発作の間隔が短くなってきた

FT紙: Money markets signal fears over banks

The difference between the overnight central bank rates and three-month Libor was typically about 12 basis points before global credit turmoil grew worse last summer.

In the US on Wednesday, that spread rose rose 2bp to 77.5bp. The difference had climbed above 80bp on concerns about Bear, then fell back to 60bp in mid-March after the investment bank was sold to JPMorgan Chase.

  • 短期金融市場がまたまた逼迫してきた
  • 8月、12月、先月のベアスタ危機、そして今回
  • だんだん発作の間隔が短くなってきている

TEDで見ると...

本日のTEDは1.41。3月10日頃と同じ水準である。ベアスタ危機の数日前ね。