ITC Fixed Income Morning Recap - PAYROLLS DAY (3 Sep)

03/09/2010 11:06:00

ITC Morning Recap---FLOWS/NEWS---PAYROLLS DAY! - UST London/Asia: It’s been a typically lacklustre pre-payrolls overnight UST session with the mkt hugging the NY closes in tight ranges low volumes trading. Desks have seen some decent flows nonetheless,

ITC Fixed Income Meeting- Bund Opening Calls Friday

03/09/2010 06:42:15

Bunds to open around 132.65, Bobl at 122.13, Schatz at 109.76 - UST NY Recap: The long end of the Treasury market sold off sharply based on data which only marginally beat expectations. While the 10y has sold off and the 5s30s/10s30s curves have steepe

ITC Fixed Income Morning Recap: RM Extensions in USTs.

02/09/2010 10:26:57

ITC Fixed Income Morning Recap: - USTs in Tokyo/London: Tokyo saw Japanese RECeiving flows in 10yr and 20yr swaps and the street seemed to be long in anticipation of further RM buying. London has seen the curve flatten- front end under heavy pressure

ITC Morning Meeting: Supply may cap upside in Bunds ahead of

02/09/2010 06:18:37

SEE ATTACHED for Daily Calendar ITC Fixed Income Morning Meeting: Bunds to open around 133.34, bobls at 122.34, Schatz at 109.785 - UST NY Recap: The UST market sold off, led by the long end; 2y, 5y, 10y, and 30y yields rose 2.4bp, 6.8bp, 10.4bp, a

ITC F.I. Morning Recap: heavy sell/PAY flows in USTs/swaps

01/09/2010 11:07:36

ITC Fixed Income Morning Recap: - USTs in Tokyo/London: We've heard nothing but decent selling/PAying flows today. One Asian Bank Portfolio was seen in the swaps market RECeiving 5s and 10s in BIG size which did see a little uptick in futures space- b

ITC Fixed Income Morning Meeting: Bund opening calls

01/09/2010 06:20:53

ITC Fixed Income Morning Meeting: Bunds to open around 134.44, Bobls at 122.63, Schatz at 109.80 - UST NY Recap: UST yields fell again: 2y, 5y, 10y and 30y yields fell 1.6bp, 5.3bp, 6.6bp and 6.9bp, respectively. The FOMC minutes released on Tuesday su

ITC Fixed Income Morning Recap: Bund and UST flow recap

31/08/2010 10:38:50

ITC Fixed Income Morning Recap: - USTs in Tokyo/London: It's month-end today and USTs remain underpinned by the prospect of Real Money duration extensions. Barcap Month-End Index Extensions: US Treasury +0.12, Agency +0.04, MBS +0.05. USTs are high

ITCM Global Daily Calendar (Tues 31 Aug)

31/08/2010 06:46:06

ITCM Global Daily Calendar (Tues 31 Aug)

ITC F.I. Meeting: watching resistance at 134.54 in Bund.

31/08/2010 06:45:33

ITC Fixed Income Morning Meeting: Bunds to open around 134.41, Bobls at 122.565, Schatz at 109.79 - UST NY Recap: The UST curve resumed its bull flattening on Monday, ending the day with yields lower by 6.5bp in 2s, 8.5bp in 3s, and 10.5-11.0bp furthe

ITC F.I. Recap: Large PAYing USD 5yr & 10yr. ALM REC Eur 30y

27/08/2010 11:34:27

ITC Fixed Income Morning Recap: - USTs in Tokyo/London: talk of Japanese Govt intervention in FX and/or fiscal stimulus measures caused the long-end to sell of 3 bps heading into London and caused Exotic books to PAY 30yr rates- HOWEVER there's been