Macro Horizons

Latest Episodes:

Ready for the Weeknd - The Week Ahead Feb 05, 2021

Show notes

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.

Taking Issue(ance) - Monthly Roundtable Feb 02, 2021

Show notes

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.

One Down, Eleven to Go - The Week Ahead Jan 29, 2021

Show notes

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.

Reactions to the January FOMC - High Quality Credit Spreads Jan 27, 2021

Show notes

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.

Recovery Reckoning - The Week Ahead Jan 22, 2021

Show notes

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.

Back to the Grind - High Quality Credit Spreads Jan 20, 2021

Show notes

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.

Peaked Early? - The Week Ahead Jan 15, 2021

Show notes

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.

The Great Reflation Debate - Monthly Roundtable Jan 12, 2021

Show notes

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.

New Year, New Problems - The Week Ahead Jan 08, 2021

Show notes

Ian Lyngen and Ben Jeffery bring you their thoughts on the U.S. Rates market for the upcoming week of January 11th, 2021, and respond to questions submitted by listeners and clients.

Riding the Blue Wave - High Quality Credit Spreads Jan 06, 2021

Show notes