Macro Horizons
BMO Capital Markets
BMO strategists discuss the week ahead in U.S. rates and global trends in the FICC macroclimate. Ian Lyngen, Ben Jeffery, and Vail Hartman provide weekly updates on the Fixed Income, Currencies, and Commodities (“FICC”) markets, bringing you thoughtful and timely insights on the U.S. Rates market and respond to questions submitted by listeners and clients. Macro Horizons delivers relevant and insightful commentary to help investors navigate the ever-changing global market landscape. For legal disclosure, visit http://www.bmocm.com/macrohorizons/legal
Episodes
Mentioned books
Mar 10, 2021 • 26min
Pain and SLR-ow - High Quality Credit Spreads
Dan Krieter and Dan Belton discuss the recent widening in credit spreads and a change in their view on the near term path for spreads. Finally, they discuss the pending expirations of exemptions for reserves/Treasury holdings in bank SLR calculations, and what the expiration might mean for credit and swap spreads.
Mar 5, 2021 • 20min
Same As it Never Was - The Week Ahead
Ian Lyngen and Ben Jeffery bring you their thoughts on the U.S. Rates market for the upcoming week of March 8th, 2021, and respond to questions submitted by listeners and clients.
Mar 2, 2021 • 32min
Wake Me Up When September Comes - Monthly Roundtable
Margaret Kerins along with Ian Lyngen, Greg Anderson, Stephen Gallo, Dan Krieter, Ben Reitzes, and Dan Belton from BMO’s FICC Macro Strategy team debate the base case for the US economic recovery and the implications for US and Canadian rates, high quality spreads and foreign exchange.
Feb 26, 2021 • 21min
Bond Ides of March - The Week Ahead
Ian Lyngen and Ben Jeffery bring you their thoughts on the U.S. Rates market for the upcoming week of March 1st, 2021, and respond to questions submitted by listeners and clients.
Feb 19, 2021 • 22min
Riding on Perseverance - The Week Ahead
Ian Lyngen and Ben Jeffery bring you their thoughts on the U.S. Rates market for the upcoming week of February 22nd, 2021, and respond to questions submitted by listeners and clients.
Feb 12, 2021 • 21min
My Punny Valentine - The Week Ahead
Ian Lyngen and Ben Jeffery bring you their thoughts on the U.S. Rates market for the upcoming week of February 15th, 2021, and respond to questions submitted by listeners and clients.
Feb 10, 2021 • 28min
Technical Support - High Quality Credit Spreads
Dan Krieter and Dan Belton discuss credit spreads now trading on top of multiyear lows and if the rally in credit is running out of gas. Finally, they revisit the upward trend in swap spreads and where they will likely go in the near term.
Feb 5, 2021 • 23min
Ready for the Weeknd - The Week Ahead
Ian Lyngen and Ben Jeffery bring you their thoughts on the U.S. Rates market for the upcoming week of February 8th, 2021, and respond to questions submitted by listeners and clients.
Feb 2, 2021 • 33min
Taking Issue(ance) - Monthly Roundtable
Margaret Kerins along with Ian Lyngen, Greg Anderson, Stephen Gallo, Dan Krieter, Ben Reitzes, Dan Belton and Ben Jeffery from BMO’s FICC Macro Strategy team bring you their outlook for US Treasury bill and coupon supply in the context of historical supply trends and market implications.
Jan 29, 2021 • 25min
One Down, Eleven to Go - The Week Ahead
Ian Lyngen and Ben Jeffery bring you their thoughts on the U.S. Rates market for the upcoming week of February 1st, 2021, and respond to questions submitted by listeners and clients.
