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0 M-!\ ^ 4P/p l £ Selected Interest & Exchange Rates Weekly Series of Charts * April 19, 1982 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 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 8. INTEREST ARBITRAGE: 3-MONTH FUNDS 9. LONG-TERM GOVERNMENT BOND YIELDS 10. INDUSTRIAL STOCK INDICES * 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 1 9 7 3 = 1 0 0 RATIO SCALE MARCH 1 9 7 3 = 1 0 0 U.K. POUND FOREIGN CURRENCY PRICE OF U.S. DOLLAR I I I I III I I I I JAPANESE YEN GERMAN MARK 100 200 80 160 SWISS FRANC FRENCH FRANC 60 I I l l l l l l I i i II I 160 BELGIAN FRANC 140 120 100 80 DUTCH GUILDER I I I ll 100 100 ITALIAN LIRA 80 80 I 60 I 40 1980 - 60 I I I I I I I I I I I I I II I I I I I I I I 40 \ CANADIAN DOLLAR 1982 I I 1980 1982 CHART 2 3-MONTH FORWARD EXCHANGE RATES PREMIUM (+) OR ( - ) AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER ANNUM PERCENT PER ANNUM 24 — 6 ITALIAN LIRA - - A CANADIAN DOLLAR I I n l i i l i i l i i I i i 1 i i 1 i i 1 i i- U. K. POUND DUTCH GUILDER iiLu SWISS FRANC GERMAN MARK JAPANESE YEN FRENCH FRANC I i ill!!I I 1980 1982 1980 1982 CHART 3 PRICE OF GOLD IN LONDON AVERAGES FOR WEEK ENDING WEDNESDAY U.S. DOLLARS PER FINE OUNCE U.S. DOLLARS PER FINE OUNCE 800 800 750 750 700 700 650 650 600 600 550 550 500 500 11.5 Kg BARS AFTERNOON FIXING PRICE 450 450 400 400 350 350 300 300 250 250 200 200 150 150 I 100 1979 1980 I I I I 1 I 1981 i I I I I I I I i I I 1 1982 i I I 100 CHART 4 CALL MONEY RATES WEEKLY SERIES PERCENT PER ANH F PER ANNUM 28 24 U. S. FEDERAL FUNDS U. K. 2-DAY LOCAL AUTHORITY 20 16 12 8 4 24 20 16 CANADA EURO-SWISS FRANC 12 8 NETHERLANDS 4 + 0 24 20 GERMANY FRANCE 16 12 8 JAPAN EURO-DM 4 0 1980 1982 1980 1982 CHART 5 3-MONTH INTEREST RATES WEEKLY SERIES PERCENT PER AH •NT PER ANNUM 20 20 U . S . CD'S 16 16 12 12 U.K. INTERBANK STERLING WEIGHTED AVERAGE FOREIGN RATE 8 8 4 4 26 20 CANADIAN FINANCE CO. PAPER GERMAN INTERBANK RATE 22 16 18 12 14 8 10 4 6 0 16 12 JAPANESE BANK LOANS AND DISCOUNTS 12 8 8 4 SWISS INTERBANK RATE 4 0 1980 1982 1980 1982 1/01/82 CHART 6 EURO-DOLLAR DEPOSIT RATES LONDON AVERAGES FOR WEEK ENDING WEDNESDAY PER PERCENT PER Ah :NT PER ANNUM 24 20 16 12 8 OVERNIGHT 3-MONTH 7-DAY 6-MONTH 1-MONTH 1-YEAR 4 24 20 16 12 8 4 24 20 16 12 8 4 1980 1982 1980 1982 CHART 7 SELECTED EURO-DOLLAR AND U. S. MONEY MARKET RATES DIFFERENTIAL: PLUS(+), FAVORS BORROWING IN U. S. AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER ANNUM PERCENT PER ANNUM 26 26 3-MONTH E U R O - D O L L A R DEPOSITS FEDERAL FUNDS V\JI \ \ H f 90-DAY CD* S • OVERNIGHT E U R O - D O L L A R DEPOSITS I I I I I I I I I I I I I DIFFERENTIAL DIFFERENTIAL 11 1 11 1 l i 1 II 1980 1 P E R C E N T ON D I F F E R E N T I A L S C A L E = 2 P E R C E N T ON R A T E S C A L E 1 1 1 1 1 1 1962 1980 1982 CHART INTEREST ARBITRAGE: 3-MONTH FUNDS DIFFERENTIAL: PLUS(+), INDICATES FAVOR DOLLAR ASSETS AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER ANNUM PERCENT PER ANNUM 28 28 EURO-DOLLAR DEPOSITS DASHED LINE CANADIAN FINANCE CO. PAPER, COVERED 20 - 12 - INTERBANK STERLING U. S. COMMERCIAL PAPER COVERED LONDON III I I I I — — DIFFERENTIAL DIFFERENTIAL - lyWv^-fA — ^ArW\AA ' 2 — i l 11 I n h i l l i l 28 SWISS INTERBANK (SF) COVERED INTERBANK DM COVERED FRANKFURT 20 12 EURO-DOLLAR DEPOSITS EURO-DOLLAR DEPOSITS DASHED LINE DASHED LINE DIFFERENTIAL DIFFERENTIAL l\ 1980 h^ y / v V W W v / y A AJ V li 1982 ^ A 1980 I A •L ^ v V 1982 1 P E R C E N T ON D I F F E R E N T I A L S C A L E = 2 P E R C E N T ON RATE S C A L E P CHART 9 LONG-TERM GOVERNMENT BOND YIELDS WEEKLY SERIES PERCENT PER ANNUM PERCENT PER ANNUM 19 15 U. S. UNITED STATES - CORPORATE Aaa BONDS — 11 19 MONTHLY / S — — — - - 15 11 EURO-DOLLAR BONDS I 15 w \J I 7 13 I v I I | I I | I I | I I SWITZERLAND — fik I I I I I I I I I I I I I UNITED KINGDOM f\ A 11 I — - v s A ^ i M ! ! I ! ! I ! 11 13 MONTHLY JAPAN ; - - GERMANY I I | I I I I I I I I I I I l l - I I I I I I II III l 9 5 22 18 FRANCE CANADA - 14 - 10 NETHERLANDS 1980 1982 1980 1982 Q CHART 10 INDUSTRIAL STOCK INDICES WEEKLY SERIES RATIO 1969= RATIO CALE 180 160 140 120 100 UNITED STATES JAPAN 80 140 120 SWITZERLAND - - 100 UNITED KINGDOM 80 I L I I I I I 11111111 TYi l V r 111111111 140 FRANCE GERMANY 120 - \ XAx 100 Z 80 140 120 100 NETHERLANDS CANADA 80 60 1980 1982 1980 1982 / 1/01/82 LAST VALUE PLOTTED ORT5 VALUE SERIES NAME CHAPT 1. SPOT EXCHANGE RATES AND INDICES WEEKLY AVERAGES, NOON BUYING RATES (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 14 14 14 14 14 14 14 14 14 41.34 0.40357 37.29 176.08 81« 38 15.87 50.64 2.18686 0.07516 APRIL APRIL APRIL APRIL APRIL APRIL APRIL APRIL APRIL 14 14 14 14 14 14 14 14 14 116.28 105.67 107.04 71.22 81.11 71.53 162.93 86.17 42.70 14 14 14 14 14 14 14 14 14 14 14 115.06 136.68 120.36 121.03 77.66 89.88 77.84 185.11 96.03 45.05 82.59 14 14 14 14 14 14 14 14 —0.76 1.94 6.32 -8.56 10.45 7.27 8.69 -9.37 INDICES, MARCH 1973 BASE RATES = 100 GERMAN MARK JAPANESE YEN DUTCH GUILDER U.K. POUND CANADIAN DOLLAR FRENCH FRANC SWISS F R A N C 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 KRON1 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 SEPTUS NAME LAST VALUE PLOTTED DATE VALUE CHART 3. GOLD PRICE IN LONDON, AFTERNOON FIXING U.S. DOLLARS PER FINE OUNCE APRIL 14 357.25 APRIL 14 APRIL 14 9 APRIL kPRIL 2 9 APRIL 2 APRIL 9 APRIL 9 APRIL JAN. 1 2 APRIL 14.68 14.75 11.88 15,,54 9.,40 9.03 7.13 17.,00 10.,30 3. 94 APRIL APRIL APRIL APRIL APRIL APRIL APRIL 14 14 14 14 14 14 14 14. 58 9. 28 7. 05 16. 00 13. 67 5. 00 11. 28 APRIL APRIL APRIL APRIL APRIL APRIL 14 14 14 14 14 14 14.75 15.07 15.26 15.43 15.49 15.24 OVERNIGHT EURO-DOLLAR DEPOSITS U.S. FEDERAL FUNDS DIFFERENTIAL ADJ. FOR RESERVE REQUIREMENTS APRIL 14 APRIL 14 APRIL 14 14. 75 14. 68 07 3-MONTH EURO-DOLLAR DEPOSIT RATE U.S. 90-DAY CD'S, SECONDARY MARKET DIFFERENTIAL APRIL 14 APRIL 14 APRIL 14 15. 43 14. 58 85 CHART 4. CALL MONEY RATES U.S. FEDERAL FUNDS 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 INTEREST RATES U.S. 90-DAY CD'S, SECONDARY MARKET GERMAN INTERBANK LOAN JAPANESE BANK LOANS S DISCOUNTS CANADIAN FINANCE PAPER INTERBANK STERLING SWISS INTERBANK LOAN WEIGHTED AVERAGE FOREIGN INTEREST RATE (G-10 COUNTRIES PLUS SWITZERLAND) CHART 6. EURO-DOLLAR DEPOSIT RATES: LONDON OVERNIGHT 7-DAY 1-MONTH 3-MONTH 6-MONTH 1-YEAR CHART 7. SELECTED EURO-DOLLAR AND U.S. MONEY MARKET RATES 0. 0. SEBIES NAME LAST VALUE PLOTT DATE VALUE CHAPT 8. INTEREST ARBITRAGE, 3-11 OFT a PONDS EURO-DOLLAR DEPOSIT INTERBANK STERLING (LONDON), COVERED DIFFERENTIAL APRIL 14 APRIL 14 APRIL 14 15. 43 15. 68 - 0 . 25 U.S. COMMERCIAL PAPER CANADIAN FINANCE PAPER, COVERED DIFFERENTIAL APRIL 14 APRIL 14 APRIL 14 14. 21 15. 21 - 1 . 00 EURO-DOLLAR DEPOSIT INTERBANK DM (FRANKFURT), COVERED DIFFERENTIAL APRIL 14 APRIL 14 APRIL 14 15. 43 15. 75 -0. 33 EURO-DOLLAR DEPOSIT SWISS INTERBANK, COVERED DIFFERENTIAL APRIL 14 APRIL 14 APRIL 14 15. 43 15. 58 - 0 . 16 9 APRIL APRIL 2 FEB. MARCH 26 APRIL 2 MARCH 19 JAN. 1 2 APRIL 14. 13 9.27 7.85 5. 15 15.06 16.33 11. 12 12. 10 MARCH JAN. 14.58 12.97 CHART 9. LONG TERM GOVERMENT BOND YIELDS UNITED STATES GERMANY JAPAN (MONTHLY) SWITZERLAND CANADA FRANCE NETHERLANDS UNITED KINGDOM . CORPORATE AAA BONDS EURO-DOLLAR BONDS CHART 10. STOCK INDICES UNITED STATES UNITED KINGDOM CANADA GERMANY SWITZERLAND NETHERLANDS FRANCE JAPAN MARCH MARCH MARCH MARCH MARCH MARCH MARCH MARCH 31 31 31 31 31 31 31 31 114.78 124.99 157.26 101.30 85.99 86.84 100.22 141.55 FEDERAL RESERVE statistical release in Rl*?. H -10 (512) FOREIGN EXCHANGE RATES FOR T H E WEEK ENDING APRIL 16, 1982 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 followinfgnoon buying rate in New York City for cable transfers payable in foreign currencies: COUNTRY ARGENTINA •AUSTRALIA AUSTRIA BELGIUM BPAZIL CANADA CHILE C H I N A , P. R. COLOMBIA DENMARK FINLAND FRANCE GERMANY GREECE HONG KONG INDIA INDONESIA IRAN •IPELAND ISRAEL ITALY JAPAN MALAYSIA MEXICO NETHERLANDS •NEW Z E A L A N D NORWAY PERU PHILIPPINES PORTUGAL SINGAPORE •SOUTH AFRICA SOUTH KOREA SPAIN SRI LANKA SWEDEN SWITZERLAND THAILAND •UNITED KINGDOM VENEZUELA MONETARY UNIT PESO DOLLAR SCHILLING FRANC CRUZEIRO DOLLAR PESO YUAN PESO KRONE MARKKA FRANC D. MARK DRACHMA DOLLAR RUPEE RUPIAH RIAL POUND SHEKEL LIRA YEN DOLLAR PESO GUILDER DOLLAR KRONE SOL PESO ESCUDO DOLLAR RAND WON PESETA RUPEE KRONA FRANC BAHT POUND BOLIVAR * V A L U E IN U . S . C E N T S APR. 12 11700.00 104.73 17.010 45.700 148.21 1.2307 39.100 1.8628 60.100 8.2450 4.6350 6.3070 2.4195 63.800 5.8450 9.4200 651.00 NA 143.00 19.890 1328.00 248.00 2.3490 46.1000 2.6810 76.270 6.1350 585.00 8.3375 72.000 2.1435 94.30 721.25 107.250 20.550 5.9350 1.9785 23.050 176.80 4.3030 frnRPFitirY ttntts pkr nm.LARi APR. 14 APR. 13 11700.00 104.82 16.950 45.550 148.21 1.2244 39.100 1.8628 60.100 8.1990 4.6335 6.2830 2.4120 63.700 5.8280 9.3900 651.00 NA 143.50 19.890 1328.00 246.70 2.3505 45.9500 2.6780 76.300 6.1030 585.00 8.3375 72.600 2.1440 94.50 721.25 106.750 20.550 5.9400 1.9560 23.050 176.90 4.3030 11700.00 104.78 16.980 45.720 148.21 1.2248 39.100 1.8628 60.100 8.1900 4.6 ;0 6.2910 2*4192 63.730 5.8200 9.4100 651.00 NA 143.00 19.980 1330.50 247.45 2.3500 45.9500 2.6828 76.250 6.1200 585.00 8.3375 72.400 2.1440 94.77 721.25 106.830 20.550 5.9600 1.9695 23.050 176.00 4.3030 APR. 15 1170.00 104.74 17.030 45.830 148.21 1.221 f 39.10 1.8628 60.100 8.2250 4.6465 6.2930 2.4245 63.800 5.8270 9.4400 651.00 NA 142.50 20.040 1333.00 248.40 2.3545 45.9600 2.6850 76.200 6.1350 585.00 8.3375 72.700 2.1505 94.45 721.25 106.970 20.550 5.9850 1.9795 23.050 175.98 4.3030 A P R . 16 1170.00 104.78 17.060 45.760 <53.19 1.2207 39.100 1.8722 60.100 8.2180 4.64 75 6.3010 2.4222 63.950 5.8380 9.4300 651.00 NA 142.50 20.110 1334.00 247.80 2.3625 46.1800 2.6855 76.150 6.1275 599.25 8.3375 72.800 2.1540 94.50 721.85 106.850 20.450 5.9750 1.9780 23.000 176.00 4.3030
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