bankers run
Definition
A loan between banking institutions, with terms ranging from overnight to one week. Interbank loans are facilitated to cover liquidity requirements set by a regulatory agency. In instances where a bank has a shortage of liquid assets, it borrows from other banks whose liquid assets are in excess than that required.
Note the huge drop off on the second chart, this was done January 03, which means they knew ahead of time the crash was coming. Obvious they don’t want to borrow to anybody as who knows where the crash will end up. I went back to 1998 and checked with major drops such as above and most were before huge drops in the DOW and some after large runs in the DOW . Average of 20% correction entailed. some #’s 9300-7480, 10425-8000, 10650-9680, 12800-10400. Second chart shows liquidity was not an issue thru the years of late but now at the bottom and time to reverse.
Thanks Highroller,
That’s a very interesting leading indicator.
You might enjoy these two summaries of last week’s action:
1. Doug Noland http://creditbubblebulletin.blogspot.nl/2018/02/weekly-commentary-subprime-and-short-vol.html describes similarities with 2007 Lehman sub-prime (a liquidity event), and
2. Macro Voices https://www.macrovoices.com/macro-voices-research/podcast-mp3-files/1581-macrovoices-2018-02-08-jared-dillian three money managers interviewed, one a CD expert.
Good luck…
It’s going to be interesting to see if this ends up being a 10-20% correction, or the start of a more serious bear market.
I think quicky 20% , will see what Italy brings and now Turkey flexing powers in Syria. Perhaps if they get their hand slapped they will open the flood gates for 3 million more refugees to flood Germany,Italy…. and that should piss the locals off enough to vote for exit the Euro, then the greenback and dow get bought up as safety along with rising interest rates rising rates don’t hurt the stocks as people will buy into dow if returns are higher. FWIW, Armstrong got Yen on waterfall alert,gdxj at important low, gdx in a waterfall event watch. Been monitoring his system to see if any validity to it. Socrates called the dow drop a week ahead with more downside.His systems are obviously better than my charting so who am I to argue.
See yall at SPX 2303
:p
Interesting point!!!
Why I did not see any change in LIBOR 1 month, or 3 month rates?