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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       7.92%   7.63%    4.33%   4.08%   2.95%   2.71%   13.14%   14.85%
11:00      7.87%   7.50%    4.28%   4.06%   2.95%   2.70%   12.49%   14.14%
FRI OPEN   7.81%   7.41%    4.30%   4.01%   3.00%   2.63%   12.46%   14.79%  
THU 3:00   7.75%   7.49%    4.12%   3.95%   2.80%   2.57%   13.09%   12.20%
THU OPEN   7.48%   7.28%    4.02%   3.88%   2.57%   2.54%   10.46%   12.97%
WED 3:00   7.63%   7.15%    4.16%   3.89%   2.72%   2.53%   12.00%   13.25%
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%
     LARGEST O/I:     STRIKE     TOTAL   CHANGE    STRIKE     TOTAL  CHANGE
JUL18 10Y NOTE  120.50 C  110,908  +23,894   118.00 P  126,516    +177
SEP18 10Y NOTE  120.50 C   59,365  +32,985   117.00 P   49,681  +1,554
JUL18 5Y NOTE   113.00 C   56,410   +2,865   113.00 P   60,848  +4,493
SEP18 5Y NOTE   113.50 C   22,199       +5   106.25 P   91,578    UNCH
JUL18 2Y NOTE   106.37 C   92,444  -32,500   105.67 P    8,465    UNCH
SEP18 2Y NOTE   106.80 C    5,000     UNCH   105.67 P   14,087  +7,771
JUN18 EURODLR    98.00 C  373,361     UNCH    97.50 P  504,470    UNCH  
JUL18 EURODLR    97.75 C  107,674     -875    97.37 P  107,450  -5,414
JUN19 1Y-MIDC    98.12 C  219,693     UNCH    97.00 P  363,030  +2,112
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  145,681    -150
     NEAREST ATM:     STRIKE     TOTAL   CHANGE    STRIKE     TOTAL  CHANGE
JUL18 10Y NOTE  119.00 C   57,685     -707   119.00 P  104,897  -6,970
JUL18 10Y NOTE  119.50 C   76,211     -111   119.50 P   78,021  -2,826
SEP18 10Y NOTE  119.00 C   21,185     +611   119.00 P   34,422    +166
SEP18 10Y NOTE  119.50 C   25,985   +4,850   119.50 P   21,757  +2,319
JUL18 5Y NOTE   113.00 C   56,410   +2,865   113.00 P   60,848  +4,493
JUL18 5Y NOTE   113.50 C   45,933     +334   113.50 P   23,651     +24
SEP18 5Y NOTE   113.00 C    5,691      -25   113.00 P    7,989     +85
SEP18 5Y NOTE   113.50 C   22,199       +5   113.50 P   18,841    +277
JUL18 2Y NOTE   106.00 C    1,498     +332   106.00 P    2,654    UNCH
JUL18 2Y NOTE   106.12 C   31,407       +1   106.12 P      201    UNCH
SEP18 2Y NOTE   106.00 C      494     UNCH   106.00 P   11,203     -50
SEP18 2Y NOTE   106.12 C       65     UNCH   106.12 P        0    UNCH
JUN18 EURODLR    97.75 C  353,204     UNCH    97.75 P  373,740    UNCH
JUN18 EURODLR    97.87 C  369,147     UNCH    97.87 P  307,054     -42
JUL18 EURODLR    97.50 C   38,355     -250    97.50 P   91,659    -600
JUL18 EURODLR    97.62 C   70,348   -4,174    97.62 P   42,984    UNCH
JUN19 1Y-MIDC    97.37 C  173,384   +4,010    97.37 P  218,282  -2,185
JUN19 1Y-MIDC    97.50 C  187,820     UNCH    97.50 P  122,585    UNCH
JUN20 2Y-MIDC    97.00 C   47,146     -666    97.00 P  104,688     +50
JUN20 2Y-MIDC    97.12 C   79,795      +24    97.12 P   99,459    UNCH
JUN21 3Y-MIDC    96.87 C   22,438   +2,627    96.87 P   47,364    -250
JUN21 3Y-MIDC    97.00 C   61,761     -700    97.00 P   69,786    -800
     PUT/CALL RATIO FOR VOLUME CLEARED:
     JUL18 10Y NOTE PUT/CALL RATIO  -- 0.94 (166,183 PUTS VS. 176,708 CALLS)
SEP18 10Y NOTE PUT/CALL RATIO  -- 0.51 (60,543 PUTS VS. 119,655 CALLS)
JUL18 5Y NOTE PUT/CALL RATIO   -- 0.50 (37,843 PUTS VS. 75,264 CALLS)
SEP18 5Y NOTE PUT/CALL RATIO   -- 0.75 (21,871 PUTS VS. 29,214 CALLS)
JUL18 2Y NOTE PUT/CALL RATIO   -- 0.02 (798 PUTS VS. 36,569 CALLS)
SEP18 2Y NOTE PUT/CALL RATIO   -- 1190 (23,884 PUTS VS. 2 CALLS)
JUN18 EURODLRS PUT/CALL RATIO  -- 7.59 (15,552 PUTS VS. 2,050 CALLS)
JUL18 EURODLRS PUT/CALL RATIO  -- 1.07 (12,291 PUTS VS. 11,516 CALLS)
JUN19 1Y-MIDCRVE PUT/CALL RATIO-- 3.28 (29,000 PUTS VS. 8,850 CALLS)
JUN20 2Y-MIDCRVE PUT/CALL RATIO-- 0.27 (3,225 PUTS VS. 11,750 CALLS)
JUN21 3Y-MIDCRVE PUT/CALL RATIO-- 0.12 (1,450 PUTS VS. 11,700 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         51.46    60.56    62.30    63.05    71.17    75.46
11:00        50.17    60.24    61.82    62.59    70.89    75.35
FRI OPEN     49.95    59.70    61.78    62.53    70.72    75.23
THU 3:00     50.25    58.52    61.60    62.25    70.71    75.26
THU OPEN     50.53    59.57    61.87    62.34    70.73    75.36
WED 3:00     50.29    59.43    61.56    62.00    70.59    75.34
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
--MNI Chicago Bureau; +1 630-698-0154; email: ryan.martin@marketnews.com
[TOPICS: MTABLE,M$U$$$,M$$FI$,MN$FI$]