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SCHATZ TECHS

(M1) Needle Points South

BOBL TECHS

(M1) 50-day EMA Remains Intact

BUND TECHS

(M1) Bearish Focus

AUSTRALIA DATA

Australia Mar Retail Sales +1.3% M/M; -0.5% Q/Q

CHINA RATES

China Repo Rates Increase: Wind

CHINA PRESS

China Should Reduce Dollar Assets: Ex-PBOC Advisor

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
THU 3:00    6.36%  7.10%   3.40%  3.37%   2.12%  2.25%   6.60%   6.05%
1:45        6.33%  6.45%   3.46%  3.55%   2.17%  2.23%   6.75%   5.90%
12:00       6.33%  6.30%   3.40%  3.53%   2.15%  2.20%   7.10%   6.50%
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
Thu 3:00    48.93    52.08    56.55    54.24    65.35     74.04
1:45        48.69    51.72    56.44    54.14    65.57     74.23
12:00       48.87    51.72    56.42    54.14    65.61     74.22
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$]
MNI Chicago Bureau | +1 312-431-0089 | bill.sokolis@marketnews.com