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t U ) 1 (516/617) ^ — — — Selected Interest & Exchange Rates Weekly Series of Charts April 14,1986 DIVISION OF INTERNATIONAL FINANCE Prepared by the FINANCIAL MARKETS SECTION BOARD OF GOVERNORS FEDERAL RESERVE SYSTEM Washington* D C. 20551 ) Table of Contents TABLES SUBSCRIPTION RATES: 1. LATEST FIGURES PLOTTED Weekly $15.00 per year or $.40 each in the United States, its possessions, Canada, and Mexico, 10 or more of the same issue to one address, $13.50 per year or $.35 each. Elsewhere, $20.00 per year or $.50 each. Address requests to Publications Services, Division of Administrative Services, and make payment remittance payable to the order of the Board of Governors of the Federal Reserve System in a form collectible at par in U.S. Currency. 2. DAILY CERTIFIED SPOT EXCHANGE RATES-H.10 RELEASE CHARTS 1. SPOT EXCHANGE RATE INDICES 2. 3-MONTH FORWARD EXCHANGE RATES 3. GOLD PRICE-LONDON 4. CALL MONEY RATES 5. 3-MONTH INTEREST RATES 6. EURO-DOLLAR DEPOSIT RATES 7. SELECTED EURO DOLLAR AND U.S. MONEY MARKET RATES a INTEREST ARBITRAGE: 3-MONTH FUNDS 9. LONG-TERM GOVERNMENT BOND YIELDS 10. INDUSTRIAL STOCK INDICES CHART 1 SPOT EXCHANGE INDICES DOLLAR PRICES OF FOREIGN CURRENCIES AND WEIGHTED AVERAGE VALUES (THIN LINE) AVERAGES FOR WEEK ENDING WEDNESDAY RATIO s MARCH 197;1=100 \LE 73=100 200 180 FOREIGN CURRENCY PRICE OF U.S. DOLLAR 50 45 ITALIAN LIRA 160 40 140 35 120 30 100 25 160 — — 200 180 180 JAPANESE YEN GERMAN MARK 120 160 r | 140 - - I 1 1 1 80 l l 140 120 100 100 Iilllllllll 80 140 140 120 200 — CANADIAN DOLLAR I DUTCH GUILDER - 120 100 100 90 90 80 80 70 I 60 I I I I I 60 — 90 80 70 - 90 U K POUND 80 iFRENCH FRANC 70 70 60 60 50 50 1 1 1 40 1 40 240 120 SWISS FRANC BELGIAN FRANC 90 200 180 80 160 70 140 60 120 100 I 50 1984 1986 J I \ J 1984 I l l l l l i l l i l l I III 111lllll 1986 100 CHART 2 3-MONTH FORWARD EXCHANGE RATES PREMIUM (+) OR (-> AVERAGES FOR WEEK ENDING WEDNESDAY :NT PER ANNUM PERCENT PER AF 4 8 JAPANESE YEN ' CANADIAN DOLLAR 0 — A — 0 4 I 8 4 4 I I I I I IIIIIIIIII I 4 12 U. K. POUND SWISS FRANC + 0 8 4 4 8 8 I GERMAN MARK I I I I 0 I 8 DUTCH GUILDER 4 4 0 0 8 8 FRENCH FRANC ITALIAN LIRA + 0 0 8 8 16 16 24 24 32 I I 1984 I I 1986 I I I I 1984 I ill 32 1986 CHART 3 PRICE OF GOLD IN LONDON AVERAGES FOR WEEK ENDING WEDNESDAY U.S. c .ARS PER FINE OUNCE U.S. DOLLARS PER FINE 520 520 500 500 480 480 460 460 12.5 Kg BARS 440 440 AFTERNOON FIXING PRICE 420 420 400 400 380 380 360 360 340 340 320 320 300 300 280 I II 260 1983 1984 M I I l l 1985 1986 CHART 4 CALL MONEY RATES WEEKLY SERIES NT PER ANNUM PERCENT PER M 20 20 16 12 . V 8 16 FRANCE U.S. FEDERAL FUNDS 12 ^ k Xz • v 8 4 4 JAPAN 0 I I I I I I 1 1 1 1 1 1 1 i i l l Mi i l l i 0 20 20 16 SWITZERLAND 16 CANADA 12 12 8 8 4 4 0 I IIII I I II I I I I II I II 0 20 20 16 16 UNITED KINGDOM 12 - iGERMANY 8 vv 4 >— • 8 V/v-V-A 4 NETHERLANDS i 0 \v 1984 1986 i i i 11 1984 12 ,, I , , I , , I, I 1986 0 CHART 5 3-MONTH INTEREST RATES WEEKLY SERIES T PER ANNUM 14 — U.S. CD'S 12 10 8 WEIGHTED AVERAGE FOREIGN RATE V/* 9 6 4 I I I I I I ** ,: ..Intnl., I I PERCENT PER AN 16 V CANADIAN FINANCE CO. PAPER 14 JL - 12 10 8 I I I I I ill illlIII 16 6 14 FRENCH INTERBANK RATE U K WTERBANK STERLING 14 12 12 10 10 8 8 6 10 10 8 NETHERLANDS INTERBANK RATE GERMAN INTERBANK RATE 8 6 6 -^r 4 I 2 I 4 I I I I 2 8 9 SWISS INTERBANK RATE 6 6 JAPANESE GENSAKI RATE A , . * 7 \r 4 2 6 • 1 1 1 5 1984 1986 : I I 1984 I i ill i h i l l i 1986 0 CHART 6 EURO-DOLLAR DEPOSIT RATES LONDON AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER AL ENT PER ANNUM 16 16 3-MONTH OVERNIGHT 14 14 12 12 10 10 8 8 6 6 16 16 7-DAY 6-MONTH 14 14 12 12 10 10 8 8 6 6 16 16 1-MONTH 1-YEAR 14 14 12 12 10 10 8 8 6 6 1984 1986 1984 1986 CHART 7 SELECTED EURO-DOLLAR AND U. S. MONEY MARKET RATES DIFFERENTIAL: PLUSW, FAVORS BORROWING IN U. S. AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER ANNUM PERCENT PER ANNUM 16 16 14 14 FEDERAL FUNDS 3-MONTH DASHED LINE EURO-DOLLAR DEPOSITS 12 - 10 - 8 - 12 10 90-DAY CD* S - 8 - 6 OVERNIGHT EURO-DOLLAR DEPOSITS 6 — I I 111111111111 M 111111111 I 4 2 DIFFERENTIAL DIFFERENTIAL * 11 i i i I I I 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 11111 1984 1 PERCENT ON DIFFERENTIAL SCALE = 2 PERCENT ON RATE SCALE 1986 I I I I I 1984 I 11111111111 _ — 111M111111 1986 CHART 8 INTEREST ARBITRAGE: 3-MONTH FUNDS DIFFERENTIAL: PLUS(+), INDICATES FAVOR DOLLAR ASSETS AVERAGES FOR WEEK ENDING WEDNESDAY PERC T PER ANNUM PERCENT PER AN 18 18 CANADIAN FINANCE CO. PAPER, COVERED EURO-DOLLAR DEPOSITS 14 DASHED LINE 14 10 10 INTERBANK STERLING COVERED LONDON 6 6 U. S. COMMERCIAL PAPER III ll 2 2 2 DIFFERENTIAL 2 DIFFERENTIAL + 0 2 0 I I I II I I I I I I UNI 2 18 18 INTERBANK DM 14 SWISS INTERBANK (SF) COVERED COVERED FRANKFURT 14 10 10 EURO-DOLLAR DEPOSITS 6 2 2 0 EURO-DOLLAR DEPOSITS DASHED LINE I I I I 6 DASHED LINE I I 2 I 2 DIFFERENTIAL DIFFERENTIAL 0 a/Y/V\JA/z^^ I 2 I I I 1984 I I 1986 P E R C E N T ON DIFFERENTIAL S C A L E = 2 P E R C E N T ON RATE S C A L E I I I I I 1984 2 I 1986 CHART 9 LONG-TERM GOVERNMENT BOND YIELDS WEEKLY SERIES IT PER ANNUM PERCENT PER AN 17 - UNITED STATES CANADA 13 - - - 15 — 13 11 11 9 9 7 I I I I I I 11111111111 I I I M I I I I M 7 9 15 13 UNITED KINGDOM 7 SWITZERLAND 11 5 9 3 d LL± 7 ! _ L 10 Ml 1 10 IGERMANY 8 • - 8 6 6 I 4 I I I I I I I I I I I I i 11 I I I I I I 11111 I 4 18 18 U. S. CORPORATE MONTHLY 16 16 FRANCE A M BONDS 14 14 12 12 ,0 NETHERLANDS 10 MONTHLY 8 8 I I III I I I I 6 1984 1986 1984 1986 6 CHART 10 INDUSTRIAL STOCK INDICES WEEKLY SERIES RATIO SCALE 1969=100 RATIO SCALE 1969=100 340 300 - — - 260 — — - UNITED STATES 180 - 140 - I I I I I — 260 — 220 - — r y . f) INETHERLANDS - 140 - 100 n - Illllllllil illllllllil — 300 180 - jJ J . V\j i I I I I 180 - 140 I IIIIIIMIM 100 — 340 - 300 - 260 - 220 - 180 - 140 ni.iii.iii 100 — - - - - — - - __ I I Ax J / GERMANY A I I I I I i.i.iiiiin I 285 380 340 f — — J 300 260 - - J' - FRANCE 180 — 140 - 340 255 - - J JT — A 140 - 195 /A/ J — — 135 - 105 illllllllil 75 - A i i I I I i . h i l n l n i.IMII.I.. I I I 1 1 1 — 340 - — JAPAN 220 180 225 165 SWITZERLAND • 300 260 - — 220 100 260 - - a A / i I 300 220 - I 100 — / > /vv< /AWV^ Avu^xzx - f UNITED KINGDOM 220 340 / 340 - I I I I I 1984 I — 1986 M/V — 260 - 220 - 180 Illllllllil 140 - 1 illllllllil 300 y* - - - CANADA - 1 1 1 1 1984 1 iiliiliiln 1986 SERIES CHART 1. SPOT LAST VALUE PLOTTED DATE VALUE NAME EXCHANGE R A T E S AND I N D I C E S WEEKLY AVERAGES, NOON BUYING BATES (U.S. CENTS) GERMAN MARK JAPANESE XEN DUTCH GUILDER U . K . POUND CANADIAN DOLLAR FRENCH FRANC S W I S S FRANC BELGIAN FRANC ITALIAN LIRA SWEDISH KBONA INDICES, MARCH 1 9 7 3 BASE RATES = WEIGHTED AVERAGE EXCHANGE VALUE I N D I C E S , ( G - 1 0 COUNTRIES PLUS SWITZERLAND) CHART 2 . 9 9 9 9 9 9 9 9 9 9 42.17 0.55361 3 7 . 4J 145.75 7 2 . 08 13. 33 50.31 2. 05883 0.06130 13. 42 APRIL APRIL APRIL APRIL APRIL APRIL APRIL APRIL APRIL 9 9 9 9 9 9 9 9 9 118.61 144.95 107.46 58.95 71.84 60.08 161.86 81.13 34.82 9 9 9 9 9 9 9 9 9 9 9 119.87 145.47 177.79 125.7* 65.32 81.66 66.43 190.06 93.24 37.45 67.67 9 9 9 9 9 9 9 9 -2.75 -3.58 2.63 -1.83 3.07 1.72 2.13 -5.37 100 GERMAN MARK JAPANESE YEN DUTCH GUlLDEIi U . K . POUND CANADIAN DOLLAR FRENCH FfiANC SWISS FRANC BELGIAN FRANC ITALIAN LIRA U . S . DOLLAR GERMAN MARK JAPANESE YEN DUTCH GUILDER U . K . POUND CANADIAN DOLLAR FRENCH FRANC S W I S S FfiANC BELGIAN FRANC ITALIAN LIRA SWEDISH KRONA APRIL APRIL APRIL APRIL APRIL APRIL APRIL APRIL APRIL APRIL MAR 1 9 7 3 = 100 APRIL APRIL APRIL APRIL APRIL APRIL APRIL APRIL APRIL APRIL APRIL 3-MONTH FORWARD EXCHANGE R A T E S , PREMIUM OR DISCOUNT CANADIAN DOLLAR U . K . POUND GERMAN MARK FRENCH FRANC SWISS FfiANC DUTCH GUILDER JAPANESE YEN D A L I A N LIRA APRIL APRIL APRIL APRIL APRIL JtfiRIL APRIL APRIL LAST VALUE PLOTTED DATE VALUE S E R I E S NAME CHART 3 - GOLD P R I C E I S LONDON, AFTERNOON FIXING U.S. CHART 4 . CHART 5 . ; 3 d b . tiJ APRIL APRIL APRIL APRIL APRIL APRIL APRIL APRIL APRIL 9 9 9 9 9 9 9 9 9 7.05 7.15 11.35 11. 25 4.40 5.01 8. 72 5 . 18 APRIL APRIL APRIL APRIL APRIL APRIL APRIL APRIL APRIL 9 9 9 9 9 1.00 6.81 9 4 . 47 5.05 9.96 10.84 3.95 9 9 9 8. 20 5.29 7.14 9 9 7.15 7.21 7 . 15 7.01 6.99 7.00 EURO-DOLLAR DEPOSIT RATES: LONDON APRIL APRIL APRIL APRIL APRIL APRIL OVERNIGHT 7-DAY 1-MONTH 3-MONTH * 6-MONTH 1-YEAR CHART 7 . 9 3-MONTH INTEREST BATES U . S . 90-DAY C D ' S , SECONDARY MARKET GERMAN INTERBANK LOAN JAPANESE GENSAKI RATE CANADIAN FINANCE PAPER INTERBANK STERLING SWISS INTERBANK LOAN FRENCH INTERBANK RATE NETHERLANDS INTERBANK RATE WEIGHTED AVERAGE FOREIGN INTEREST RATE ( 6 - 1 0 COUNTRIES PLUS SWITZERLAND) CHART 6 . APRIL CALL MONEY RATES U . S . FEDERAL FUNDS OVERNIGHT EURO-DOLLAR DEPOSITS U. K. CANADA GERMANY JAPAN FRANCE NETHERLANDS SWITZERLAND , . - DOLLARS PES F I N E OUNCE SELECTED EURO-DOLLAR AND U . S . 9 9 9 9 MONEI MARKET RATES OVERNIGHT EURO-DOLLAR DEPOSITS U . S . FEDERAL FUNDS DIFFERENTIAL APRIL APRIL APRIL 9 9 9 3-MONTH EURO-DOLLAR DEPOSIT RATE U . S . 90-DAY C D ' S , SECONDARY MARKET DIFFERENTIAL APRIL APRIL APRIL 9 9 9 7.15 7.05 0.10 7.01 6.81 0.23 LAS1 VALUE PLOIIED DATE VALUE SERIES NAME CHART 8. INTEREST ARBITRAGE, 3-MONlU FUNDS EURO-DOLLAR DEPOSIT INTERBANK STERLING (LONDON), COVERED DIFFERENTIAL APRIL APRIL APRIL 9 9 9 7.01 7 . 1© - 0 . 15 U . S . COMMERCIAL PAPER CANADIAN FINANCE PAPER, COVERED DIFFERENTIAL APRIL APRIL APRIL 9 9 9 6.83 7 . 14 - 0 . 28 EURO-DOLLAR DEPOSIT INTERBANK DM (FRANKFURT) , DIFFERENTIAL APRIL APRIL APRIL 9 9 9 7.01 7 . 13 - 0 . 12 APRIL APRIL APRIL 9 9 9 7.01 7.05 -0.03 APRIL MARCH JAN. MARCH MARCH MARCH FEB. APRIL 4 28 7.39 5. 6b 6.29 4. 23 9 . 58 9.51 6.84 8.70 COVERED EURO-DOLLAR D E P O S I T SWISS INTERBANK, COVERED DIFFERENTIAL CHART 9 . LONG TERM GOVERMENT BOND I I E L D S UNITED STATES GERMANY JAPAN (MONTHLY) SWITZERLAND CANADA FRANCS NETHERLANDS (MONTHLY) UNITED KINGDOM U.S. ' FEB. 9.67 STOCK I N D I C E S UNITED STATES UNITED KINGDOM CANADA GERMAN! SWITZERLAND NETHERLANDS FRANCE JAPAN 4 CORPORATE AAA BONDS CHART 1 0 . 21 14 28 APRIL APRIL APRIL APRIL APRIL APRIL APRIL APRIL 2 2 2 2 2 2 2 2 240.43 312.06 300.09 299.04 199.42 304.35 356.61 329.85 FEDERAL RESERVE statistical release :::::: APRIL 1 1 , H.10 (512) 1986 FOREIGN EXCHANGE RATES FOU THE W£BK ENDING APKJLL 1 1 , 1986 The Board of Governors of the Federal Reserve System Is advised that the Federal Reserve Bank of New York has certified for customs purposes the following noon buying rates In New York City for cable transfers payable In foreign currencies: COOHTBY aOMBTlBI USIT •AOSTBALIA AOSTBIA BELGIUH BBA2IL CANADA CHINA,P.B. DENHABK FINLAND FBANCE 6BBHAMI GBBBCB HOBG KOBG INDIA •IBBLAND ITALY JAPAN BALAISIA NBIHBBLANDS •NEB ZEALAND NOBBAX POBTOGAL SINGAPORE •SOUTH AFBICA SO0TB KOBEA SPAIN SB1 LANKA SWEDEN SB1TZBBLABD TAINAN THAILAND •UNITED KINGDOB DOLLAB SCHILLING FRANC CBUZADO DOLLAR TUAN KBONE HABKKA FBANC D . HABK DBACHHA DOLLAB BUPSB POUND LISA IEN BINGGIT GUILDEB DOLLAB KBONE ESCODO DOLLAB BAND NON PESETA BUPBB KBOIA FBANC DOLLAB BABT POUND 1BHO: •UNITED STATES DOLLAB APB. 7 71. lb. 18. 13. 1. 3. 76 822 900 84 3863 2288 6. 8 1 2 5 5. 3350 7, 6237 2. 3 9 6 5 150. 250 7. 8140 12. 5 4 0 0 1 2 7 . 12 1 6 4 0 , 00 182. 8 5 2. 6925 2. 7 0 0 5 5 5 . 180 7. 4275 1 5 6 . 000 2. 2 0 8 0 47. 75 8 8 9 . 10 151. 300 27. 717 7. 5 2 0 0 2. 0 1 3 0 38. 780 540 145. 5 5 26. 120.91 rtmneacT H M T T S APB. 8 7 2 . 00 16. 4 3 0 47. 710 13. 8 4 1. 3 8 4 0 3 . 2288 8. 6 1 0 0 5. 2 3 5 0 7. 4470 2. 3390 145. 5 0 0 7. 8130 12. 5 0 0 0 130. 1 3 1 6 0 3 . 00 180. 0 5 2. 6 5 3 0 2. 6 3 4 5 54, 650 7. 2 9 0 0 153. 250 2. 1 9 9 0 4 9 . 10 8 8 9 . 60 1 4 9 . 000 27. 742 7. 3825 1. 9 7 6 5 38. 770 26. 600 146. 0 5 118.77 PKB APB. nniT.in 9 71.81 16.410 47.540 13.84 1.3829 3.2223 8.6075 5.2450 7.4480 2.3425 145.400 7.8060 12.5600 130.45 1599.00 180.05 2.6340 2.6360 55.020 7.3275 153.250 2.1985 48.95 889.20 147.500 27.747 7.3975 1.9565 38.760 2 6 . 520 146.10 118.72 APB. 10 71. 42 16. 3 6 7 4 7 . 260 13. 8 4 . 1. 3 8 8 5 3. 2223 8. 5 9 0 0 5. 2 5 0 0 7. 4 0 8 0 2. 3 2 8 0 145. 4 0 0 7. 8 0 6 0 12. 5 5 0 0 130. 6 159b. 00 1 7 8 . 80 2. 6 3 0 5 2. 6 2 2 5 54. 850 7. 3 1 2 5 1 5 3 . 6 00 2. 1 9 6 5 • 48. 5 5 888. 80 147. 400 21. 7 8 8 7. 3 8 0 0 1. 9 4 5 0 38. 740 26. 5 4 0 146. 15 118-26 APB. 11 7 1 . 60 16. 180 4 6 . 760 13. 8 4 1. 3 9 1 0 3. 2159 8. 4850 5. 2030 7. 3450 2. 3 0 7 0 143. 6 0 0 7. 8 0 4 0 12. 4 8 0 0 131. 90 1 5 7 9 . 00 178. 35 2 . 6060 2. 5 9 7 0 55. 250 7. 2»00 1 5 1 . 700 2. 1810 4 9 . 39. 888. 40 145. 700 27. 803 7. 3225 1. 9 2 4 0 3 8 . 720 480 1 4 7 . 60 26. 117.37 » 1 I D M OF H116HT1J A f l H i e i ' m c a A N G g 7A1.DE OF B . S . D O L U S A C A l l S f C 0 M Z : C 1 M ' Of Of MM < M U CODNTBIBS. EABCB 1 9 7 3 • 1 0 0 . BEIC1TS ABB 1 9 7 2 - 7 6 GLOBAL TBADE OF EACH OF TBE 10 COOBTBIES SEBIBS BETISED AS OF A0GOST 1 9 7 8 . FOB DESCRIPTION AND BACK DATA, SEE "INDEX OF THE BEIGHTED-AWBBAGB EXCHANGE fALOE OF THE U . S . DOLLAB: B E i l S I O N " ON PAGE 7 0 0 OF THE AUGUST 1 9 7 8 FSDEBAL B E S E E M BULLETIN. • f A L B I I S U . S . CENTS
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