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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%

VOLUME/OPEN INTEREST LEVELS NOT UPDATED, REFLECT EARLY MON FINAL
     
EST IMPLIED VOLATILITY/AVG ATM OPTIONS VIA BLOOMBERG, (All Times ET)
            
             USH    USJ     TYH    TYJ     FVH    FVJ     EDG     EDH
11:30       6.12%  6.34%   3.19%  3.52%   2.06%  2.26%   9.05%   7.10%
9:30        6.05%  6.41%   3.31%  3.57%   2.05%  2.33%    N/A    6.79%
FRI OPEN    6.05%  6.40%   3.27%  3.54%   2.02%  2.28%    N/A    8.48%
THU 3:00    6.06%  6.38%   3.22%  3.50%   1.97%  2.25%    N/A    8.48%
THU OPEN    6.09%  6.35%   3.24%  3.44%   1.94%  2.23%    N/A    8.40%
WED 3:00    6.14%  6.34%   3.26%  3.39%   1.93%  2.21%   9.80%   6.30%
WED OPEN    6.05%  6.35%   3.24%  3.35%   1.97%  2.23%   8.88%   7.00%
TUE 3:00    6.02%  6.38%   3.24%  3.59%   1.98%  2.19%   10.05%  6.50%
TUE OPEN    6.14%  6.55%   3.28%  3.14%   2.05%  2.25%   7.98%   7.15%
MON 3:00    6.15%  6.30%   3.30%  3.49%   1.96%  2.20%   7.41%   6.10%
MON OPEN    6.11%  6.46%   3.31%  3.50%   2.19%  2.35%   7.71%   6.33%
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%
LARGEST O/I:     STRIKE     TOTAL   CHANGE    STRIKE     TOTAL  CHANGE
MAR19 10Y NOTE  122.50 C  106,968      +39   106.50 P   97,647    UNCH
APR19 10Y NOTE  124.00 C   28,800     +102   121.50 P   33,131  +9,687
MAR19 5Y NOTE   115.50 C   34,879   -3,395   103.75 P  284,211    UNCH
APR19 5Y NOTE   116.50 C   11,760     UNCH   114.00 P   14,664  +6,206
MAR19 2Y NOTE   106.12 C    7,171      +58   105.62 P    8,781    UNCH
APR19 2Y NOTE   106.12 C      717       +1   103.75 P    3,022    UNCH
FEB19 EURODLR    97.37 C   41,513     UNCH    97.00 P   84,387    UNCH
MAR19 EURODLR    97.37 C  356,975   -1,403    97.00 P  890,586    UNCH
MAR19 1Y-MIDC    97.37 C  185,437     +350    96.62 P  790,236    UNCH
MAR20 2Y-MIDC    97.50 C  103,171     +871    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   41,584     -568   121.50 P   64,880  +3,960
MAR19 10Y NOTE  122.00 C   66,711   -5,186   122.00 P   42,555  +2,655
APR19 10Y NOTE  121.50 C    6,941     -213   121.50 P   33,131  +9,687
APR19 10Y NOTE  122.00 C   13,956   +1,427   122.00 P   20,001  +1,360
MAR19 5Y NOTE   114.00 C   17,392       -1   114.00 P   35,410    +357
MAR19 5Y NOTE   114.25 C   26,321       +8   114.25 P   67,185  -1,568
APR19 5Y NOTE   114.00 C    1,622       +1   114.00 P   14,664  +6,206
APR19 5Y NOTE   114.25 C    2,154       +5   114.25 P    3,035  +1,444
MAR19 2Y NOTE   105.87 C    2,768     UNCH   105.87 P    3,569    +358
MAR19 2Y NOTE   106.00 C    4,651     -613   106.00 P    4,702    +585
APR19 2Y NOTE   105.87 C        4     UNCH   105.87 P        7    UNCH
APR19 2Y NOTE   106.00 C      606     UNCH   106.00 P      372    UNCH
FEB19 EURODLR    97.25 C   35,477     UNCH    97.25 P   67,190      +1
FEB19 EURODLR    97.37 C   41,513     UNCH    97.37 P    5,470    UNCH
MAR19 EURODLR    97.25 C  335,537     -241    97.25 P  253,068  -1,500
MAR19 EURODLR    97.37 C  356,975   -1,403    97.37 P  119,619    UNCH
MAR20 1Y-MIDC    97.37 C  185,437     +350    97.37 P  104,459  +4,683
MAR20 1Y-MIDC    97.50 C  168,478     +400    97.50 P   39,083     +50
MAR21 2Y-MIDC    97.50 C  103,171     +871    97.50 P   55,758  +2,598
MAR21 2Y-MIDC    97.62 C   89,151   +1,050    97.62 P   20,257    UNCH
MAR22 3Y-MIDC    97.50 C   43,183     +812    97.50 P   14,732    +212
MAR22 3Y-MIDC    97.62 C   41,408      -51    97.62 P      850    UNCH
PUT/CALL RATIO FOR VOLUME CLEARED:
MAR19 10Y NOTE PUT/CALL RATIO  -- 0.65 (93,855 PUTS VS. 207,489 CALLS)
APR19 10Y NOTE PUT/CALL RATIO  -- 0.21 (35,770 PUTS VS. 20,746 CALLS)
MAR19 5Y NOTE PUT/CALL RATIO   -- 0.60 (37,411 PUTS VS. 61,121 CALLS)
APR19 5Y NOTE PUT/CALL RATIO   -- 1.57 (16,384 PUTS VS. 1,890 CALLS)
MAR19 2Y NOTE PUT/CALL RATIO   -- 79.8 (3,755 PUTS VS. 1,212 CALLS)
APR19 2Y NOTE PUT/CALL RATIO   -- 1.22 (100 PUTS VS. 269 CALLS)
FEB19 EURODLRS PUT/CALL RATIO  -- 1.00 (4 PUTS VS. 4 CALLS)
MAR19 EURODLRS PUT/CALL RATIO  -- 0.00 (6,000 PUTS VS. 20,001 CALLS)
MAR20 1Y-MIDCRVE PUT/CALL RATIO-- 0.78 (154,921 PUTS VS. 13,750 CALLS)
MAR21 2Y-MIDCRVE PUT/CALL RATIO-- 3.28 (39,215 PUTS VS. 21,650 CALLS)
MAR22 3Y-MIDCRVE PUT/CALL RATIO-- 0.16 (52,659 PUTS VS. 1,210 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
11:30       47.69    52.39    56.60    55.34    64.56     73.01
9:45        47.47    52.32    56.42    55.23    64.54     73.04
Fri Open    47.27    52.04    56.22    55.03    64.66     73.11
Thu 3:00    47.01    51.69    56.01    54.85    64.75     73.30
Thu Open    46.99    51.64    55.92    54.77    64.77     73.37
Wed 3:00    46.95    51.54    55.83    54.73    64.80     73.47
Wed Open    46.98    51.87    56.26    55.05    65.04     73.77
Tue 3:00    47.12    52.24    56.40    55.20    65.23     73.91
Tue Open    47.68    52.45    56.64    55.16    65.49     74.24
Mon 3:00    47.73    52.42    56.62    54.80    65.48     74.28
Mon Open    48.11    52.05    56.71    55.01    65.51     74.33
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
--MNI Chicago Bureau; tel: +1 312-431-0089; email: bill.sokolis@marketnews.com
[TOPICS: MTABLE,M$U$$$,M$$FI$,MN$FI$]
MNI Chicago Bureau | +1 312-431-0089 | bill.sokolis@marketnews.com
MNI Chicago Bureau | +1 312-431-0089 | bill.sokolis@marketnews.com