-
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
-
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 Global Macro Weekly -
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 OCT 11
EST IMPLIED VOLATILITY/AVG ATM OPTIONS VIA BLOOMBERG, (All Times ET)
USX USZ TYX TYZ FVX FVZ EDV EDZ
THU OPEN 8.61% 8.27% 4.14% 4.01% 2.40% 2.46% 27.47% 10.10%
WED 3:00 8.50% 8.44% 4.14% 4.09% 2.51% 2.50% 18.79% 9.96%
WED OPEN 7.84% 8.18% 3.78% 3.91% 2.17% 2.34% 23.20% 9.18%
TUE 3:00 8.21% 8.18% 3.92% 3.93% 2.31% 2.37% 16.52% 9.29%
TUE OPEN N/A N/A N/A N/A N/A N/A N/A N/A
MON 3:00 N/A N/A N/A N/A N/A N/A N/A N/A
MON OPEN N/A N/A N/A N/A N/A N/A N/A N/A
FRI 3:00 8.44% 8.14% 4.01% 3.91% 2.36% 2.43% 10.73% 9.38%
FRI OPEN 8.23% 7.74% 3.99% 3.78% 2.39% 2.39% 10.53% 9.50%
LARGEST O/I: STRIKE TOTAL CHANGE STRIKE TOTAL CHANGE
NOV18 10Y NOTE 119.00 C 131,954 +12,470 117.00 P 109,347 -10,503
DEC18 10Y NOTE 118.50 C 71,034 +29,081 116.50 P 100,436 +54,196
NOV18 5Y NOTE 113.25 C 33,974 -436 112.50 P 23,825 -2
DEC18 5Y NOTE 113.50 C 52,492 +371 107.25 P 249,219 UNCH
NOV18 2Y NOTE 105.75 C 28,041 +10 105.00 P 15,307 UNCH
DEC18 2Y NOTE 105.50 C 14,743 +10,106 104.87 P 11,437 +1
OCT18 EURODLR 97.37 C 139,676 +2,742 97.37 P 187,707 UNCH
DEC18 EURODLR 97.62 C 435,615 +13,760 97.25 P 657,851 -8,376
DEC19 1Y-MIDC 97.00 C 286,787 +56,954 96.75 P 577,614 +5,545
DEC20 2Y-MIDC 97.00 C 125,044 +20,592 96.62 P 349,163 +344
DEC21 3Y-MIDC 97.50 C 66,174 +360 96.50 P 136,354 +8,073
NEAREST ATM: STRIKE TOTAL CHANGE STRIKE TOTAL CHANGE
NOV18 10Y NOTE 120.00 C 89,119 +2,679 120.00 P 20,802 +2
NOV18 10Y NOTE 120.50 C 54,371 -483 120.50 P 7,918 +15
DEC18 10Y NOTE 120.00 C 68,520 +2,282 120.00 P 32,193 +120
DEC18 10Y NOTE 120.50 C 54,970 -2,082 120.50 P 19,921 -436
NOV18 5Y NOTE 113.50 C 24,480 -105 113.50 P 3,126 +2
NOV18 5Y NOTE 113.75 C 11,815 +265 113.75 P 1,915 UNCH
DEC18 5Y NOTE 113.50 C 54,488 +1,996 113.50 P 6,729 +338
DEC18 5Y NOTE 113.75 C 19,098 +9 113.75 P 389 UNCH
NOV18 2Y NOTE 105.62 C 20,324 +255 105.62 P 108 UNCH
NOV18 2Y NOTE 105.75 C 28,041 +10 105.75 P 255 +74
DEC18 2Y NOTE 105.62 C 1,192 +376 105.62 P 322 UNCH
DEC18 2Y NOTE 106.75 C 14,743 +10,106 106.75 P 251 UNCH
OCT18 EURODLR 97.37 C 139,676 +2,742 97.37 P 187,707 UNCH
OCT18 EURODLR 97.50 C 100,786 UNCH 97.50 P 6,250 UNCH
DEC18 EURODLR 97.50 C 353,986 +11,201 97.50 P 327,947 UNCH
DEC18 EURODLR 97.62 C 435,615 +13,760 97.62 P 193,683 UNCH
DEC19 1Y-MIDC 97.12 C 192,156 -904 97.12 P 113,834 -500
DEC19 1Y-MIDC 97.25 C 220,668 -19,399 97.25 P 85,021 UNCH
DEC20 2Y-MIDC 97.00 C 125,044 +20,592 97.00 P 251,074 UNCH
DEC20 2Y-MIDC 97.12 C 61,350 +1,540 97.12 P 42,133 UNCH
DEC21 3Y-MIDC 96.87 C 49,512 +5,800 96.87 P 36,315 -192
DEC21 3Y-MIDC 97.00 C 49,142 -1,224 97.00 P 100,665 UNCH
PUT/CALL RATIO FOR VOLUME CLEARED:
NOV18 10Y NOTE PUT/CALL RATIO -- 0.88 (208,500 PUTS VS. 237,913 CALLS)
DEC18 10Y NOTE PUT/CALL RATIO -- 1.24 (224,573 PUTS VS. 181,545 CALLS)
NOV18 5Y NOTE PUT/CALL RATIO -- 0.40 (13,676 PUTS VS. 34,303 CALLS)
DEC18 5Y NOTE PUT/CALL RATIO -- 0.70 (39,334 PUTS VS. 56,170 CALLS)
NOV18 2Y NOTE PUT/CALL RATIO -- 0.38 (1,076 PUTS VS. 2,857 CALLS)
DEC18 2Y NOTE PUT/CALL RATIO -- 1.76 (28,919 PUTS VS. 16,420 CALLS)
OCT18 EURODLRS PUT/CALL RATIO -- 0.00 (0 PUTS VS. 6,000 CALLS)
DEC18 EURODLRS PUT/CALL RATIO -- 0.48 (42,667 PUTS VS. 89,543 CALLS)
DEC19 1Y-MIDCRVE PUT/CALL RATIO-- 0.07 (12,250 PUTS VS. 172,350 CALLS)
DEC20 2Y-MIDCRVE PUT/CALL RATIO-- 1.09 (33,250 PUTS VS. 30,500 CALLS)
DEC21 3Y-MIDCRVE PUT/CALL RATIO-- 1.57 (5,500 PUTS VS. 3,500 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
THU OPEN 45.49 61.54 59.66 61.68 70.87 75.31
WED 3:00 44.67 59.78 58.84 60.74 70.65 75.26
WED OPEN 44.35 59.18 58.35 60.07 70.54 75.16
TUE 3:00 44.55 61.55 58.50 60.29 70.46 75.10
TUE OPEN N/A N/A N/A N/A N/A N/A
MON 3:00 N/A N/A N/A N/A N/A N/A
MON OPEN N/A N/A N/A N/A N/A N/A
FRI 3:00 44.18 58.01 58.09 59.98 70.61 75.43
FRI OPEN 44.64 58.24 58.07 59.84 70.56 75.30
--MNI Chicago Bureau; +1 630-698-0154; email: ryan.martin@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.