Prieur’s Podcast: What is the LIBOR rate telling us?

 EmailPrint This Post Print This Post


Post referred to in podcast: “U.S. stocks: Anticipating too much too soon?

Did you enjoy this post? If so, click here to subscribe to updates to Investment Postcards from Cape Town by e-mail.

OverSeas Radio Network

5 comments to Prieur’s Podcast: What is the LIBOR rate telling us?

  • Keith Piccirillo

    TedSpread is climbing noticeably, nearing the middle of June 2010 area.

    I try to check in on Saturdays to listen in on Coxe commentary.

    Excellent accent and love getting your Postcards content.
    Thanks from Connecticut.

  • @Keith: Thanks for the compliment re accent. (Never sure what Americans make of it.)

  • Paolo Govetto

    You may be aware that the JSE has listed a number of JIBAR futures contract which extend out 2 years. These are similiar to the Eurodollar contracts of the CME. Remember that JIBAR is more of an average NCD rate (client facing) than an interbank rate and is thus closely linked to the repo rate. This contract makes it possible to take positions and hedge SA short rates. See for more info

  • Tony

    1.In most circumstances, Libor rates track short-term Treasury rates. 2.LIBOR rises on strong economic growth and the expectation of future rate hikes. In the midst of crisis conditions, Libor rates tend to spike, while Treasury rates fall so the spread between the 2 rates must be a better measure of a crisi than Libor alone. If both rates are rising I suspect one can expect a rate hike? I don’t have sufficient data to test the latter hypothesis.

  • Rick Mayor


    Nice addition to your regular postings – I like the audio. Looking forward to your new radio show – keep us posted!


Leave a Reply

You can use these HTML tags

<a href="" title=""> <abbr title=""> <acronym title=""> <b> <blockquote cite=""> <cite> <code> <del datetime=""> <em> <i> <q cite=""> <s> <strike> <strong>




Top 100 Financial Blogs

Recent Posts

Charts & Indexes

Gold Price (US$)

Don Coxe’s Weekly Webcast

Podcast – Dow Jones

One minute - every hour - weekdays
(requires Windows Media Player)
newsflashr network
National Debt Clock

Calendar of Posts

November 2011
« Oct Dec »

Feed the Bull