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(5 1 6 / 5 1 7 ) Selected Interest 8 . Exchange Rates W eekly Series o f Charts April 18, 1983 DIVISION OF INTERNATIO NAL FINANCE Prepared by the FIN A N C IA L MARKETS SECTION BOARD OF GOVERNORS FEDERAL RESERVE SYSTEM Washington, D.C. 20551 Table o f Contents TABLES SUBSCRIPTION RATES: 1. LATEST FIG URES 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 2. D A IL Y C E R T IF IE D SPOT EXCHANGE RATES-H.10 RELEASE each. Address requests to Publications Services, Divi CHARTS 1. SPOT EXCHANGE RATE INDICES 2. 3-M ONTH FORW ARD EXCHANGE RATES 3. GOLD PRICE--LONDON 4. C ALL M O NEY RATES 5. 3-M ONTH INTEREST RATES 6. EURO DOLLAR DEPOSIT RATES 7. SELECTED EURO-DO LLAR AND U.S. M O NEY M A RK ET RATES a INTEREST A R B ITRA G E: 3-M ONTH FUNDS 9. LONG-TERM G O V E R N M E N T BOND Y IE LD S 10. IN D U S T R IA L STOCK INDICES sion 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. CHART 1 + SPOT EXCHANGE INDICES DOLLAR PRICES OF FOREIGN CURRENCIES AND WEIGHTED AVERAGE VALUES (THIN LINE) AVERAGES FOR WEEK ENDING WEDNESDAY RATIO SCALE MARCH 1973=100 RATIO SCALE MARCH 1973=100 160 140 FOREIGN CURRENCY PRICE OF U.S. DOLLAR 120 j^ - 100 80 f l | | | 11111111111 n l i i l i i l i i 180 160 140 120 100 120 100 80 60 1981 1983 1981 1983 CHART 2 + P E R C E N T P ER A N N U M PER C E N T PER ANN UM + 3-MONTH FORWARD EXCHANGE RATES PREMIUM (+) OR (-) AVERAGES FOR WEEK ENDING WEDNESDAY 12 6 0 6 18 12 6 0 1981 1983 1981 1983 CHART 3 PRICE OF GOLD IN LONDON AVERAGES FOR WEEK ENDING WEDNESDAY U .S . D \R S P E R F IN E O U N C E U .S . D O L L A R S P E R F IN E O U N C E 800 800 750 750 700 700 650 650 600 600 550 550 500 500 450 450 400 400 350 350 300 300 250 250 1980 1981 1982 1983 CHART 4 + CALL MONEY RATES WEEKLY SERIES :n t per P E R C E N T P ER annum 28 24 24 20 U. S. FEDERAL FUNDS 20 16 16 12 12 8 8 4 4 0 24 24 20 20 16 16 12 12 8 8 4 4 + 0 + 0 24 20 20 16 16 12 12 6 8 4 4 0 1981 1983 1981 1983 CHART 5 -h :n t 3-MONTH INTEREST RATES WEEKLY SERIES per P E R C E N T PER annum 22 24 U. S. CD'S 18 20 14 16 10 12 6 20 8 16 16 12 12 8 8 4 12 16 12 8 8 4 4 0 1981 1983 1981 1983 CHART 6 -h -h EURO-DOLLAR DEPOSIT RATES London AVERAGES FOR WEEK ENDING WEDNESDAY ENT PER ANNUM PER C E N T PER 24 24 20 20 16 16 12 12 8 8 4 4 24 24 20 20 16 16 12 12 8 8 4 4 24 24 20 20 16 16 12 12 8 8 4 4 1981 1983 1981 1983 CHART 7 SELECTED EURO-DOLLAR AND U. S. MONEY MARKET RATES DIFFERENTIAL: PLUS(+), FAVORS BORROWING IN U. S. AVERAGES FOR WEEK ENDING WEDNESDAY P E R C E N T P ER A N N U M PER C E N T PER ANNUM 26 22 18 14 10 6 3 2 io+ 1 1 2 3 4 1981 1 PERCENT ON DIFFERENTIAL SCALE = 2 PERCENT ON RATE SCALE 1983 1981 1983 CHART 8 + INTEREST ARBITRAGE: 3-MONTH FUNDS DIFFERENTIAL: PLCIS(+), INDICATES FAVOR DOLLAR ASSETS AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER ANNUM + PERCENT PER ANNUM 28 20 12 4 2 + 0 28 20 - 20 12 - 12 4 2 1981 1 PERCENT ON D IF F E R E N T IA L 1983 SCALE = 2 PERCENT ON RATE SCALE CHART 9 LONG-TERM GOVERNMENT BOND YIELDS WEEKLY SERIES 19 19 15 15 11 11 7 15 7 9 11 5 7 13 1 13 9 9 5 22 5 22 18 18 14 14 10 10 6 6 1981 1983 1981 1983 CHART 10 + + INDUSTRIAL STOCK INDICES WEEKLY SERIES R A T IO S C A L E R A T IO S C A L E 1969=100 1969=100 1981 1983 1981 1983 LAST VALUE PLOTTED DATE VALUE SERIES SAME CHART 1. SPOT EXCHANGE BATES AND INDICES WEEKLY AVERAGES, NOON BUYING BATES (U-S. CENTS) GERMAN MARK JAPANESE YEN DUTCH GUILDER U.K. POUND CANADIAN DOLLAR FRENCH FRANC SWISS FRANC BELGIAN FRANC ITALIAN LIRA APRIL APRIL APRIL APRIL APRIL APRIL APRIL APRIL APRIL 13 13 13 13 13 13 13 13 13 41.21 0.41957 36.58 152.28 81.03 13.75 48.74 2.07085 0.069 19 APRIL APRIL APRIL APRIL APRIL APRIL APRIL APRIL APRIL 13 13 13 13 13 13 13 13 13 115.94 109.86 105.02 61.59 80.76 61.94 156.79 81.60 39.31 13 13 13 13 13 13 13 13 13 13 13 121.61 143.49 132.01 124.25 69.42 93.78 69.61 186. 10 94.94 43.20 68. 1C 13 13 13 13 13 13 13 13 -0. 13 -0.74 4.33 -4.37 5.26 -2.65 3.06 -7.43 INDICES, MARCH 1973 BASE RATES = 100 GERMAN MARK JAPANESE YEN DUTCH GUILDER U.K. POUND CANADIAN DOLLAR FRENCH FRANC SWISS FRANC BELGIAN FRANC ITALIAN LIRA WEIGHTED AVERAGE EXCHANGE VALUE INDICES, MAR 1973 = 100 (G-10 COUNTRIES PLUS SWITZERLAND) U.S. DOLLAR GERMAN MARK JAPANESE YEN DUTCH GUILDER U.K. POUND CANADIAN DOLLAR FRENCH FRANC SWISS FRANC BELGIAN FRANC ITALIAN LIRA SWEDISH KRONA APRIL APRIL APRIL APRIL APRIL APRIL APRIL APRIL APRIL APRIL APRIL CHART 2. 3-MONTH FORWARD EXCHANGE RATES, PREMIUM OR DISCOUNT CANADIAN DOLLAR U.K. POUND GERMAN MARK FRENCH FRANC SWISS FRANC DUTCH GUILDER JAPANESE YEN ITALIAN LIRA APRIL APRIL APRIL APRIL APRIL APRIL APRIL APRIL LAST VALUE PLOTTED DATE VALUE SERIES NAME CHAET 3. GOLD PRICE IN LONDON, AFTERNOON FIXING U.S. DOLLARS PER FINE OUNCE CHAfiT APRIL 13 427.15 APRIL 13 A PRIL 13 APRIL 8 MARCH 25 APRIL 8 APRIL 1 APRIL 8 APRIL 8 JAN. 1 APRIL 1 8.76 9.04 10.25 9.00 4.65 4.45 6.38 12.63 10.30 2.28 APRIL APRIL APRIL APRIL APRIL APRIL APRIL 13 13 13 13 13 13 13 8.70 5. 16 6.69 9.48 10. 17 4.02 8. 19 APRIL APRIL APRIL APRIL APRIL APRIL 13 13 13 13 13 13 9.04 9. 15 9.18 9.30 9.40 9.56 OVERNIGHT EURO-DOLLAR DEPOSITS U.S. FEDERAL FUNDS DIFFERENTIAL ADJ- FOR RESERVE REQUIREMENTS APRIL 13 APRIL 13 APRIL 13 9.04 8.76 0.28 3-MONTH EURO-DOLLAR DEPOSIT RATE U.S. 90-DAY CD'S, SECONDARY MARKET DIFFERENTIAL APRIL 13 APRIL 13 APRIL 13 9.30 8.70 0.60 CALL MONEY RATES U.S. FEDERAL FUND£j OVERNIGHT EURO-DOLLAR DEPOSITS U.K. 2-DAY LOCAL AUTHORITY DEPOSITS CANADA GERMANY EURO-DM JAPAN FRANCE NETHERLANDS EURO-SWISS FRANC CHART 5. 3-MONTH I NTEREST RATES U.S. 90-DAY C D ’S, SECONDARY MARKET GERMAN INTERBANK LOAN J APANESE BANK LOANS & DISCOUNTS CANADIAN FINANCE PAPER INTERBANK STERLING SWISS INTERBANK LOAN WEIGHTED AVERAGE FOREIGN INTEREST RATE (G-10 COUNTRIES PLUS SWITZERLAND) C H A R T 6. EURO-DOLLAR DEPOSIT RATES: LONDON OVERNIGHT 7-DAY 1-MCNTH 3-MONTH 6-MONTH 1-YFAR CHART 7. SELECTED EURO-DOLLAR AND U.S. MONEY MARKET RATES SERIES NAME CHART LAST VALUE PLOTTED DATE VALUE i. INTEREST ARBITRAGE, 3-MCNTH FUNDS EURC-DOLLAR DEPOSIT INTERBANK STERLING (LONDON), COVERED DIFFERENTIAL APRIL 13 APRIL 13 APRIL 13 9-30 9.41 -0. 11 U.S. COMMERCIAL PAPER CANADIAN FINANCE PAPER, COVERED DIFFERENTIAL APRIL 13 APRIL 13 APRIL 13 8.56 9.35 -0.79 EURO-DOLLAR DEPOSIT INTERBANK DM (FRANKFURT), COVERED DIFFERENTIAL APRIL 13 APRIL 13 APRIL 13 9.30 9.55 -0.25 EURO-DOLLAR DEPOSIT SWISS INTERBANK, COVERED DIFFERENTIAL APRIL 13 APRIL 13 APRIL 13 9.30 9.33 -0.03 1 25 10.62 7.32 7-77 4.46 11.70 14.94 11. 12 10. 18 CHART 9. LONG TERM GOVERMENT BOND YIELDS UNITED STATES GERMANY JAPAN (MONTHLY) SWITZERLAND CANADA FRANCE NETHERLANDS UNITED KINGDOM APRIL MARCH JAN. MARCH APRIL FEB. JAN. MARCH 25 1 11 1 25 0 S. CORPORATE AAA BONDS EURC-DOLLAR BONDS CHART 10. FEB. JAN. 12.01 10.46 STOCK INDICES UNITED STATES UNITED KINGDOM CANADA GERMANY SWITZERLAND NETHERLANDS FRANCE JAPAN MARCH MARCH MARCH MARCH MARCH MARCH MARCH MARCH 30 30 30 30 30 30 30 30 159.06 143. 12 212. 14 127.69 104.99 128. 15 115-31 163.42
@FedFRASER