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(516/517) I i Selected Interest & Exchange Rates Weekly Series of Charts i April 21,1986 I 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. C A L L 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 CHART 1 SPOT EXCHANGE INDICES DOLLAR PRICES OF FOREIGN CURRENCIES AND WEIGHTED AVERAGE VALUES (THIN LINE) AVERAGES FOR WEEK ENDING WEDNESDAY RATIO < : A L E MARCH 9 7 3 = 1 0 0 200 180 RATIO 2 C A L E MARCH 1 9 7 1=100 50 FOREIGN CURRENCY PRICE OF U.S. DOLLAR ITALIAN LIRA 45 160 40 140 35 120 30 100 25 200 200 180 160 180 JAPANESE YEN GERMAN MARK 160 140 140 120 120 100 100 80 80 140 120 140 DUTCH GUILDER CANADIAN DOLLAR 120 100 100 90 90 80 80 70 70 60 60 90 90 80 U.K. POUND 80 FRENCH FRANC - 70 - 70 60 60 50 50 40 I I 40 I 120 100 240 SWISS FRANC BELGIAN FRANC 200 90 180 80 160 70 140 60 120 50 100 1984 1986 1984 1986 CHART 2 3-MONTH FORWARD EXCHANGE RATES PREMIUM (+) OR (-) AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER ANNUM PERCENT PER ANNUM JAPANESE YEN CANADIAN DOLLAR 4 12 U. K. POUND SWISS FRANC + 0 4 8 8 GERMAN MARK DUTCH GUILDER FRENCH FRANC ITALIAN LIRA 4 0 8 24 32 32 1984 1986 1984 CHART 3 PRICE OF GOLD IN LONDON AVERAGES FOR WEEK ENDING WEDNESDAY U.S. D< IS 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 420 420 400 400 380 380 360 360 340 340 320 320 300 300 280 280 260 260 1983 1984 1985 1986 CHART 4 CALL MONEY RATES WEEKLY SERIES :NT PER ANNUM PERCENT PER Ah 20 WM 20 16 16 FRANCE U. S. FEDERAL FUNDS 12 12 8 8 4 4 JAPAN 6 0 20 20 16 SWITZERLAND 16 CANADA 12 12 8 8 4 4 0 0 20 20 16 16 UNITED KINGDOM 12 - I GERMANY 8 yv 4 8 uWvw. ' — * — 4 NETHERLANDS I 0 Vv 1984 12 1986 I I I I 1984 I ill ii hill i 1986 0 CHART 5 3-MONTH INTEREST RATES WEEKLY SERIES PERC T PER ANNUM PERCENT PER AN 14 16 U.S. CD'S CANADIAN FINANCE CO. PAPER - 12 L 10 8 14 - 12 10 WEIGHTED AVERAGE FOREIGN RATE 6 8 4 I i l I I I I I 6 14 16 l FRENCH U.K. INTERBANK STERLING INTERBANK RATE 14 - 12 12 10 1 10 I 8 I I I I - I 8 6 10 10 NETHERLANDS INTERBANK RATE 8 GERMAN INTERBANK RATE 8 6 6 4 4 2 I I I 1 1 1 II 1 1 1 2 8 9 SWISS INTERBANK RATE 8 6 JAPANESE GENSAKIRATE 7 4 6 2 0 5 1984 1986 1984 1986 CHART 6 EURO-DOLLAR DEPOSIT RATES LONDON AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER AL NUM ENT PER ANNUM 16 16 3-MONTH OVERNIGHT 14 14 12 — 12 10 10 8 8 I I I II I I I I I I 6 6 16 16 6-MONTH 7-DAY 14 14 12 12 10 10 8 8 6 6 16 16 1-YEAR 1-MONTH 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: PLUS(+), FAVORS BORROWING IN U. S. AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER A NT PER ANNUM 16 16 14 14 FEDERAL FUNDS 3-MONTH DASHED LINE E U R O - D O L L A R DEPOSITS 12 12 10 10 8 8 90-DAY CD S OVERNIGHT E U R O - D O L L A R DEPOSITS 6 6 1111111111111111111111 4 4 2 2 DIFFERENTIAL DIFFERENTIAL 1 1 V ^ V / y ^ y V x A v — + 0 0 1111111 i i 111111111111111 1 1984 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 1986 1 1 1 1 1 1 1 1 1 1 1 1984 IiIiiI II 1986 i i i i 1 CHART 8 INTEREST ARBITRAGE: 3-MONTH FUNDS DIFFERENTIAL: PLUS(+), INDICATES FAVOR DOLLAR ASSETS AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER Ah NT PER ANNUM 18 18 14 CANADIAN FINANCE CO. PAPER, COVERED EURO-DOLLAR DEPOSITS DASHED LINE 14 10 10 INTERBANK STERLING 6 COVERED LONDON 6 U. S. COMMERCIAL PAPER 2 2 2 2 DIFFERENTIAL DIFFERENTIAL + + 0 0 2 II II II I IIIIIII 2 18 18 14 INTERBANK DM SWISS INTERBANK (SF) COVERED COVERED FRANKFURT 14 10 6 10 EURO-DOLLAR DEPOSITS EURO-DOLLAR DEPOSITS DASHED LINE 6 DASHED LINE I II I I I I I 2 2 DIFFERENTIAL 2 2 DIFFERENTIAL + 0 + 0 nil 2 1984 1986 PERCENT ON DIFFERENTIAL S C A L E = 2 PERCENT ON RATE SCALE 1984 2 1986 CHART 9 LONG-TERM GOVERNMENT BOND YIELDS WEEKLY SERIES rem PERCENT PER AN IT PER ANNUM 17 15 17 UNITED STATES CANADA — 15 13 13 11 11 9 9 I 7 I I 7 9 15 13 7 SWITZERLAND UNITED KINGDOM 11 5 9 3 J_L 7 10 I I I 1 10 — i GERMANY 8 JAPAN - 8 6 6 4 I I lllllllllll I iiliilnlii 4 18 18 U. S. CORPORATE MONTHLY 16 16 FRANCE Aaa BONDS 14 - 14 12 — 12 I NETHERLANDS MONTHLY - 10 10 8 8 6 I I I 1984 1986 I I 1984 I I I ill I I I ill I I ill I I I 6 Ill I I 1986 CHART 10 INDUSTRIAL STOCK INDICES WEEKLY SERIES RATIO SCALE 1969=100 RATIO SCALE 1969=100 340 300 - - 260 - - 220 180 140 UNITED STATES - UNITED KINGDOM J - - /WAHWX - - I 100 340 / I I i i i lllllllllll — 300 fy* - 260 — - - Y J 220 — - I NETHERLANDS - 180 140 - AA/ - - lllllllllll 100 lllllllllll . 380 340 - 300 - 260 f - - - J / v^A / FRANCE 180 — 100 — — J 220 140 GERMANY SWITZERLAND /* A — - - A i i I I I |,, llll.ll.lll CANADA 1984 1986 1984 1986 SERIES LAST 9ALOE BLOTTED DATE VALUE NAME CHART 1. SPOT EXCHANGE RATES AND INDICES MEEKLY AVERAGES, NOON BUYING BATES (U.S. CENTS) GERMAN MARK JAPANESE IEN DUTCH GUILDER U.K. POUND CANADIAN DOLLAR FRENCH FRANC SWISS FRANC BELGIAN FRANC ITALIAN LIRA SWEDISH KBONA APRIL APRIL APRIL APRIL APRIL APRIL APRIL APRIL APRIL APRIL 16 16 16 16 16 16 16 16 16 16 43. 44 0.56117 38. 56 148. 12 71.82 13.64 51.95 2. 13952 0.06340 13.69 APRIL APRIL APRIL APRIL APRIL APRIL APRIL APRIL APRIL 16 16 16 16 16 16 16 16 16 122.21 146.93 110.70 59.91 71.58 61.48 167. 11 84.31 36.02 16 16 16 16 16 16 16 16 16 16 16 117. 19 147.58 176.95 127.41 65.20 79. 79 66.82 192.84 95.29 38. 10 67.79 16 16 16 16 16 16 16 16 -2.88 -3.27 2.26 -0.75 2. 64 1.51 2.02 -4.88 INDICES, MARCH 1973 BASE BATES = 100 GERMAN MARK JAPANESE IEN DUTCH GUILDER U.K. POUND CANADIAN DOLLAR FRENCH FRANC SWISS FRANC BELGIAN FRANC ITALIAN LIRA WEIGHTED AVERAGE EXCHANGE VALUE INDICES, MAE 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 FOR1ARD 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 SERIES MAKE LASS IALOE PLOTTED DATE VALUE CHART 3. GOLD PRICE IB LOMDOH, AFTERNOON FIXING APRIL 16 340.40 APRIL APRIL APRIL APRIL APRIL APRIL APRIL APRIL APRIL 16 16 16 16 16 16 16 16 16 6.97 7.05 11.20 10. 75 4.90 4. 76 8.27 5.21 1.00 APRIL APRIL APRIL APRIL APRIL APRIL APRIL APRIL APRIL 16 16 16 16 16 16 16 16 16 6.49 4.45 4.96 9.41 10. 20 4.00 7. 49 5. 13 6.87 APRIL APRIL APRIL APRIL APRIL APRIL 16 16 1o 16 16 16 7.05 6.94 6. 80 6.71 6.71 6.72 OVERNIGHT EURO-DOLLAR DEPOSITS 0. S. FEDERAL FUNDS DIFFERENTIAL APRIL 16 APRIL 16 APRIL 16 7.05 6.97 0.08 3-MONTH EURO-DOLLAR DEPOSIT RATE U.S. 90-DAY CD'S, SECONDARY MARKET DIFFERENTIAL APRIL 16 APRIL 16 APRIL 16 6.71 6.49 0.22 U.S. DOLLARS PEE F1MB OUNCE 4. CALL MONEY RATES U.S. FEDERAL FUNDS OVERNIGHT EURO-DOLLAR DEPOSITS ILK. CANADA GERMANY JAPAN FRANCE NETHERLANDS SWITZERLAND CHAfcT 5. 3-MONTH INTEREST RATES U.S. 90—DAY CD'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 (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. EONEI MARKET RATES SERIES NAME LAST VALUE PLOTTED DATE VALUE CHART 8. INTEREST ARBITRAGE, 3-MONTH FUNDS EURO-DOLLAR DEPOSIT INTERBANK STERLING (LONDON), COVERED DIFFERENTIAL APRIL 16 APRIL 16 APRIL 16 6.71 6.85 - 0 . 14 U.S. COMMERCIAL PAPER CANADIAN FINANCE PAPER, COVERED DIFFERENTIAL APRIL 16 APRIL 16 APRIL 16 6.51 6.47 Q. 05 EURO-DOLLAR DEPOSIT INTERBANK DM (FRANKFORT), COVERED DIFFERENTIAL APRIL 16 APRIL 16 APRIL 16 6.71 6.74 - 0 . 03 EURO-DOLLAR DEPOSIT SWISS INTERBANK, COVERED DIFFERENTIAL APRIL 16 APRIL 16 APRIL 16 6.71 6.67 0.04 11 11 7.31 5.47 6.29 4.23 9.21 CHART 9. LONG TERM GOVERMENT BOND YIELDS UNITED STATES GERMANY JAPAN (MONTHLY) SWITZERLAND CANADA FRANCE NETHERLANDS (MONTHLY) UNITED KINGDOM APRIL APRIL JAN. MARCH APRIL APRIL FEB. APRIL 21 11 11 11 8. 92 6.84 8.43 U.S. CORPORATE AAA BONDS CHART 10. FEB. 9.67 STOCK INDICES UNITED STATES UNITED KINGDOM CANADA GERMANY SWITZERLAND NETHERLANDS FRANCE JAPAN APRIL APRIL APRIL APRIL APRIL APRIL APRIL APRIL 9 9 9 9 9 9 9 9 238.79 302.63 302.98 310.52 24)2.10 305.31 376.43 321.63 FEDERAL RESERVE statistical release H.1O012) APRIL 18, 1986 FOREIGN EXCHANGE RATES FOB TBS HBBK £101*6 APRIL 18, 1986 The Board of Oevemore of the Federal Wseervs System le edvieed that the Federal Waestve Bank of New York he* certified for cuetoms purpoeee the foHowfng noon buying retee In New York CHy for cable transfers payable In foreign currencies: BONBTARI UNIT APR* 14 •AUSTRALIA AUSTRIA BBLGIUB BRAZIL CANADA CHINA,P.R. DBNHARK FINLAND PRAMCE GBRHAVI GBBBCB HONG KONG INDIA •IBBLA1D ITALI JAPAN BALAISIA NETHERLANDS *NBM ZBALAND NOBNAI PORTUGAL SINGAPORE •SOOTH AFRICA SOOTH KOREA SPAIN SRI LANKA SNBDBN SWITZERLAND TAIWAN THAILAND •UNITED KIHGDOH DOLLAR SCHILLING FRAHC CRUZADO DOLLAR TOAN KRONE MARKKA FRANC Dm HARK DRACHHA DOLLAR RUPEE POUND LIRA IEN RINGGIT GUILDER DOLLAR KRONE BSCUDO DOLLAR RAND HON PESETA RUPEE KRONA FRANC DOLLAR BAHT POUND 71.68 16.260 46.980 13.84 1. 4000 3.2159 8. 5125 5.2000 7.3675 2.3130 144.700 7.8005 12.4500 131.73 1586.00 179. 12 2.6120 2.6060 55.280 7.2325 152.350 2. 1880 49. 15 888.QO 146.400 27.803 7.3225 1.9350 38.*80 26.540 148.22 BBHO: #UNITED STATES DOLLAR COUNTRY 117.70 rrnBSRMCT mm pc Diifi nni.i AB] APR. 15 APR. 16 71.41 16.230 47.020 13.84 1.3923 3.2159 8.5160 5.1950 7.3660 2.3135 144.700 7.8000 12.4900 131.67 1585.00 178.25 2.5795 2.6070 55.330 7.2500 152.000 2. 1940 49.00 888.50 146.100 27.803 7.3210 ,9340 1. 38.470 26.520 148.00 117.58 71.76 15.770 45. 690 13.84 1.3900 3.2159 8.2800 5.0950 7.1650 2.2495 141. *00 7.7950 12.4100 135.30 1541. 00 176.50 2.5480 2.5355 55.380 7.1150 149.400 2. 1725 49. 90 888.90 142.730 27.833 7.1900 1. 8885 38.660 26.500 150.65 115.10 APR. 17 APR. 18 , 71.61 15.650 45.200 13.84 1. 3908 3.2095 8. 1800 5.0230 7.0650 2.2180 140.250 7.7930 12.3400 137.30 1519.00 175. 15 2.5325 2.5010 54.980 7.0250 148.000 2. 1750 50.50 888.40 140.700 27.830 7.1250 1.9470 38.640 26.450 152.85 71.75 15.585 45.420 13.84 1.3864 3.2095 8.2050 5.0400 7.0720 2.2180 139.600 7.7870 12.2800 137. 12 1524.00 173.80 2.5400 2.5050 55.800 7.0575 148.000 2.1750 50.90 888.40 141.000 27.837 7. 1575 1.8570 38.630 26.430 151.80 113.75 113.83 = IB FED AVERAGE EXCHANGE VALI OF U.S. DO]Li.*It i i A X I S r 1 UHBHNCIHS OR OTHBR G-TU •INDEX OF 8EIGH1 COUITBIBS. BABCH 1973 - 100. MIGHTS 1KB 1972-76 GLOBAL TRAJDB OF BACB OF 1MB 10 C OUST RIBS SBBIBS BBTISBD AS Of A060ST 1978. FOB DBSCBIPTIOB AID SACK DATA, SBB "IlDBX OF M B IBIGHTBD-AVBRAGB IICHABGE VALOB OF IBB O.S. DOLLAR: RBVISIOH" OB PAGB 700 OF TBB AUGUST 1978 FBDBBAL RBSBSVB BOLLBTIB. •VALOB IS O.S. CBITS
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