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
Nov 15, 2019 • 26min
And The Tweet Goes On - The Week Ahead
Ian Lyngen, Ben Jeffery, and Jon Hill bring you their thoughts on the U.S. Rates market for the upcoming week of November 18th, 2019, and respond to questions submitted by listeners and clients.
Nov 8, 2019 • 27min
Trading Phases - The Week Ahead
Ian Lyngen, Ben Jeffery, and Jon Hill bring you their thoughts on the U.S. Rates market for the upcoming week of November 12th, 2019, and respond to questions submitted by listeners and clients.
Nov 6, 2019 • 19min
The Danger Zone - UK Election Flash-Cast
Margaret Kerins and Stephen Gallo discuss Brexit developments and the upcoming UK elections.
Nov 1, 2019 • 29min
Reassession Risk - The Week Ahead
Ian Lyngen, Ben Jeffery, and Jon Hill bring you their thoughts on the U.S. Rates market for the upcoming week of November 4th, 2019, and respond to questions submitted by listeners and clients.
Oct 31, 2019 • 31min
Echoes of 2001 - Monthly High Quality Spreads Roundtable
Dan Krieter and Dan Belton share their thoughts on credit spreads for the month of November. Topics include the impact of the ongoing yield grab environment, light issuance, and narrowing swap spreads on credit spreads thus far in 2019 and why the outlook of each of these factors could bring wider spreads into year-end and early 2020.
Oct 25, 2019 • 25min
Fed Up - The Week Ahead
Ian Lyngen and Ben Jeffery bring you their thoughts on the U.S. Rates market for the upcoming week of October 28th, 2019, and respond to questions submitted by listeners and clients.
Oct 23, 2019 • 31min
SOFR at the Halfway Point - Monthly Roundtable
Dan Krieter and Dan Belton provide an update on the SOFR/LIBOR transition at the halfway point between July 2017, when Andrew Bailey’s comments kickstarted the process, and December 2021, the current proposed deadline for the cessation of LIBOR. Topics include: the proliferation of the SOFR-linked FRN market, the construction of a term structure for SOFR, progress on ISDA’s credit spread adjustment equating SOFR to LIBOR in the future, the impact of recent repo market volatility on the transition, and finally, whether or not LIBOR will exist beyond 2021.
Oct 18, 2019 • 26min
London Calling - The Week Ahead
Ian Lyngen, Ben Jeffery, and Jon Hill bring you their thoughts on the U.S. Rates market for the upcoming week of October 21st, 2019, and respond to questions submitted by listeners and clients.
Oct 11, 2019 • 28min
Midcast Crisis - The Week Ahead
Ian Lyngen, Ben Jeffery, and Jon Hill bring you their thoughts on the U.S. Rates market for the upcoming week of October 15th, 2019, and respond to questions submitted by listeners and clients.
Oct 4, 2019 • 28min
Manufacturing Matters - The Week Ahead
Ian Lyngen, Ben Jeffery, and Jon Hill bring you their thoughts on the U.S. Rates market for the upcoming week of October 7th, 2019, and respond to questions submitted by listeners and clients.
