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In this episode, Chris D’Onofrio, one of BMO’s Canadian dollar swap traders, joins me to discuss last week’s Bank of Canada rate cut, terminal rates and where markets might be mispricing the outlook for monetary policy, and whether swap spreads will remain under pressure.
As always, all feedback is welcome.
By BMO Capital Markets5
33 ratings
In this episode, Chris D’Onofrio, one of BMO’s Canadian dollar swap traders, joins me to discuss last week’s Bank of Canada rate cut, terminal rates and where markets might be mispricing the outlook for monetary policy, and whether swap spreads will remain under pressure.
As always, all feedback is welcome.

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