-
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
Commodities
Real-time insight of oil & gas markets
-
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 Chart Packs -
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 SEP 4
EST IMPLIED VOLATILITY/AVG ATM OPTIONS VIA BLOOMBERG, (All Times ET)
USV USX TYV TYX FVV FVX EDU EDV
TUE 3:00 6.71% 6.57% 3.55% 3.51% 2.40% 2.34% 6.61% 10.75%
TUE OPEN 6.54% 6.59% 3.42% 3.54% 2.32% 2.31% 7.44% 11.43%
FRI 3:00 6.19% 6.47% 3.27% 3.51% 2.21% 2.28% 5.78% 11.97%
FRI OPEN 6.30% 6.48% 3.38% 3.54% 2.22% 2.31% 6.52% 11.26%
THU 3:00 6.20% 6.42% 3.22% 3.42% 2.19% 2.31% 6.01% 11.16%
THU OPEN 6.23% 6.41% 3.30% 3.47% 2.24% 2.26% 7.36% 11.80%
WED 3:00 6.12% 6.40% 3.19% 3.41% 2.13% 2.24% 5.47% 11.65%
WED OPEN 6.37% 6.53% 3.36% 3.52% 2.20% 2.28% 5.81% 12.65%
LARGEST O/I: STRIKE TOTAL CHANGE STRIKE TOTAL CHANGE
OCT18 10Y NOTE 121.00 C 95,599 -1,989 119.50 P 98,020 -1,031
DEC18 10Y NOTE 120.00 C 27,848 +301 110.00 P 50,688 +312
OCT18 5Y NOTE 113.75 C 32,983 +201 112.50 P 41,073 +2,401
DEC18 5Y NOTE 115.00 C 20,091 +1 107.25 P 244,618 UNCH
OCT18 2Y NOTE 105.87 C 27,749 +2,000 105.37 P 16,523 +243
DEC18 2Y NOTE 105.87 C 4,772 +1,000 105.00 P 12,000 UNCH
SEP18 EURODLR 97.62 C 334,156 -1,250 97.37 P 529,608 UNCH
OCT18 EURODLR 97.62 C 91,908 +600 97.12 P 175,378 UNCH
OCT19 1Y-MIDC 97.12 C 54,061 +2,500 96.87 P 161,535 +2,200
OCT20 2Y-MIDC 97.00 C 39,245 +5,184 97.00 P 40,574 +11,153
OCT21 3Y-MIDC 97.25 C 22,194 +6,000 97.12 P 11,236 UNCH
NEAREST ATM: STRIKE TOTAL CHANGE STRIKE TOTAL CHANGE
OCT18 10Y NOTE 120.00 C 38,725 -187 120.00 P 65,559 -69
OCT18 10Y NOTE 120.50 C 50,778 +148 120.50 P 24,332 -479
DEC18 10Y NOTE 120.00 C 27,848 +301 120.00 P 30,702 +246
DEC18 10Y NOTE 120.50 C 14,313 -23 120.50 P 18,490 +3
OCT18 5Y NOTE 113.50 C 32,394 -2,059 113.50 P 15,536 +105
OCT18 5Y NOTE 113.75 C 32,983 +201 113.75 P 613 +490
DEC18 5Y NOTE 113.50 C 6,714 +184 113.50 P 6,530 UNCH
DEC18 5Y NOTE 113.75 C 381 UNCH 113.75 P 381 UNCH
OCT18 2Y NOTE 105.87 C 27,749 +2,000 105.87 P 0 UNCH
OCT18 2Y NOTE 106.00 C 13,036 UNCH 106.00 P 0 UNCH
DEC18 2Y NOTE 105.87 C 4,772 +1,000 105.87 P 3 UNCH
DEC18 2Y NOTE 106.00 C 762 UNCH 106.00 P 2 UNCH
SEP18 EURODLR 97.50 C 142,281 UNCH 97.50 P 471,340 UNCH
SEP18 EURODLR 97.62 C 334,156 -1,250 97.62 P 228,623 +5,500
OCT18 EURODLR 97.37 C 82,611 +1,000 97.37 P 158,634 -1
OCT18 EURODLR 97.50 C 68,059 -325 97.50 P 9,850 UNCH
OCT19 1Y-MIDC 97.12 C 54,061 +2,500 97.12 P 17,334 UNCH
OCT19 1Y-MIDC 97.25 C 31,934 UNCH 97.25 P 0 UNCH
OCT20 2Y-MIDC 97.00 C 39,809 +564 97.00 P 41,021 +447
OCT20 2Y-MIDC 97.12 C 33,926 UNCH 97.12 P 11,213 +100
OCT21 3Y-MIDC 96.87 C 1,500 UNCH 96.87 P 7,905 UNCH
OCT21 3Y-MIDC 97.00 C 6,775 UNCH 97.00 P 9,822 UNCH
PUT/CALL RATIO FOR VOLUME CLEARED:
OCT18 10Y NOTE PUT/CALL RATIO -- 0.98 (80,527 PUTS VS. 82,040 CALLS)
DEC18 10Y NOTE PUT/CALL RATIO -- 4.52 (25,769 PUTS VS. 5,700 CALLS)
OCT18 5Y NOTE PUT/CALL RATIO -- 2.04 (23,718 PUTS VS. 11,654 CALLS)
DEC18 5Y NOTE PUT/CALL RATIO -- 0.62 (3,913 PUTS VS. 6,347 CALLS)
OCT18 2Y NOTE PUT/CALL RATIO -- 1.40 (14,521 PUTS VS. 10,355 CALLS)
DEC18 2Y NOTE PUT/CALL RATIO -- 1.50 (3,002 PUTS VS. 2,000 CALLS)
SEP18 EURODLRS PUT/CALL RATIO -- 6.09 (24,350 PUTS VS. 4,001 CALLS)
OCT18 EURODLRS PUT/CALL RATIO -- 0.02 (301 PUTS VS. 19,325 CALLS)
OCT19 1Y-MIDCRVE PUT/CALL RATIO-- 0.55 (3,300 PUTS VS. 6,000 CALLS)
OCT20 2Y-MIDCRVE PUT/CALL RATIO-- 0.03 (500 PUTS VS. 20,000 CALLS)
OCT21 3Y-MIDCRVE PUT/CALL RATIO-- 0.00 (0 PUTS VS. 25,500 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
TUE 3:00 50.37 53.13 58.32 57.40 69.42 75.47
TUE OPEN 50.24 53.17 58.07 57.12 69.22 75.26
FRI 3:00 50.26 53.28 58.03 57.15 69.07 75.13
FRI OPEN 50.27 53.44 58.06 57.19 69.03 75.01
THU 3:00 50.32 52.96 57.89 57.13 69.02 74.99
THU OPEN 50.32 53.02 57.77 57.07 69.09 75.00
WED 3:00 50.56 52.78 58.28 57.21 69.35 75.26
WED OPEN 50.89 53.40 58.43 57.58 69.19 75.26
--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.