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     EST IMPLIED VOLATILITY/AVG ATM OPTIONS VIA BLOOMBERG, (All Times ET)
            USM    USN     TYM    TYN     FVM    FVN     EDK     EDM
11:15      6.61%   6.77%  3.27%   3.38%  1.97%  2.06%    9.92%   9.69%   
FRI OPEN   6.86%   6.88%  3.45%   3.40%  2.09%  2.17%   10.62%  10.75%
THU 3:00   6.80%   6.88%  3.40%   3.49%  2.11%  2.18%    7.52%   9.27%
THU OPEN   6.74%   6.70%  3.45%   3.45%  2.09%  2.13%   12.30%  11.15%
WED 3:00   6.85%   6.28%  3.57%   3.70%  2.06%  2.19%   10.02%  10.33%
WED OPEN   7.11%   6.94%  3.71%   3.78%  2.25%  2.25%   11.61%  11.40% 
TUE 3:00   7.17%   7.02%  3.71%   3.62%  2.26%  2.18%   12.54%  11.65%
TUE OPEN   7.10%   7.29%  3.63%   3.60%  2.27%  2.08%   12.07%  11.19%
MON 3:00   7.20%   6.72%  3.55%   3.77%  2.25%  2.38%   11.37%  11.20%
MON OPEN   7.29%   7.15%  3.74%   3.80%  2.31%  2.34%   12.78%  11.89%
FRI 3:00   6.97%   6.94%  3.56%   3.62%  2.18%  2.44%   10.66%  10.34%
FRI OPEN   7.19%   7.37%  3.66%   3.74%  2.26%  2.52%   10.93%  12.58%
LARGEST O/I:     STRIKE     TOTAL   CHANGE    STRIKE     TOTAL  CHANGE
JUN18 10Y NOTE  120.00 C  125,543   +5,077   119.00 P  167,580  +8,664
JUL18 10Y NOTE  120.00 C   34,649   +1,050   118.00 P   56,821    +356 
JUN18 5Y NOTE   113.50 C   35,401     +797   105.50 P  156,003    UNCH
JUL18 5Y NOTE   113.50 C   13,042   +5,239   113.00 P   21,857    +288
JUN18 2Y NOTE   106.80 C   58,101     UNCH   106.12 P   30,215      -1
JUL18 2Y NOTE   106.25 C   62,340   +2,840   105.50 P    6,012    UNCH
MAY18 EURODLR    97.87 C  139,198     UNCH    97.62 P  207,630  -8,079
JUN18 EURODLR    98.00 C  386,622   -3,250    97.50 P  582,625    -450
JUN19 1Y-MIDC    98.12 C  219,693     UNCH    97.12 P  541,438 -16,630
JUN20 2Y-MIDC    97.37 C  144,194     UNCH    96.75 P  197,983    -950
JUN21 3Y-MIDC    98.00 C  138,150     UNCH    97.25 P  145,831    UNCH
NEAREST ATM:     STRIKE     TOTAL   CHANGE    STRIKE     TOTAL  CHANGE
JUN18 10Y NOTE  119.00 C   18,045     +280   119.00 P  167,580  +8,664
JUN18 10Y NOTE  119.50 C   34,850   -1,078   119.50 P   96,996    -581
JUL18 10Y NOTE  119.00 C   11,839     +214   119.00 P   16,502  +1,039
JUL18 10Y NOTE  119.50 C   11,181   +3,359   119.50 P    4,596    +849
JUN18 5Y NOTE   113.00 C    8,072      +23   113.00 P   57,691  +6,173
JUN18 5Y NOTE   113.50 C   35,401     +797   113.50 P   46,309  +3,728
JUL18 5Y NOTE   113.00 C    9,434       +4   113.00 P   21,857    +288
JUL18 5Y NOTE   113.50 C   13,042   +5,239   113.50 P    5,210    +124
JUN18 2Y NOTE   106.00 C      917      +11   106.00 P    3,567    UNCH
JUN18 2Y NOTE   106.12 C    8,242      -50   106.12 P   30,215      -1
JUL18 2Y NOTE   106.00 C      253     UNCH   106.00 P       60    UNCH
JUL18 2Y NOTE   106.12 C        0     UNCH   106.12 P        1    UNCH
MAY18 EURODLR    97.75 C   65,050      -74    97.75 P   80,559      -2
MAY18 EURODLR    97.87 C  139,198     UNCH    97.87 P   11,872      -1
JUN18 EURODLR    97.75 C  358,909   +5,852    97.75 P  405,699    UNCH
JUN18 EURODLR    97.87 C  384,560   -7,220    97.87 P  371,867    UNCH 
JUN19 1Y-MIDC    97.37 C  159,818   +9,100    97.37 P  309,969    UNCH
JUN19 1Y-MIDC    97.50 C  198,479     UNCH    97.50 P  123,935    UNCH
JUN20 2Y-MIDC    97.00 C   25,258      +80    97.00 P  110,862  +1,133
JUN20 2Y-MIDC    97.12 C   66,566   +7,139    97.12 P  103,894    -904
JUN21 3Y-MIDC    96.87 C   13,384     +100    96.87 P   54,678    -100
JUN21 3Y-MIDC    97.00 C   53,434  -55,111    97.00 P   73,934  -1,305
PUT/CALL RATIO FOR VOLUME CLEARED:
JUN18 10Y NOTE PUT/CALL RATIO   -- 1.05 (149,971 PUTS VS. 142,240 CALLS)
JUL18 10Y NOTE PUT/CALL RATIO   -- 1.22 (33,715 PUTS VS. 27,626 CALLS)
JUN18 5Y NOTE PUT/CALL RATIO    -- 1.40 (41,210 PUTS VS. 29,368 CALLS)
JUL18 5Y NOTE PUT/CALL RATIO    -- 0.67 (20,860 PUTS VS. 31,037 CALLS)
JUN18 2Y NOTE PUT/CALL RATIO    -- 7.37 (4,553 PUTS VS. 618 CALLS)
JUL18 2Y NOTE PUT/CALL RATIO    -- 0.00 (0 PUTS VS. 5,641 CALLS)
MAY18 EURODLRS PUT/CALL RATIO   -- 126.8 (15,979 PUTS VS. 126 CALLS)
JUN18 EURODLRS PUT/CALL RATIO   -- 0.67 (33,807 PUTS VS. 50,351 CALLS)
JUN19 1Y-MIDCRVE PUT/CALL RATIO -- 2.82 (73,900 PUTS VS. 26,200 CALLS)
JUN20 2Y-MIDCRVE PUT/CALL RATIO -- 0.29 (5,600 PUTS VS. 19,100 CALLS)
JUN21 3Y-MIDCRVE PUT/CALL RATIO -- 0.55 (81,050 PUTS VS. 147,650 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
11:15        40.60    54.03    53.14    57.81    67.84    72.85        
FRI OPEN     40.99    55.69    53.82    58.54    68.01    73.09
THU 3:00     41.41    55.90    54.22    59.00    68.17    73.15
THU OPEN     41.45    56.10    54.21    59.12    68.26    73.12
WED 3:00     41.71    56.04    54.30    59.11    68.43    73.19
WED OPEN     42.46    58.49    54.86    59.99    69.04    73.55
TUE 3:00     42.53    58.38    54.50    59.51    68.91    73.29
TUE OPEN     42.50    57.82    54.37    59.35    68.64    73.03
MON 3:00     42.49    57.32    54.24    59.12    68.61    72.99
MON OPEN     43.29    57.12    55.10    59.88    68.96    73.34
FRI 3:00     44.14    58.37    56.11    60.76    69.19    73.46
FRI OPEN     44.55    60.43    57.60    61.84    69.74    73.89
--MNI Chicago Bureau; +1 630-698-0154; email: ryan.martin@marketnews.com
[TOPICS: MTABLE,M$U$$$,M$$FI$,MN$FI$]

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