Dan Krieter and Dan Belton discuss the unexpected dip in the overnight SOFR rate including its drivers and implications for investors. Other topics include recent factors impacting credit markets, developments in the LIBOR/SOFR transition, and SOFR swaps.

Macro Horizons

SOFR Swoon - High Quality Credit Spreads

BMO strategists discuss the week ahead in U.S. rates and global trends in the FICC macroclimate. Margaret Kerins, Ian Lyngen, Dan Krieter, Jon Hill, Dan Belton, Ben Jeffery, Greg Anderson, Stephen Gallo, Ben Reitzes and other special guests provide weekly and monthly updates on the Fixed Income, Currencies, and Commodities (“FICC”) markets, bringing you thoughtful and timely insights on topics ranging from U.S. Interest Rates to macro focused subjects like the progress toward replacing LIBOR and the path of Monetary Policy. 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

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Macro Horizons