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     EST IMPLIED VOLATILITY/AVG ATM OPTIONS VIA BLOOMBERG, (All Times ET)
            USM    USN     TYM    TYN     FVM    FVN     EDK     EDM
MON OPEN   6.96%   6.93%  3.43%   3.47%  1.98%  2.02%   12.21%  10.54%
FRI 3:00   6.59%   6.73%  3.26%   3.43%  1.98%  2.10%   11.01%  10.74%
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%
LARGEST O/I:     STRIKE     TOTAL   CHANGE    STRIKE     TOTAL  CHANGE
JUN18 10Y NOTE  120.00 C  126,419     +876   119.00 P  174,385  +6,805
JUL18 10Y NOTE  120.00 C   35,252     +603   118.00 P   47,207  -9,614 
JUN18 5Y NOTE   113.50 C   35,512     +111   105.50 P  156,003    UNCH
JUL18 5Y NOTE   113.50 C   15,498   +2,456   113.00 P   21,860      +3
JUN18 2Y NOTE   106.80 C   58,101     UNCH   106.12 P   30,215    UNCH
JUL18 2Y NOTE   106.25 C   62,900     +560   105.50 P    6,012    UNCH
MAY18 EURODLR    97.87 C  139,198     UNCH    97.62 P  212,330  +4,700
JUN18 EURODLR    98.00 C  386,622     UNCH    97.50 P  584,988  +2,363
JUN19 1Y-MIDC    98.12 C  219,693     UNCH    97.12 P  507,107 -34,331
JUN20 2Y-MIDC    97.37 C  144,194     UNCH    96.75 P  178,502 -19,481
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   17,934     -111   119.00 P  174,385  +6,805
JUN18 10Y NOTE  119.50 C   34,122     -728   119.50 P   95,426  -1,570
JUL18 10Y NOTE  119.00 C   11,855      +16   119.00 P   18,830  +2,328
JUL18 10Y NOTE  119.50 C   13,879   +2,698   119.50 P    7,290  +2,694
JUN18 5Y NOTE   113.00 C    8,054      -18   113.00 P   57,569  +1,128
JUN18 5Y NOTE   113.50 C   35,512     +111   113.50 P   45,469    -840
JUL18 5Y NOTE   113.00 C    9,494      +60   113.00 P   21,860      +3
JUL18 5Y NOTE   113.50 C   15,498   +2,456   113.50 P    6,098    +888
JUN18 2Y NOTE   106.00 C      938      +21   106.00 P    3,317    -250
JUN18 2Y NOTE   106.12 C    8,242     UNCH   106.12 P   30,215    UNCH
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   62,302   -2,748    97.75 P   80,559    UNCH
MAY18 EURODLR    97.87 C  139,198     UNCH    97.87 P   11,872    UNCH
JUN18 EURODLR    97.75 C  363,505   +4,596    97.75 P  405,599    -100
JUN18 EURODLR    97.87 C  386,389   +1,829    97.87 P  371,767    -100 
JUN19 1Y-MIDC    97.37 C  158,818   -1,000    97.37 P  300,719  -9,250
JUN19 1Y-MIDC    97.50 C  198,479     UNCH    97.50 P  123,935    UNCH
JUN20 2Y-MIDC    97.00 C   25,698     +440    97.00 P   89,612 -21,250
JUN20 2Y-MIDC    97.12 C   66,566     UNCH    97.12 P  103,894    UNCH
JUN21 3Y-MIDC    96.87 C   13,353      -31    96.87 P   55,122    +444
JUN21 3Y-MIDC    97.00 C   50,984   -2,450    97.00 P   70,457  -3,477
PUT/CALL RATIO FOR VOLUME CLEARED:
JUN18 10Y NOTE PUT/CALL RATIO  -- 0.81 (115,270 PUTS VS. 142,264 CALLS)
JUL18 10Y NOTE PUT/CALL RATIO  -- 2.50 (72,312 PUTS VS. 28,874 CALLS)
JUN18 5Y NOTE PUT/CALL RATIO   -- 1.45 (30,970 PUTS VS. 21,307 CALLS)
JUL18 5Y NOTE PUT/CALL RATIO   -- 1.01 (16,070 PUTS VS. 15,941 CALLS)
JUN18 2Y NOTE PUT/CALL RATIO   -- 985.0 (23,637 PUTS VS. 24 CALLS)
JUL18 2Y NOTE PUT/CALL RATIO   -- 0.15 (105 PUTS VS. 678 CALLS)
MAY18 EURODLRS PUT/CALL RATIO  -- 3.11 (31,726 PUTS VS. 10,204 CALLS)
JUN18 EURODLRS PUT/CALL RATIO  -- 1.43 (48,406 PUTS VS. 33,865 CALLS)
JUN19 1Y-MIDCRVE PUT/CALL RATIO-- 3.83 (86,046 PUTS VS. 22,450 CALLS)
JUN20 2Y-MIDCRVE PUT/CALL RATIO-- 9.03 (56,900 PUTS VS. 6,300 CALLS)
JUN21 3Y-MIDCRVE PUT/CALL RATIO-- 0.86 (7,300 PUTS VS. 8,500 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
MON OPEN     41.11    54.70    53.84    58.42    67.93    73.01 
FRI 3:00     40.86    54.45    53.60    58.18    67.94    72.74
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
--MNI Chicago Bureau; +1 630-698-0154; email: ryan.martin@marketnews.com
[TOPICS: MTABLE,M$U$$$,M$$FI$,MN$FI$]

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