-
Policy
Policy
Exclusive interviews with leading policymakers that convey the true policy message that impacts markets.
LATEST FROM POLICY: -
EM Policy
EM Policy
Exclusive interviews with leading policymakers that convey the true policy message that impacts markets.
LATEST FROM EM POLICY: -
G10 Markets
G10 Markets
Real-time insight on key fixed income and fx markets.
Launch MNI PodcastsFixed IncomeFI Markets AnalysisCentral Bank PreviewsFI PiFixed Income Technical AnalysisUS$ Credit Supply PipelineGilt Week AheadGlobal IssuanceEurozoneUKUSDeep DiveGlobal Issuance CalendarsEZ/UK Bond Auction CalendarEZ/UK T-bill Auction CalendarUS Treasury Auction CalendarPolitical RiskMNI Political Risk AnalysisMNI Political Risk - US Daily BriefMNI Political Risk - The week AheadElection Previews -
Emerging Markets
Emerging Markets
Real-time insight of emerging markets in CEMEA, Asia and LatAm region
-
Commodities
Commodities
Real-time insight of oil & gas markets
-
Credit
Credit
Real time insight of credit markets
-
Data
-
Global Macro
Global Macro
Actionable insight on monetary policy, balance sheet and inflation with focus on global issuance. Analysis on key political risk impacting the global markets.
Global MacroDM Central Bank PreviewsDM Central Bank ReviewsEM Central Bank PreviewsEM Central Bank ReviewsBalance Sheet AnalysisData AnalysisEurozone DataUK DataUS DataAPAC DataInflation InsightEmployment InsightGlobal IssuanceEurozoneUKUSDeep DiveGlobal Issuance Calendars EZ/UK Bond Auction Calendar EZ/UK T-bill Auction Calendar US Treasury Auction Calendar Chart Packs -
About Us
To read the full story
Sign up now for free trial access to this content.
Please enter your details below.
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.
Real-time Actionable Insight
Get the latest on Central Bank Policy and FX & FI Markets to help inform both your strategic and tactical decision-making.
Free AccessUS TSY OPTION IMPLIED VOL/OTC SWAPTION VOL FOR JUL 29
EST IMPLIED VOLATILITY/AVG ATM OPTIONS VIA BLOOMBERG, (All Times ET)
USU USV TYU TYV FVU FVV EDQ EDU
MON 1500 6.71% 6.71% 3.91% 3.98% 2.77% 2.73% 25.79% 21.58%
1315 6.76% 6.86% 4.02% 4.00% 2.80% 2.75% 26.35% 21.42%
1145 6.73% 6.85% 3.95% 3.99% 2.78% 2.75% 26.05% 21.69%
1030 6.75% 6.81% 3.93% 3.98% 2.81% 2.75% 25.96% 21.20%
MON OPEN 6.58% N/A 3.82% N/A 2.67% N/A 22.06% 21.16%
FRI 1500 6.58% N/A 3.82% N/A 2.67% N/A 22.06% 21.16%
FRI OPEN 7.11% N/A 4.12% N/A 2.89% N/A 24.18% 21.12%
THU 1500 7.23% N/A 4.10% N/A 2.84% N/A 23.90% 20.93%
THU OPEN 7.19% N/A 4.11% N/A 2.83% N/A 24.25% 22.00%
LARGEST O/I: STRIKE TOTAL CHANGE STRIKE TOTAL CHANGE
SEP19 10Y NOTE 130.00 C 92,856 +1,131 126.50 P 163,601 +13,681
OCT19 10Y NOTE 128.00 C 18,368 +6,528 125.00 P 14,189 +5,545
SEP19 5Y NOTE 118.00 C 47,734 +8,503 117.50 P 82,722 +1,578
OCT19 5Y NOTE 120.00 C 18,767 +12,517 111.00 P 20,510 UNCH
SEP19 2Y NOTE 107.38 C 9,587 +1,814 107.00 P 33,713 UNCH
OCT19 2Y NOTE 107.62 C 1,096 UNCH 106.50 P 1,000 UNCH
AUG19 EURODLR 98.25 C 644,566 +500 97.87 P 272,600 -5,573
SEP19 EURODLR 98.25 C 713,938 -5,879 97.50 P 552,610 -2,769
SEP20 1Y-MIDC 98.12 C 141,403 UNCH 97.75 P 161,624 UNCH
SEP21 2Y-MIDC 98.12 C 96,800 UNCH 97.12 P 74,826 UNCH
SEP22 3Y-MIDC 98.00 C 125,432 UNCH 98.00 P 51,207 UNCH
NEAREST ATM: STRIKE TOTAL CHANGE STRIKE TOTAL CHANGE
SEP19 10Y NOTE 127.00 C 49,455 +2,044 127.00 P 80,201 +2,906
SEP19 10Y NOTE 127.50 C 49,926 +5,645 127.50 P 52,980 +1,640
OCT19 10Y NOTE 127.50 C 5,081 +292 127.50 P 6,465 +317
OCT19 10Y NOTE 128.00 C 18,368 +6,528 128.00 P 4,287 +451
SEP19 5Y NOTE 117.50 C 24,638 +708 117.50 P 82,722 +1,578
SEP19 5Y NOTE 117.75 C 29,052 -824 117.75 P 47,056 +128
OCT19 5Y NOTE 117.75 C 100 +72 117.75 P 613 +85
OCT19 5Y NOTE 118.00 C 7,630 +5,130 118.00 P 7,500 +5,000
SEP19 2Y NOTE 107.25 C 6,089 +1,590 107.25 P 8,292 +208
SEP19 2Y NOTE 107.38 C 9,587 +1,814 107.38 P 13,885 UNCH
OCT19 2Y NOTE 107.38 C 0 UNCH 107.38 P 502 UNCH
OCT19 2Y NOTE 107.50 C 150 +150 107.50 P 358 +350
AUG19 EURODLR 97.87 C 282,165 +20,950 97.87 P 272,600 -5,573
AUG19 EURODLR 98.00 C 305,845 -82 98.00 P 75,302 -50
SEP19 EURODLR 97.87 C 482,123 -6,306 97.87 P 243,700 -3,029
SEP19 EURODLR 98.00 C 406,145 +7,264 98.00 P 59,616 -50
SEP20 1Y-MIDC 98.25 C 90,382 -558 98.25 P 56,697 +544
SEP20 1Y-MIDC 98.37 C 91,330 -300 98.37 P 49,425 UNCH
SEP21 2Y-MIDC 98.25 C 41,553 UNCH 98.25 P 22,041 +2,367
SEP21 2Y-MIDC 98.37 C 55,407 UNCH 98.37 P 19,326 UNCH
SEP22 3Y-MIDC 98.25 C 73,890 +100 98.25 P 16,666 UNCH
SEP22 3Y-MIDC 98.37 C 6,975 UNCH 98.37 P 1,150 UNCH
PUT/CALL RATIO FOR VOLUME CLEARED:
SEP19 10Y NOTE PUT/CALL RATIO -- 3.75 (181,177 PUTS VS. 75,040 CALLS)
OCT19 10Y NOTE PUT/CALL RATIO -- 1.02 (33,346 PUTS VS. 44,343 CALLS)
SEP19 5Y NOTE PUT/CALL RATIO -- 4.03 (105,415 PUTS VS. 49,809 CALLS)
OCT19 5Y NOTE PUT/CALL RATIO -- 0.93 (22,764 PUTS VS. 22,803 CALLS)
OCT19 2Y NOTE PUT/CALL RATIO -- 1.71 (17,998 PUTS VS. 12,617 CALLS)
SEP19 2Y NOTE PUT/CALL RATIO -- 5.23 (666 PUTS VS. 150 CALLS)
AUG19 EURODLRS PUT/CALL RATIO -- 1.11 (68,756 PUTS VS. 39,582 CALLS)
SEP19 EURODLRS PUT/CALL RATIO -- 0.34 (49,384 PUTS VS. 333,736 CALLS)
JUN20 1Y-MIDCRVE PUT/CALL RATIO -- 1.27 (23,000 PUTS VS. 2,860 CALLS)
JUN21 2Y-MIDCRVE PUT/CALL RATIO -- 0.00 (8,950 PUTS VS. 2,800 CALLS)
JUN22 3Y-MIDCRVE PUT/CALL RATIO -- 1.01 (204 PUTS VS. 200 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 1500 65.54 58.54 63.14 58.45 61.65 63.96
1315 65.55 58.45 63.12 58.43 61.65 63.99
1145 65.58 58.47 63.15 58.48 61.78 64.11
1030 65.56 58.48 63.17 58.49 61.88 64.24
Mon Open 67.21 59.81 64.45 59.21 62.14 64.68
Fri 1500 67.21 59.81 64.45 59.21 62.14 64.68
Fri Open 67.19 60.66 65.49 60.67 62.44 64.77
Thu 1500 68.38 61.02 66.47 61.61 62.78 64.92
Thu Open 68.93 60.81 67.05 62.12 62.92 64.98
--MNI Chicago Bureau; tel: +1 312-431-0089; email: bill.sokolis@marketnews.com
[TOPICS: MTABLE,M$U$$$,M$$FI$,MN$FI$]
To read the full story
Sign up now for free trial access to this content.
Please enter your details below.
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.