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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%

     EST IMPLIED VOLATILITY/AVG ATM OPTIONS VIA BLOOMBERG, (All Times ET)
            
            USQ    USU     TYQ    TYU     FVQ    FVU     EDQ      EDU
FRI OPEN  12.69%  6.67%   7.10%  3.50%   3.95%  2.20%  10.84%    9.53%
THU 3:00   7.84%  6.81%   4.16%  3.54%   2.68%  2.25%  10.58%    9.88%
THU OPEN   7.69%  6.78%   4.01%  3.59%   2.70%  2.23%  10.88%    9.82%
WED 3:00   7.16%  6.62%   4.00%  3.54%   2.16%  2.24%  11.56%   10.93%
WED OPEN   7.58%  6.92%   3.89%  3.64%   2.43%  2.25%  11.62%   10.43%
TUE 3:00   7.80%  7.05%   3.81%  3.66%   2.48%  2.32%  11.37%    9.98%
TUE OPEN   8.41%  7.32%   4.18%  3.70%   2.47%  2.34%  13.58%   11.45%
MON 3:00   8.99%  7.38%   4.24%  3.81%   2.85%  2.41%  11.61%    8.97%
MON OPEN   8.05%  6.94%   3.91%  3.68%   2.54%  2.33%  11.53%    8.56%
FRI 3:00   6.02%  6.33%   2.88%  3.40%   1.92%  2.19%  10.54%    9.24%   
FRI OPEN   6.02%  6.33%   2.88%  3.40%   1.92%  2.19%  10.54%    9.24%
     LARGEST O/I:     STRIKE     TOTAL   CHANGE    STRIKE     TOTAL  CHANGE
AUG18 10Y NOTE  120.50 C  108,627      -99   118.50 P   91,136  -1,230
SEP18 10Y NOTE  120.00 C  289,528   +2,635   119.00 P  117,278  +3,987
AUG18 5Y NOTE   114.00 C   64,012     UNCH   112.50 P   28,494    +807
SEP18 5Y NOTE   114.25 C   66,732     UNCH   106.25 P   91,819    UNCH
AUG18 2Y NOTE   106.12 C   42,984     UNCH   105.50 P   14,813    UNCH
SEP18 2Y NOTE   106.12 C   64,214     UNCH   105.50 P   38,227  +2,000
AUG18 EURODLR    97.62 C   48,936   +2,750    97.37 P  132,285    UNCH
SEP18 EURODLR    97.62 C  348,806   +8,680    97.37 P  534,524 +14,523
SEP19 1Y-MIDC    97.37 C  214,658     UNCH    97.12 P  428,437    -100
SEP20 2Y-MIDC    97.37 C  235,500     -250    97.00 P  353,215    UNCH
SEP21 3Y-MIDC    97.37 C   56,394     UNCH    96.75 P   58,044    UNCH
     NEAREST ATM:     STRIKE     TOTAL   CHANGE    STRIKE     TOTAL  CHANGE
AUG18 10Y NOTE  120.00 C   67,839     -246   120.00 P   38,833  -2,383
AUG18 10Y NOTE  120.50 C  108,627      -99   120.50 P    9,265    -410
SEP18 10Y NOTE  120.00 C  289,528   +2,635   120.00 P   60,936    -369
SEP18 10Y NOTE  120.50 C   93,667   +5,652   120.50 P   24,227  +1,395 
AUG18 5Y NOTE   113.50 C   30,965     UNCH   113.50 P   20,657    UNCH
AUG18 5Y NOTE   113.75 C   31,034     +404   113.75 P    4,349    UNCH
SEP18 5Y NOTE   113.50 C   40,334   +1,026   113.50 P   31,516    +122
SEP18 5Y NOTE   113.75 C   13,006     -253   113.75 P   18,580    UNCH
AUG18 2Y NOTE   106.00 C    8,636     UNCH   106.00 P    4,184    UNCH
AUG18 2Y NOTE   106.12 C   42,984     UNCH   106.12 P       15    UNCH
SEP18 2Y NOTE   106.00 C   55,884     UNCH   106.00 P    2,940    UNCH
SEP18 2Y NOTE   106.12 C   64,214     UNCH   106.12 P       16    UNCH
AUG18 EURODLR    97.50 C   14,780     -500    97.50 P  103,645  +2,750
AUG18 EURODLR    97.62 C   48,936   +2,750    97.62 P    6,329    UNCH
SEP18 EURODLR    97.75 C  307,560  +13,626    97.75 P  220,388    +200
SEP18 EURODLR    97.87 C  128,241     UNCH    97.87 P  150,433    UNCH
SEP19 1Y-MIDC    97.12 C  154,866   +1,578    97.12 P  428,437    -100
SEP19 1Y-MIDC    97.25 C  191,571   +3,750    97.25 P  103,631    UNCH
SEP20 2Y-MIDC    97.00 C   88,921     +190    97.00 P  353,215    UNCH
SEP20 2Y-MIDC    97.12 C   92,948     -500    97.12 P   70,902    -500
SEP21 3Y-MIDC    96.87 C   10,472     +347    96.87 P   32,489    -260
SEP21 3Y-MIDC    97.00 C   29,332     UNCH    97.00 P   42,656    UNCH
     PUT/CALL RATIO FOR VOLUME CLEARED:
     AUG18 10Y NOTE PUT/CALL RATIO  -- 1.66 (96,651 PUTS VS. 73,932 CALLS)
SEP18 10Y NOTE PUT/CALL RATIO  -- 1.47 (118,864 PUTS VS. 72,129  CALLS)
AUG18 5Y NOTE PUT/CALL RATIO   -- 1.47 (18,073 PUTS VS. 13,133 CALLS)
SEP18 5Y NOTE PUT/CALL RATIO   -- 1.15 (11,606 PUTS VS. 9,522 CALLS)
AUG18 2Y NOTE PUT/CALL RATIO   -- 0.00 (1,370 PUTS VS. 0 CALLS)
SEP18 2Y NOTE PUT/CALL RATIO   -- 0.11 (5,031 PUTS VS. 12,025 CALLS)
AUG18 EURODLRS PUT/CALL RATIO  -- 0.84 (2,750 PUTS VS. 3,750 CALLS)
SEP18 EURODLRS PUT/CALL RATIO  -- 0.65 (47,134 PUTS VS. 80,650 CALLS)
SEP19 1Y-MIDCRVE PUT/CALL RATIO-- 0.05 (47,150 PUTS VS. 950 CALLS)
SEP20 2Y-MIDCRVE PUT/CALL RATIO-- 21.5 (34,650 PUTS VS. 22,650 CALLS)
SEP21 3Y-MIDCRVE PUT/CALL RATIO-- 0.00 (0 PUTS VS. 0 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 OPEN     47.31    54.43    56.83    58.40    68.72    74.28
THU 3:00     47.47    54.45    57.04    58.46    68.71    74.27
THU OPEN     47.52    54.33    57.05    58.42    68.65    74.22
WED 3:00     47.28    53.99    56.89    58.38    68.61    74.09        
WED OPEN     48.07    55.95    57.63    59.09    68.76    74.19
TUE 3:00     48.11    56.59    57.60    58.95    68.95    74.26
TUE OPEN     48.51    57.30    58.86    59.62    69.04    74.35
MON 3:00     48.59    56.52    58.58    59.50    69.09    74.48
MON OPEN     47.79    53.15    57.30    57.86    68.23    73.93
FRI 3:00     46.99    51.24    56.48    56.53    67.86    73.53    
FRI OPEN     46.99    51.24    56.48    56.53    67.86    73.53
--MNI Chicago Bureau; +1 630-698-0154; email: ryan.martin@marketnews.com
[TOPICS: MTABLE,M$U$$$,M$$FI$,MN$FI$]