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USDCAD TECHS

Needle Still Points South

US TSYS

Yields Bounce as Equities Make New Monthly Highs

AUDUSD TECHS

Heading North

EURJPY TECHS

Bull Rally Accelerates

COLOMBIA

Economists Survey Raises 2021 CPI Forecast To 4.9%

OPEN INTEREST LEVELS NOT UPDATED, REFLECT TUE' SETTLE
     
EST IMPLIED VOLATILITY/AVG ATM OPTIONS VIA BLOOMBERG, (All Times ET)
            
             USH    USJ     TYH    TYJ     FVH    FVJ     EDG     EDH
FRI 3:00    6.12%  6.48%   3.26%  3.52%   2.19%  2.35%   7.33%   5.98%
FRI OPEN    6.39%  7.05%   3.34%  3.41%   2.23%  2.29%   6.90%   6.11%
THU 3:00    6.36%  7.10%   3.40%  3.37%   2.12%  2.25%   6.60%   6.05%
THU OPEN    6.37%  6.44%   3.46%  3.57%   2.20%  2.35%   8.31%   6.33%
WED 3:30    6.11%  6.86%   3.38%  3.66%   2.26%  2.39%   10.14%  6.27%
WED OPEN    6.15%  6.44%   3.44%  3.61%   2.26%  2.38%   9.11%   7.45%
TUE 3:00    6.17%  6.34%   3.50%  3.79%   2.30%  2.34%   8.81%   7.00%
MON 3:00    6.31%  5.76%   3.45%  3.47%   2.36%  2.41%   8.35%   8.16%
MON OPEN    6.22%  6.12%   3.56%  3.50%   2.35%  2.37%   9.72%   8.94%
FRI 3:00    5.04%  5.30%   3.14%  3.30%   2.23%   N/A    9.12%   8.32%
LARGEST O/I:     STRIKE     TOTAL   CHANGE    STRIKE     TOTAL  CHANGE
MAR19 10Y NOTE  127.00 C   91,072     +565   121.00 P  101,735  +2,884
APR19 10Y NOTE  124.00 C   21,676   +9,437   120.50 P   17,766    +171
MAR19 5Y NOTE   115.50 C   38,255     +322   103.75 P  284,111    UNCH
APR19 5Y NOTE   116.50 C   11,760     UNCH   113.25 P    3,842    UNCH
MAR19 2Y NOTE   106.12 C    7,114     UNCH   105.62 P    8,781    UNCH
APR19 2Y NOTE   106.12 C      701       +1   103.75 P    3,022    UNCH
FEB19 EURODLR    97.37 C   41,513     +992    97.00 P   84,387    UNCH
MAR19 EURODLR    97.37 C  351,610  -19,765    97.00 P  885,881    UNCH
MAR19 1Y-MIDC    97.37 C  179,306   -4,950    96.62 P  790,986    UNCH
MAR20 2Y-MIDC    97.50 C  107,984     +927    96.62 P  220,789    UNCH
MAR21 3Y-MIDC    97.00 C   60,658     UNCH    97.00 P   63,850    UNCH
NEAREST ATM:     STRIKE     TOTAL   CHANGE    STRIKE     TOTAL  CHANGE
MAR19 10Y NOTE  121.50 C   42,699   +1,178   121.50 P   55,208  -2,537
MAR19 10Y NOTE  122.00 C   73,186     +234   122.00 P   39,256    +333
APR19 10Y NOTE  121.50 C    6,944       +4   121.50 P   16,794    +912
APR19 10Y NOTE  122.00 C   13,128   +1,238   122.00 P   11,359  +1,200
MAR19 5Y NOTE   114.00 C   17,393     UNCH   114.00 P   35,862    -313
MAR19 5Y NOTE   114.25 C   27,763     +813   114.25 P   55,256    +562
APR19 5Y NOTE   114.00 C    1,620     UNCH   114.00 P    3,922    +191
APR19 5Y NOTE   114.25 C    2,149       +1   114.25 P    2,039    +611
MAR19 2Y NOTE   105.87 C    2,769     UNCH   105.87 P    4,795  -1,204
MAR19 2Y NOTE   106.00 C    5,532      -44   106.00 P    2,354     +40
APR19 2Y NOTE   105.87 C        4     UNCH   105.87 P        7    UNCH
APR19 2Y NOTE   106.00 C      506     +400   106.00 P      672    +400
FEB19 EURODLR    97.25 C   35,477     UNCH    97.25 P   67,189    UNCH
FEB19 EURODLR    97.37 C   41,513     +992    97.37 P    5,470    UNCH
MAR19 EURODLR    97.25 C  334,378     UNCH    97.25 P  250,818    UNCH
MAR19 EURODLR    97.37 C  351,610  -19,765    97.37 P  120,453      -3
MAR20 1Y-MIDC    97.37 C  179,306   -4,950    97.37 P  101,733    +250
MAR20 1Y-MIDC    97.50 C  166,709     +625    97.50 P   32,649    UNCH
MAR21 2Y-MIDC    97.50 C  107,984     +927    97.50 P   57,990    UNCH
MAR21 2Y-MIDC    97.62 C   79,650  -11,805    97.62 P   17,257     -81
MAR22 3Y-MIDC    97.50 C   38,771   +1,735    97.50 P   14,520  -7,000
MAR22 3Y-MIDC    97.62 C   40,183   +9,750    97.62 P      600    UNCH
PUT/CALL RATIO FOR VOLUME CLEARED:
MAR19 10Y NOTE PUT/CALL RATIO  -- 0.65 (50,965 PUTS VS. 77,244 CALLS)
APR19 10Y NOTE PUT/CALL RATIO  -- 0.21 (10,774 PUTS VS. 48,879 CALLS)
MAR19 5Y NOTE PUT/CALL RATIO   -- 0.60 (10,633 PUTS VS. 17,576 CALLS)
APR19 5Y NOTE PUT/CALL RATIO   -- 1.57 (3,304 PUTS VS. 2,179 CALLS)
MAR19 2Y NOTE PUT/CALL RATIO   -- 79.8 (4,153 PUTS VS. 52 CALLS)
APR19 2Y NOTE PUT/CALL RATIO   -- 1.22 (550 PUTS VS. 451 CALLS)
FEB19 EURODLRS PUT/CALL RATIO  -- 0.00 (0 PUTS VS. 4,314 CALLS)
MAR19 EURODLRS PUT/CALL RATIO  -- 0.00 (157 PUTS VS. 57,882 CALLS)
MAR20 1Y-MIDCRVE PUT/CALL RATIO-- 0.78 (23,863 PUTS VS. 30,500 CALLS)
MAR21 2Y-MIDCRVE PUT/CALL RATIO-- 3.28 (76,324 PUTS VS. 23,200 CALLS)
MAR22 3Y-MIDCRVE PUT/CALL RATIO-- 0.16 (4,000 PUTS VS. 23,680 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
Fri 3:00    47.83    52.20    56.02    54.09    65.48     74.26
Fri Open    49.13    52.33    56.44    54.27    65.39     74.19
Thu 3:00    48.93    52.08    56.55    54.24    65.35     74.04
Thu Open    50.05    51.87    57.11    55.01    65.99     74.51
Wed 3:00    51.73    51.84    57.72    55.39    66.58     74.84
Wed Open    52.92    52.59    58.48    56.07    66.87     74.96
Tue 3:00    53.00    52.92    58.70    56.16    66.93     75.05
Mon 3:00    53.50    53.02    58.97    56.46    67.36     75.32
Mon Open    54.42    54.64    59.81    57.21    67.66     75.62
FRI 3:00    54.25    54.00    59.85    57.14    67.57     75.69
--MNI Chicago Bureau; tel: +1 312-431-0089; email: bill.sokolis@marketnews.com
[TOPICS: MTABLE,M$U$$$,M$$FI$,MN$FI$]