,474 -250 97.37 P 247,285 +1,399
JUN20 1Y-MIDC 97.50 C 77,013 -47 97.50 P 178,299 +3,823
JUN20 1Y-MIDC 97.62 C 85,236 +6,040 97.62 P 184,017 +2,344
JUN21 2Y-MIDC 97.62 C 27,639 UNCH 97.62 P 33,856 UNCH
JUN21 2Y-MIDC 97.75 C 86,428 +2,550 97.75 P 80,430 -350
JUN22 3Y-MIDC 97.62 C 15,783 UNCH 97.62 P 85,064 UNCH
JUN22 3Y-MIDC 97.75 C 92,664 +200 97.75 P 47,250 +200
PUT/CALL RATIO FOR VOLUME CLEARED:
JUN19 10Y NOTE PUT/CALL RATIO -- 0.45 (123,299 PUTS VS. 269,296 CALLS)
JUL19 10Y NOTE PUT/CALL RATIO -- 1.03 (24,729 PUTS VS. 23,884 CALLS)
JUN19 5Y NOTE PUT/CALL RATIO -- 0.73 (75,321 PUTS VS. 102,637 CALLS)
JUL19 5Y NOTE PUT/CALL RATIO -- 0.94 (30,283 PUTS VS. 31,894 CALLS)
JUN19 2Y NOTE PUT/CALL RATIO -- 0.01 (51 PUTS VS. 6,263 CALLS)
JUL19 2Y NOTE PUT/CALL RATIO -- 21.6 (34,719 PUTS VS. 1,620 CALLS)
MAY19 EURODLRS PUT/CALL RATIO -- 0.00 (2 PUTS VS. 251 CALLS)
JUN19 EURODLRS PUT/CALL RATIO -- 0.62 (9,002 PUTS VS. 14,280 CALLS)
JUN20 1Y-MIDCRVE PUT/CALL RATIO -- 0.29 (41,199 PUTS VS. 141,927 CALLS)
JUN21 2Y-MIDCRVE PUT/CALL RATIO -- 0.23 (4,600 PUTS VS. 19,383 CALLS)
JUN22 3Y-MIDCRVE PUT/CALL RATIO -- 1.00 (900 PUTS VS. 900 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
Mon Open 52.52 50.69 55.80 52.75 59.36 64.15
Fri 3:00 53.15 51.00 56.05 53.25 59.95 64.40
Fri Open 52.95 51.55 56.54 53.65 59.90 64.27
Thu 3:00 52.52 51.56 56.35 53.66 59.91 64.27
Thu Open 52.60 52.67 56.58 53.92 60.02 64.22
Wed 3:00 52.00 53.97 56.01 53.65 59.50 63.87
Wed Open 51.67 53.87 55.89 53.75 59.11 63.45
Tue 3:00 50.32 53.10 55.58 53.39 58.82 63.14
Tue Open 48.87 52.07 55.01 52.81 58.15 62.76
Mon 3:00 48.87 52.07 55.01 52.81 58.15 62.76
Mon Open 48.79 52.03 55.00 52.66 57.66 62.25
--MNI Chicago Bureau; tel: +1 312-431-0089; email: bill.sokolis@marketnews.com
[TOPICS: MTABLE,M$U$$$,M$$FI$,MN$FI$]
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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.