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
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.
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.
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.
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.
Jan 15, 2021 • 19min
Peaked Early? - The Week Ahead
Ian Lyngen and Ben Jeffery bring you their thoughts on the U.S. Rates market for the upcoming week of January 19th, 2021, and respond to questions submitted by listeners and clients.
Jan 12, 2021 • 29min
The Great Reflation Debate - Monthly Roundtable
Margaret Kerins with Ian Lyngen, Greg Anderson, Stephen Gallo, Dan Krieter, Ben Reitzes, Dan Belton and Ben Jeffery from our FICC Macro Strategy team bring you their outlook for US rates, IG spreads, the USD and Canada on the back of the blue wave and the risks they see in the markets they cover.
