The Macro Roundtable EP 4

In Episode 4 of The Macro Roundtable, thirteen of the most incisive voices in global macro come together to confront a critical question: Is the modern financial system being quietly transformed by derivatives and regulatory distortions into something unrecognizable?

With banks retreating from credit and FX markets, and interest rate derivatives dominating the landscape, we explore whether central banks are becoming de facto central planners—managing volatility through synthetic instruments instead of interest rates.

Key themes in this episode:

📉 Interest Rate Derivative Surge: What does it reveal about trust in the Fed and policy stability?

🏦 Credit Market Retreat: Are banks signaling a deeper concern about private sector solvency—or are regulations breaking price discovery?

🎭 Synthetic Yield Curve Control: Have swaps and futures become covert tools of monetary management?

🔗 Transmission Breakdown: Can central banks still influence the real economy without functioning two-sided markets?

🛠️ Market Liberalism vs Central Planning: Are we witnessing the end of liberal financial markets?

As always, each analyst delivers their unfiltered take. At the end, we score and heatmap their views across a custom metric designed specifically for this theme—giving you, the viewer, an instant visual grasp of consensus, divergence, and conviction.

This is more than just a panel. It’s macro theory tested in real time.
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