The premium on a three month/ten year ATM swaption straddle is468 basis points. Annualized vol is136.8 and the daily breakeven is 8.55 basis points.
The premium on a 5year/10 year ATM swaption straddle is1443 basis points. Annualized vol is 115.8 and the daily breakeven is 7.2basis points
Breakeven levels yesterday were 8.6 basis points for the three month option and 7.3 basis points for the five year expiration.