4th May 2008

Sorry for the late postings, as I'm currently having my exams for my degree. The news lately is regarding employment figures and fed cuts during this week. Currently, USD/YEN is trading at 105.34-105.37 + 0.62, which is showing a slow recovery for the USD after the fed cut. However, do take note that oil has taken a leap forward to $116.32 (+3.27%) too.
Another view from Warren Buffett:
http://money.cnn.com/2008/05/03/news/companies/buffett/index.htm?postversion=2008050311

Another link to take note of the key rates:
http://www.bloomberg.com/markets/rates/index.html

It's pretty obvious that the LIBOR rates have been falling since the rate cuts started. What is the LIBOR rates?

From this website: http://www.wisegeek.com/what-is-libor.htm

LIBOR, the London Interbank Offered Rate, is the most active interest rate market in the world. It is determined by rates that banks participating in the London money market offer each other for short-term deposits. LIBOR is used in determining the price of many other financial derivatives, including interest rate futures, swaps and Eurodollars. Due to London's importance as a global financial center, LIBOR applies not only to the Pound Sterling, but also to major currencies such as the US Dollar, Swiss Franc, Japanese Yen and Canadian Dollar.
LIBOR is determined every morning at 11:00am London time. A department of the British Bankers Association averages the inter-bank
interest rates being offered by its membership. LIBOR is calculated for periods as short as overnight and as long as one year. While the rates banks offer each other vary continuously throughout the day, LIBOR is fixed for the 24 hour period. Generally, the difference between the instantaneous rate and LIBOR is very small, especially for short durations.

The most important financial derivatives related to LIBOR are Eurodollar futures. Traded at the Chicago Mercantile Exchange (CME), Eurodollars are US dollars deposited at banks outside the United States, primarily in Europe. By holding the deposits outside the country, US depositors are not subject to
Federal Reserve margin requirements, allowing higher leverage of the funds. The interest rate paid on Eurodollars is largely determined by LIBOR, and Eurodollar futures provide a way of betting on or hedging against future interest rate changes.
Interest rate swaps are another significant financial derivative dependent on LIBOR.


In an interest rate swap, two parties exchange sets of interest payments on a given amount of capital. Generally, one party will have a fixed interest payment, while the other will have a variable rate. The variable rate payment stream is often defined in terms of LIBOR. Interest rate swaps, and by extension LIBOR, are extremely important in providing a liquid secondary market for residential mortgages, which in turn allows lower interest rates on US mortgages.
While LIBOR does have implications for transactions conducted in Euros, the advent of the Euro has brought with it the creation of the Euribor. Conceptually similar to the LIBOR, the Euribor benchmark is defined and maintained by the European Banking Federation.


As far as it goes on STI, it has been trading within a frame of 3000 - 3200, which it breaked out a few times. Currently at 3236, it may probably fall back slightly on monday due to the gap on Thursday.

As I have mentioned last year, the inflation and deflation of the USD will be the killer of the financial economy. Basically, to fight inflation, people invest in commodities. Once this happens, most of the commodities like common food or staple products will rise rapidly. The prices of commodities can be viewed here:

http://www.bloomberg.com/markets/commodities/cfutures.html

Now look at what is subprime? I mentioned this during November last year (http://dimitric-trading.blogspot.com/2007/11/chart-for-celestial.html) which indicted this and now the whole world is trying to find inflation. Look at rice, even at my local hawker center, it used to be 30cents per bowl, and now it becomes 50cents! This time lag triggered alot of reactions from various governments by controlling the distribution, price, and alternative sources. But then, seriously, if you are used to eating rice, are you able to get a alternative product to replace it? Especially for Asian countries, it may not be that easy to convince the people to adopt.

This is very interesting, with the whole world trying its best to fight inflation, my take is this inflation may be over faster than expected but the ultimate damage is already done. Why do I say that? Well, if a chicken rice stall has increased its price from $2.50 to $3, do you think they will reduce its price if rice supply regains normal? It is just like the 7% GST that occured last year and many people took the opportunity to raise prices which is much more than the additional 2%.

I will be reading up on past history, for those inflation periods and the methods they used to break out of this cycle, and identify the next industry or business which will emerge from here. I'm not sure whether there was a consistant pattern from the past, but history typically repeats itself, as the market is mainly dominated by human emotions eventually.

I will talk about the economy of US soon and attempt to break down its cycle on how the financials worked in the world's largest consumer market.

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