Trial now
SILVER TECHS

Bullish Extension

GOLD TECHS

Heading North

WTI TECHS

(M1) Needle Still Points North

BRENT TECHS

(N1) Bullish Conditions Remains Intact

USDCAD TECHS

Extends Lower With Bears In Charge

     EST IMPLIED VOLATILITY/AVG ATM OPTIONS VIA BLOOMBERG, (All Times ET)
            
            USX     USZ    TYX    TYZ    FVX    FVZ     EDV     EDZ
THU 3:00   6.38%   6.40%  3.17%  3.31%  1.97%  2.05%   9.95%   9.76%
THU OPEN   6.21%   6.34%  3.15%  3.34%  1.94%  2.07%  11.54%   9.75%
WED OPEN   6.72%   6.68%  3.39%  3.57%  2.14%  2.18%   8.06%   9.33%
TUE 3:00    N/A     N/A    N/A    N/A    N/A    N/A     N/A     N/A
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
     LARGEST O/I:     STRIKE     TOTAL   CHANGE    STRIKE     TOTAL  CHANGE
NOV18 10Y NOTE  119.00 C   83,411  +24,942   118.00 P  121,178  -2,597
DEC18 10Y NOTE  120.50 C   92,628   +4,758   118.00 P   81,293    +515
NOV18 5Y NOTE   113.25 C   31,739      +39   112.75 P   22,805     -92
DEC18 5Y NOTE   114.00 C   38,301     +400   107.25 P  244,618    UNCH
NOV18 2Y NOTE   105.75 C   22,137       -5   105.12 P   16,763  -4,900
DEC18 2Y NOTE   106.75 C    6,243   +1,830   105.25 P   11,030  +1,897
OCT18 EURODLR    97.37 C  140,362     UNCH    97.37 P  192,107  -5,500
DEC18 EURODLR    97.62 C  468,434   -4,342    97.25 P  669,987 -17,799
DEC19 1Y-MIDC    97.25 C  221,385   -7,497    96.75 P  638,933 -28,171
DEC20 2Y-MIDC    97.25 C  112,016     +550    96.75 P  341,505  -2,525
DEC21 3Y-MIDC    97.50 C   66,014     UNCH    96.50 P  139,061    UNCH
     NEAREST ATM:     STRIKE     TOTAL   CHANGE    STRIKE     TOTAL  CHANGE
NOV18 10Y NOTE  120.00 C   76,999   +2,528   120.00 P   22,540      -1
NOV18 10Y NOTE  120.50 C   48,364     +409   120.50 P    7,259    +147
DEC18 10Y NOTE  120.00 C   49,061      +60   120.00 P   31,311    UNCH
DEC18 10Y NOTE  120.50 C   92,628   +4,758   120.50 P   20,712    UNCH
NOV18 5Y NOTE   113.50 C   23,766       +6   113.50 P    3,114    UNCH
NOV18 5Y NOTE   113.75 C   11,751     -734   113.75 P    1,913      -2
DEC18 5Y NOTE   113.50 C   35,118     +229   113.50 P    6,639     +18
DEC18 5Y NOTE   113.75 C    7,547      -40   113.75 P      393    UNCH
NOV18 2Y NOTE   105.62 C   20,053     +800   105.62 P      108    UNCH
NOV18 2Y NOTE   105.75 C   22,137       -5   105.75 P      181    UNCH
DEC18 2Y NOTE   105.62 C      738     UNCH   105.62 P      322    UNCH
DEC18 2Y NOTE   106.75 C    6,243   +1,830   106.75 P      251    UNCH
OCT18 EURODLR    97.37 C  140,362     UNCH    97.37 P  190,707  -1,400
OCT18 EURODLR    97.50 C  104,636     +250    97.50 P    9,650    UNCH 
DEC18 EURODLR    97.50 C  359,763     -970    97.50 P  330,649    UNCH
DEC18 EURODLR    97.62 C  468,434   -4,342    97.62 P  193,683    UNCH
DEC19 1Y-MIDC    97.12 C  217,382   +6,300    97.12 P  143,798    UNCH
DEC19 1Y-MIDC    97.25 C  221,385   -7,497    97.25 P   87,329    -483
DEC20 2Y-MIDC    97.00 C  101,092   -1,911    97.00 P  273,052  -3,500
DEC20 2Y-MIDC    97.12 C   51,482   +2,829    97.12 P   42,358    UNCH  
DEC21 3Y-MIDC    96.87 C   30,817     UNCH    96.87 P   38,121    -250
DEC21 3Y-MIDC    97.00 C   51,108     UNCH    97.00 P  106,318    UNCH
     PUT/CALL RATIO FOR VOLUME CLEARED:
NOV18 10Y NOTE PUT/CALL RATIO  -- 0.58 (127,708 PUTS VS. 221,122 CALLS)
DEC18 10Y NOTE PUT/CALL RATIO  -- 1.44 (69,847 PUTS VS. 48,581 CALLS)
NOV18 5Y NOTE PUT/CALL RATIO   -- 0.81 (10,467 PUTS VS. 12,981 CALLS)
DEC18 5Y NOTE PUT/CALL RATIO   -- 0.50 (7,479 PUTS VS. 15,108 CALLS)
NOV18 2Y NOTE PUT/CALL RATIO   -- 1.94 (6,459 PUTS VS. 3,321 CALLS)
DEC18 2Y NOTE PUT/CALL RATIO   -- 0.72 (4,505 PUTS VS. 6,299 CALLS)
OCT18 EURODLRS PUT/CALL RATIO  -- 15.0 (11,251 PUTS VS. 751 CALLS)
DEC18 EURODLRS PUT/CALL RATIO  -- 2.82 (97,422 PUTS VS. 34,550 CALLS)
DEC19 1Y-MIDCRVE PUT/CALL RATIO-- 1.44 (110,250 PUTS VS. 76,542 CALLS)
DEC20 2Y-MIDCRVE PUT/CALL RATIO-- 6.05 (29,950 PUTS VS. 4,950 CALLS)
DEC21 3Y-MIDCRVE PUT/CALL RATIO-- 0.00 (2,500 PUTS VS. 0 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 3:00    43.61   50.00    54.19   55.33    68.62     74.36
THU OPEN    43.92   51.25    54.78   55.90    68.81     74.43
WED OPEN    44.96   53.46    55.87   57.12    69.14     74.62
TUE 3:00     N/A     N/A      N/A     N/A      N/A       N/A
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
--MNI Chicago Bureau; +1 630-698-0154; email: ryan.martin@marketnews.com
[TOPICS: MTABLE,M$U$$$,M$$FI$,MN$FI$]