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     EST IMPLIED VOLATILITY/AVG ATM OPTIONS VIA BLOOMBERG, (All Times ET)
            USN     USQ      TYN     TYQ     FVN     FVQ     EDM      EDN
3:00       7.63%   7.15%    4.16%   3.89%   2.72%   2.53%   12.00%   13.25%
11:00      7.33%   7.03%    3.93%   3.85%   2.63%   2.48%   11.43%   13.22%
WED OPEN   7.27%   6.97%    3.96%   3.82%   2.62%   2.45%   11.38%   13.19%
TUE 3:00   6.97%   6.90%    3.80%   3.76%   2.71%   2.45%   13.32%   12.60% 
TUE OPEN   7.14%   6.91%    3.91%   3.79%   2.61%   2.47%   14.05%   12.56%
MON 3:00   6.94%   6.98%    4.27%   3.88%   2.59%   2.49%   17.21%   17.76%
MON OPEN   7.15%   7.13%    4.20%   3.91%   2.69%   2.51%   13.98%   14.31%
FRI 3:00   7.21%   7.14%    3.94%   3.84%   2.62%   2.54%   14.74%   13.38% 
FRI OPEN   7.37%   7.29%    4.08%   3.86%   2.72%   2.60%   15.90%   14.12%
THU 3:00   7.66%   7.44%    4.34%   4.12%   3.01%   2.76%   15.52%   16.28%
THU OPEN   7.53%   7.40%    4.26%   4.07%   3.96%   2.70%   17.48%   15.69%
WED 3:00   7.74%   7.61%    4.35%   4.16%   3.07%   2.81%   17.22%   16.48%
WED 12:30  7.69%   7.57%    4.24%   4.09%   3.04%   2.75%   17.29%   16.07%
     LARGEST O/I:     STRIKE     TOTAL   CHANGE    STRIKE     TOTAL  CHANGE
JUL18 10Y NOTE  120.00 C  104,324   -2,592   118.00 P  132,383    -377
SEP18 10Y NOTE  121.00 C   38,381     +119   117.00 P   50,355     -73
JUL18 5Y NOTE   114.00 C   61,813   +2,424   113.00 P   53,370    -233
SEP18 5Y NOTE   113.50 C   22,048     -410   106.25 P   91,578     +12
JUL18 2Y NOTE   106.37 C  124,744   +1,302   105.67 P    8,491  +1,109
SEP18 2Y NOTE   106.80 C    5,000     UNCH   106.00 P   11,353    +100
JUN18 EURODLR    98.00 C  373,361     UNCH    97.50 P  504,470    UNCH  
JUL18 EURODLR    97.75 C  108,549      +50    97.37 P  112,864    +700
JUN19 1Y-MIDC    98.12 C  219,693     UNCH    97.12 P  371,082  -9,235
JUN20 2Y-MIDC    97.37 C  151,050     UNCH    97.37 P  164,552    UNCH
JUN21 3Y-MIDC    98.00 C  138,150     UNCH    97.25 P  145,831    UNCH
     NEAREST ATM:     STRIKE     TOTAL   CHANGE    STRIKE     TOTAL  CHANGE
JUL18 10Y NOTE  119.00 C   58,538     -182   119.00 P  130,601 +15,192
JUL18 10Y NOTE  119.50 C   71,637     +207   119.50 P   83,878  +4,319
SEP18 10Y NOTE  119.00 C   20,558      +99   119.00 P   30,028    +166
SEP18 10Y NOTE  119.50 C   19,727     +635   119.50 P   18,359    +945
JUL18 5Y NOTE   113.00 C   52,968     -663   113.00 P   53,370    -233
JUL18 5Y NOTE   113.50 C   40,035   +1,763   113.50 P   24,224  -1,285
SEP18 5Y NOTE   113.00 C    5,666     UNCH   113.00 P    7,843    +100
SEP18 5Y NOTE   113.50 C   22,048     -410   113.50 P   18,426      -1
JUL18 2Y NOTE   106.00 C    1,166      +30   106.00 P    2,654    UNCH
JUL18 2Y NOTE   106.12 C   31,412       +5   106.12 P      201    UNCH
SEP18 2Y NOTE   106.00 C      494     +200   106.00 P   11,353    +100
SEP18 2Y NOTE   106.12 C        0     UNCH   106.12 P        0    UNCH
JUN18 EURODLR    97.75 C  354,104     UNCH    97.75 P  375,220      -1
JUN18 EURODLR    97.87 C  369,147     UNCH    97.87 P  307,096  -3,770
JUL18 EURODLR    97.50 C   38,463   +8,681    97.50 P   91,359  +4,625
JUL18 EURODLR    97.62 C   72,170  +16,250    97.62 P   42,984    UNCH
JUN19 1Y-MIDC    97.37 C  169,374   +5,351    97.37 P  220,844    UNCH
JUN19 1Y-MIDC    97.50 C  187,820     UNCH    97.50 P  122,585    UNCH
JUN20 2Y-MIDC    97.00 C   47,762   +1,000    97.00 P  105,888  +4,750
JUN20 2Y-MIDC    97.12 C   79,121      +40    97.12 P   99,459    UNCH
JUN21 3Y-MIDC    96.87 C   19,811     UNCH    96.87 P   52,474    UNCH
JUN21 3Y-MIDC    97.00 C   62,461     -100    97.00 P   70,586    +750
     PUT/CALL RATIO FOR VOLUME CLEARED:
     JUL18 10Y NOTE PUT/CALL RATIO  -- 0.57 (108,355 PUTS VS. 190,165 CALLS)
SEP18 10Y NOTE PUT/CALL RATIO  -- 0.82 (28,158 PUTS VS. 34,145 CALLS)
JUL18 5Y NOTE PUT/CALL RATIO   -- 0.23 (29,824 PUTS VS. 130,056 CALLS)
SEP18 5Y NOTE PUT/CALL RATIO   -- 2.39 (12,978 PUTS VS. 5,432 CALLS)
JUL18 2Y NOTE PUT/CALL RATIO   -- 2.31 (4,352 PUTS VS. 1,883 CALLS)
SEP18 2Y NOTE PUT/CALL RATIO   -- 1.71 (600 PUTS VS. 350 CALLS)
JUN18 EURODLRS PUT/CALL RATIO  -- 1.08 (7,960 PUTS VS. 7,403 CALLS)
JUL18 EURODLRS PUT/CALL RATIO  -- 0.28 (11,300 PUTS VS. 40,700 CALLS)
JUN19 1Y-MIDCRVE PUT/CALL RATIO-- 1.40 (32,250 PUTS VS. 23,000 CALLS)
JUN20 2Y-MIDCRVE PUT/CALL RATIO-- 4.69 (14,300 PUTS VS. 3,050 CALLS)
JUN21 3Y-MIDCRVE PUT/CALL RATIO-- 1.00 (750 PUTS VS. 750 CALLS)
     (VOLUME, OPEN INTEREST, PUT/CALL RATIOS FOR VOLUME CLEARED 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
3:00         50.29    59.43    61.56    62.00    70.59    75.34
11:00        50.00    58.87    61.21    61.59    70.42    75.27
WED OPEN     50.07    58.69    61.09    61.47    70.39    75.26
TUE 3:00     50.29    58.64    61.45    61.87    70.47    75.23
TUE OPEN     50.89    58.64    61.53    61.66    70.52    75.05
MON 3:00     50.92    58.81    61.53    61.54    70.66    75.24
MON OPEN     52.93    60.52    63.78    63.55    71.07    75.22
FRI 3:00     51.86    61.11    63.85    63.42    71.17    75.24
FRI OPEN     54.83    63.74    65.73    65.04    71.83    75.52
THU 3:00     54.01    65.92    66.15    65.96    71.40    74.93
THU OPEN     53.92    66.02    65.69    65.17    71.06    74.69
WED 3:00     53.12    68.79    65.95    66.24    70.82    74.30
WED 12:30    52.91    68.40    65.71    66.03    70.80    74.19
--MNI Chicago Bureau; +1 630-698-0154; email: ryan.martin@marketnews.com
[TOPICS: MTABLE,M$U$$$,M$$FI$,MN$FI$]

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