Trial now
COMMODITIES

WTI Strikes Sept High, Narrows in On Bull Trigger

EURUSD TECHS

Eyeing Key Support

FED

Nordea on FOMC, Keep Eye on NFP

US TSY OPTIONS

Large 5Y Put Trade

US TSY OPTIONS

Late Week Vol Seller

     EST IMPLIED VOLATILITY/AVG ATM OPTIONS VIA BLOOMBERG, (All Times ET)
            
            USV     USX    TYV    TYX    FVV    FVX     EDV     EDZ
FRI OPEN   5.96%   6.01%  2.79%  3.14%  1.80%  1.99%   7.88%    9.83%
THU 3:00   5.93%   5.96%  2.80%  3.16%  1.72%  1.95%   7.93%   10.54%
THU OPEN   6.34%   6.03%  3.27%  3.25%  2.05%  2.07%   9.05%   10.35%
WED 3:00   5.95%   5.95%  3.11%  3.17%  1.97%  2.05%   8.94%   10.55%
WED OPEN   6.31%   6.17%  3.05%  3.29%  2.05%  2.10%   9.51%   10.53%
TUE 3:00   6.35%   6.23%  3.17%  3.30%  2.05%  2.11%   9.62%   10.55%
TUE OPEN   6.23%   6.27%  3.33%  3.27%  2.13%  2.15%   8.07%   10.92%
MON 3:00   6.26%   6.41%  3.17%  3.31%  2.16%  2.23%   9.09%   10.40%
MON OPEN   6.56%   6.52%  3.42%  3.44%  2.17%  2.25%   9.47%   10.85%
     LARGEST O/I:     STRIKE     TOTAL   CHANGE    STRIKE     TOTAL  CHANGE
OCT18 10Y NOTE  122.00 C   89,576     UNCH   119.00 P  105,949  -2,715
DEC18 10Y NOTE  121.00 C   38,609     +671   110.00 P   50,909    UNCH
OCT18 5Y NOTE   113.50 C   49,829   -1,267   113.00 P   31,558  -6,177
DEC18 5Y NOTE   116.00 C   20,769      +10   107.25 P  244,618    UNCH
OCT18 2Y NOTE   105.62 C   42,104   +6,105   105.25 P   41,650 +38,935
DEC18 2Y NOTE   105.87 C    5,254       +1   105.00 P   12,000    UNCH
OCT18 EURODLR    97.37 C  138,332     -304    97.37 P  191,380      -9
DEC18 EURODLR    97.62 C  535,292  -12,500    97.25 P  690,692    -926
OCT19 1Y-MIDC    97.12 C   72,670   +2,996    96.87 P  180,274 +13,800
OCT20 2Y-MIDC    97.00 C   48,398      +35    97.00 P   51,815    -100
OCT21 3Y-MIDC    97.25 C   22,174     UNCH    97.00 P   22,551    +676
     NEAREST ATM:     STRIKE     TOTAL   CHANGE    STRIKE     TOTAL  CHANGE
OCT18 10Y NOTE  120.00 C   59,299     +756   120.00 P   49,830    +108
OCT18 10Y NOTE  120.50 C   59,864     +974   120.50 P   23,601    +105
DEC18 10Y NOTE  120.00 C   30,966     +408   120.00 P   34,213     -49
DEC18 10Y NOTE  120.50 C   19,931   +1,150   120.50 P   20,326    +358
OCT18 5Y NOTE   113.50 C   49,829   -1,267   113.50 P   16,531    -211
OCT18 5Y NOTE   113.75 C   33,432     -281   113.75 P      611    UNCH
DEC18 5Y NOTE   113.50 C   13,393      -93   113.50 P    6,652    UNCH
DEC18 5Y NOTE   113.75 C    4,182      +39   113.75 P      389      +4
OCT18 2Y NOTE   105.87 C   11,266     UNCH   105.87 P        0    UNCH
OCT18 2Y NOTE   106.00 C   15,037     UNCH   106.00 P        0    UNCH
DEC18 2Y NOTE   105.87 C    5,254       +1   105.87 P        3    UNCH
DEC18 2Y NOTE   106.00 C      991     UNCH   106.00 P        2    UNCH
OCT18 EURODLR    97.37 C  138,332     -304    97.37 P  191,380      -9
OCT18 EURODLR    97.50 C   88,346     UNCH    97.50 P    9,650    UNCH 
DEC18 EURODLR    97.50 C  373,966   -2,000    97.50 P  349,131 -12,806
DEC18 EURODLR    97.62 C  535,292  -12,500    97.62 P  193,673    UNCH
OCT19 1Y-MIDC    97.12 C   72,670   +2,996    97.12 P   18,859    UNCH
OCT19 1Y-MIDC    97.25 C   30,251   +1,961    97.25 P        0    UNCH
OCT20 2Y-MIDC    97.00 C   48,398      +35    97.00 P   51,815    -100
OCT20 2Y-MIDC    97.12 C   38,939     UNCH    97.12 P   12,017    UNCH  
OCT21 3Y-MIDC    96.87 C    1,500     UNCH    96.87 P    8,164    +452
OCT21 3Y-MIDC    97.00 C   21,220   +2,433    97.00 P   22,551    +676
     PUT/CALL RATIO FOR VOLUME CLEARED:
OCT18 10Y NOTE PUT/CALL RATIO  -- 1.52 (91,463 PUTS VS. 60,168 CALLS)
DEC18 10Y NOTE PUT/CALL RATIO  -- 1.28 (40,813 PUTS VS. 31,781 CALLS)
OCT18 5Y NOTE PUT/CALL RATIO   -- 2.01 (59,686 PUTS VS. 29,689 CALLS)
DEC18 5Y NOTE PUT/CALL RATIO   -- 2.62 (31,094 PUTS VS. 11,864 CALLS)
OCT18 2Y NOTE PUT/CALL RATIO   -- 0.63 (7,200 PUTS VS. 11,505 CALLS)
DEC18 2Y NOTE PUT/CALL RATIO   -- 5.56 (1,611 PUTS VS. 290 CALLS)
OCT18 EURODLRS PUT/CALL RATIO  -- 15.7 (17,033 PUTS VS. 1,086 CALLS)
DEC18 EURODLRS PUT/CALL RATIO  -- 2.18 (152,899 PUTS VS. 70,192 CALLS)
OCT19 1Y-MIDCRVE PUT/CALL RATIO-- 1.16 (37,318 PUTS VS. 32,250 CALLS)
OCT20 2Y-MIDCRVE PUT/CALL RATIO-- 0.66 (2,300 PUTS VS. 3,500 CALLS)
OCT21 3Y-MIDCRVE PUT/CALL RATIO-- 0.68 (2,150 PUTS VS. 3,150 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
FRI OPEN    44.77    49.38    55.08   55.04    68.47     74.81
THU 3:00    45.32    49.61    55.48   55.56    68.51     74.84
THU OPEN    46.12    50.83    55.77   55.95    68.90     75.20
WED 3:00    46.53    51.63    56.10   56.28    69.05     75.36
WED OPEN    47.16    52.24    56.77   56.94    69.32     75.46
TUE 3:00    47.22    51.99    57.09   56.97    69.21     75.46
TUE OPEN    47.43    51.89    57.16   56.87    69.33     75.41
MON 3:00    47.95    52.27    57.16   56.86    69.42     75.58
MON OPEN    48.18    52.73    57.87   57.30    69.52     75.67
--MNI Chicago Bureau; +1 630-698-0154; email: ryan.martin@marketnews.com
[TOPICS: MTABLE,M$U$$$,M$$FI$,MN$FI$]