Macro Horizons

Dan Krieter and Dan Belton discuss some recent key developments in the Libor-SOFR transition, including: ISDA’s soon to be released protocol, Libor fallback values, and the potential for a pre-cessation trigger by the end of 2020. In addition, they cover key obstacles that remain including a term structure for SOFR and ultimately whether or not the end of 2021 remains a viable target for the end of Libor.

Ian Lyngen, Ben Jeffery, and Jon Hill bring you their thoughts on the U.S. Rates market for the upcoming week of August 10th, 2020, and respond to questions submitted by listeners and clients.

Margaret Kerins along with Ian Lyngen, Greg Anderson, Stephen Gallo, Dan Krieter, Ben Reitzes, Dan Belton, Jon Hill, and Ben Jeffery from our FICC Macro Strategy team bring you their outlook for the USD and its status as a reserve currency, if and when the increase in money supply will translate into inflation, and the impact of the extension in the period of uncertainty due to the pandemic’s resurgence in the backdrop of massive fiscal and monetary support.

Ian Lyngen, Ben Jeffery, and Jon Hill bring you their thoughts on the U.S. Rates market for the upcoming week of August 3rd, 2020, and respond to questions submitted by listeners and clients.

Dan Krieter and Dan Belton discuss their takeaways from the July FOMC meeting. In addition, they talk about the historical impact of fiscal and monetary stimulus on credit spreads, and what it might suggest for the path of credit spreads in the current environment.

Ian Lyngen, Ben Jeffery, and Jon Hill bring you their thoughts on the U.S. Rates market for the upcoming week of July 27th, 2020, and respond to questions submitted by listeners and clients.

In this episode, Dan Krieter and Dan Belton discuss the drivers of the recent leg narrower in credit spreads, what stories have the power to move the market, and why an unattractive risk/reward profile may suggest taking profits.

Ian Lyngen, Ben Jeffery, and Jon Hill bring you their thoughts on the U.S. Rates market for the upcoming week of July 20th, 2020, and respond to questions submitted by listeners and clients.

Ian Lyngen, Ben Jeffery, and Jon Hill bring you their thoughts on the U.S. Rates market for the upcoming week of July 13th, 2020, and respond to questions submitted by listeners and clients.

Margaret Kerins along with Ian Lyngen, Greg Anderson, Stephen Gallo, Dan Krieter, Ben Reitzes, Dan Belton, Jon Hill, and Ben Jeffery from our FICC Macro Strategy team bring you their outlook for US and Canadian rates, IG spreads, and FX with the market swaying between optimism on the race for a vaccine versus the ultimate, unknown level of economic destruction in the face of re-lockdowns.