The guest-host intermolecular potentials for the ground states of Br in the tetrakaidecahedral (T), pentakaidecahedral (P), and hexakaidecahedral clathrate (H) cages have been calculated using ab initio local correlation methods. Applying the local correlation energy partitioning analysis together with first-order symmetry adapted perturbation theory, we obtain a detailed understanding of the nature of the interactions. In particular, the debated question concerning the possible presence of halogen bonding (XB) is carefully analyzed. In the case of the T cage, given its smaller size, the Br-O distance is too short leading to a larger exchange-repulsion for XB orientations which therefore do not represent minima. For the other two cages, the Br-O distance is too large leading to little orbital overlap effects and thus weaker donor-acceptor interactions; however, these orientations coincide with the global minima.