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Macro Horizons

Latest episodes

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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.
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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.
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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.
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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.
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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.
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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.
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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.
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Jan 27, 2021 • 35min

Reactions to the January FOMC - High Quality Credit Spreads

Dan Krieter and Dan Belton discuss their takeaways from the January FOMC statement and press conference and its implications for credit spreads. Then they talk about recent activity in the repo market, including why repo rates have fallen, where they go from here, and what it means for swap spreads.
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Jan 22, 2021 • 22min

Recovery Reckoning - The Week Ahead

Ian Lyngen and Ben Jeffery bring you their thoughts on the U.S. Rates market for the upcoming week of January 25th, 2021, and respond to questions submitted by listeners and clients.
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Jan 20, 2021 • 19min

Back to the Grind - High Quality Credit Spreads

Dan Krieter and Dan Belton discuss the recent performance of credit and swap spreads following the Georgia Elections including what it means for their spread targets in the quarters ahead. Other topics include primary market activity in the New Year and the recent outperformance of credit spreads in spite of near-term headwinds.

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