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£2 Selected Interest & Exchange Rates Weekly Series of Charts April 23,1979 Prepared by the FINANCIAL MARKETS SECTION DIVISION OF INTERNATIONAL FINANCE 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 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 i MARCH 197; 5=100 CALE 1973=100 120 100 FOREIGN CURRENCY PRICE OF U.S. DOLLAR 80 CANADIAN DOLLAR 60 120 FRENCH FRANC GERMAN MARK 100 I I I 80 n l , i l l , h i 240 JAPANESE YEN SWISS FRANC — n V V 200 160 - - f T T T r T i 140 120 160 BELGIAN FRANC DUTCH GUILDER 140 120 100 100 ITALIAN LIRA U.K. POUND 80 60 1977 1979 1977 1979 CHART 2 3-MONTH FORWARD EXCHANGE RATES PREMIUM (+) OR ( - ) AVERAGES FOR WEEK ENDING WEDNESDAY PEI CENT PER ANNUM PER CENT PER M 6 he CANADIAN DOLLAR — ITALIAN LIRA + 0 6 6 U. K. POUND ^ W DUTCH GUILDER + 0 6 12 18 12 GERMAN MARK SWISS FRANC 6 — + I I mYIC 0 6 + f FRENCH FRANC JAPANESE YEN 0 ' - M I - - 6 12 - I 1977 1979 I 1977 I 1979 CHART 3 PRICE OF GOLD IN LONDON AVERAGES FOR WEEK ENDING WEDNESDAY U.S. DOLLARS PER FINE OUNCE U.S. DOLLARS PER FINE OUNCE 260 260 240 - 220 12.5 200 Kg - 240 - 220 BARS 200 AFTERNOON FIXING PRICE 180 160 - 140 - 120 - 180 - 160 - 140 120 100 1976 - I I I I I 1977 1978 1979 100 CHART 4 CALL MONEY RATES WEEKLY SERIES PER CENT PER ANNUM PER CENT PER ANNUM 12 14 10 JAPAN - OVERNIGHT EURO-DOLLARS U.S. FEDERAL FUNDS I 2 16 — I I I I I —i \ I 12 U.K. 2-DAY LOCAL AUTHORITY NETHERLANDS I I I I I I iiiiiiniii FRANCE 12 r yr CANADA ^Vr~^ I I r v " i [ "N X/ V I I I I 12 - r m i EURO-SWISS FRANC I GERMANY t ~ l EURO-DM I I I I I 1977 I lllllllllll i ill i h i l l i 1979 1977 1979 4 CHART' 5 3-MONTH INTEREST RATES WEEKLY SERIES PER CENT PER ANNUM PER CENT PER ANNUM 16 16 U.K. INTERBANK STERLING 12 U.S. - 12 - 8 - 4 CD S WEIGHTED AVERAGE FOREIGN RATE 10 - - ^-\ h GERMAN INTERBANK RATE - - JAPANESE BANK LOANS AND DISCOUNTS - - 2 I I I I I - I I I I I I I 13 SWISS INTERBANK RATE — & CANADIAN FINANCE CO. PAPER - — X I A I I I I I 1977 I i 1979 i i i I I 1977 - I 1979 CHART 6 EURO-DOLLAR DEPOSIT RATES LONDON AVERAGES FOR WEEK ENDING WEDNESDAY PER CENT PER ANNUM PER CENT PER ANNUM 12 „ OVERNIGHT 3-MONTH - 11 I I I h i l l i 12 - I/ kzy 7-DAY 6-MONTH - i i i r i i i 1-YEAR 1-MONTH 1977 1979 1977 1979 CHART 7 SELECTED EURO-DOLLAR AND U. S. MONEY MARKET RATES AVERAGES FOR WEEK ENDING WEDNESDAY PER CENT PER ANNUM PER CENT PER ANNUM 12 12 vWV 7 r y k~V X, 10 \ OVERNIGHT 10 - f EURO-DOLLAR DEPOSITS/? 3-MONTH /i EURO-DOLLAR DEPOSITS FEDERAL FUNDS J/ DASHED LINE I I I I I I 90-DAY CD'S ^ / v / I i i I i i I i i I i i I I I I I I I I I I I I I I I I DASHED LINE I I i i I i i I i i I i i I i i I i i I i i I i i 4 2 DIFFERENTIAL DIFFERENTIAL ADJUSTED FOR RESERVE REQUIREMENTS 1 i - - — + 0 I I I I I I I I I I I 1979 1977 FAVORS BORROWING IN U. S. IF POSITIVE < I I I I I 1977 I 11111111111 11111111111 1979 CHART 8 INTEREST ARBITRAGE: 3-MONTH FUNDS DIFFERENTIAL: PLUS(+), INDICATES FAVOR DOLLAR ASSETS AVERAGES FOR WEEK ENDING WEDNESDAY PER CENT PER ANNUM PER CENT PER ANNUM 14 16 EURO-DOLLAR DEPOSITS CANADIAN FINANCE CO. PAPER. COVERED ,v x INTERBANK STERLING COVERED LONDON / U.S. COMMERCIAL PAPER DIFFERENTIAL DIFFERENTIAL SWISS INTERBANK (SF) COVERED INTERBANK DM COVERED FRANKFURT /I EURO-DOLLAR DEPOSITS EURO-DOLLAR DEPOSITS DASHED LINE DIFFERENTIAL DIFFERENTIAL 1977 1979 1977 1979 CHART 9 LONG-TERM GOVERNMENT BOND YIELDS WEEKLY SERIES PER CENT PER ANNUM PER CENT PER ANNUM 11 10 UNITED STATES 8 - I 6 I I I I I I M1111,11 — — - — CANADA - — X i i i I I I 9 I," 7 - 5 - 3 JAPAN INDUSTRIAL SWITZERLAND GERMANY 16 FRANCE UNITED KINGDOM NETHERLANDS U. S. CORPORATE - 14 - 12 10 MONTHLY U. S. CORPORATE MONTHLY 10 EURO-DOLLAR 7 BONDS - Aaa BONDS E U R O - D M BONDS !_L 1977 1979 1977 1979 CHART 10 INDUSTRIAL STOCK INDICES WEEKLY SERIES SCALE RATIO 1969: 140 120 UNITED STATES UNITED KINGDOM 100 80 360 320 JAPAN 280 240 200 140 120 SWITZERLAND CANADA 100 80 150 130 FRANCE GENERAL INDEX GERMANY 110 90 70 1977 1979 1977 1979 SERIES NAME CHART 1 . LAST VALUE PLOTTED DATE VALUE 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 I T A L I A N LIRA APRIL APRIL APRIL APRIL APRIL APRIL APRIL APRIL APRIL 18 18 18 18 18 18 18 18 18 52.56 0.46233 48.56 207.98 87.37 22.88 57.95 3.31642 0.11872 APRIL APRIL APRIL APRIL APRIL APRIL APRIL APRIL APRIL 18 18 18 18 18 18 18 18 18 147.87 121.05 139.41 84.12 87.08 103.12 186.44 130.68 67.44 18 18 18 18 18 18 18 18 18 18 18 89.,62 144,.01 112,.45 130,.09 75,.12 78.. 5 1 93..99 173.. 7 0 121..03 89..64 92.. 2 1 18 18 18 18 18 18 18 18 - 0 , .29 - 1 . .15 5.. 9 1 2..90 10..67 3..32 5..48 - 1 . ,28 I N D I C E S , MARCH 1973 BASE RATES = 100 GERMAN MARK JAPANESE YEN DUTCH GUILDER U . K . POUND CANADIAN DOLLAR FRENCH FRANC SWISS FRANC BELGIAN FRANC I T A L I A N LIRA WEIGHTED AVERAGE EXCHANGE VALUE INDICES, MAR 1973 = 100 ( G - 1 0 COUNTRIES PLUS SWITZERLAND) U . S . DOLLAR GERMAN MARK JAPANESE YEN DUTCH GUILDER U . K . POUND CANADIAN DOLLAR FRENCH FRANC SWISS FRANC BELGIAN FRANC I T A L I A N 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 I T A L I A N LIRA APRIL APRIL APRIL APRIL APRIL APRIL APRIL APRIL SERIES NAME LAST VALUE P L O T T ^ P DATE VALUE f CHART 3 . GOLD PRICE I N LONDON, AFTERNOON F I X I N G APRIL 18 2 3 3 . 02 APRIL APRIL APRIL APRIL APRIL APRIL APRIL APRIL APRIL APRIL 18 18 13 6 13 13 13 13 6 13 9 . 96 1 0 . 32 1 1 . 50 1 0 . 55 5 . 50 5 . 19 4 . 69 7 . 00 6 . 60 0 . 79 APRIL APRIL APRIL APRIL APRIL APRIL APRIL 18 18 18 18 18 18 18 10.27 5.52 5.25 11.22 11.56 0.92 6.89 APRIL APRIL APRIL APRIL APRIL APRIL 18 18 18 18 18 18 10.32 10.35 10.67 10.81 11.00 10.83 OVERNIGHT EURO-DOLLAR DEPOSITS U . S . FEDERAL FUNDS DIFFERENTIAL ADJ. FOR RESERVE REQUIREMENTS APRIL 18 APRIL 18 APRIL 18 10.32 9.96 0.36 3-MONTH EURO-DOLLAR DEPOSIT RATE U . S . 90-DAY C D ' S , SECONDARY MARKET DIFFERENTIAL APRIL 18 APRIL 18 APRIL 18 10 . 8 l j 1 0 . 27 0.54 U.S. CHART 4 . DOLLARS PER FINE OUNCE 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 C D ' S , SECONDARY MARKET GERMAN INTERBANK LOAN JAPANESE BANK LOANS & DISCOUNTS CANADIAN FINANCE PAPER INTERBANK STERLING SWISS INTERBANK LOAN WEIGHTED AVERAGE FOREIGN INTEREST RATE ( G - 1 0 COUNTRIES PLUS SWITZERLAND) CHART 6 . EURO-DOLLAR DEPOSIT RATES: LONDON OVERNIGHT 7-DAY 1-MONTH 3-MONTH 6-rMONTH 1-YEAR CHART . SELECTED EURO-DOLLAR AND U . S . MONEY MARKET RATES SERIES NAME CHART 8 . LAST VALUE PLOTTED DATE VALUE INTEREST ARBITRAGE, 3-MONTH FUNDS EURO-DOLLAR DEPOSIT INTERBANK STERLING (LONDON), COVERED DIFFERENTIAL APRIL 18 APRIL 18 APRIL 18 10 . 8 1 10,. 4 1 0,. 4 0 U . S . COMMERCIAL PAPER CANADIAN FINANCE PAPER, COVERED DIFFERENTIAL APRIL 18 APRIL 18 APRIL 18 10..07 10,.93 - 0 , .86 EURO-DOLLAR DEPOSIT INTERBANK DM (FRANKFURT), COVERED DIFFERENTIAL APRIL 18 APRIL 18 APRIL 18 10.. 8 1 11..42 - 0 , .61 EURO-DOLLAR DEPOSIT SWISS INTERBANK, COVERED DIFFERENTIAL APRIL 18 APRIL 18 APRIL 18 10.. 8 1 1 1 . ,58 - 0 « .77 APRIL 13 APRIL 6 MARCH MARCH 30 APRIL 6 FEB. 16 APRIL 6 APRIL 6 9.18 6.97 6.95 3.22 9.87 9.49 8.33 10.33 CHART 9 . LONG TERM GOVERMENT BOND YIELDS UNITED STATES GERMANY JAPAN (MONTHLY) SWITZERLAND CANADA FRANCE NETHERLANDS UNITED KINGDOM . CORPORATE AAA BONDS EURO-DM BONDS EURO-DOLLAR BONDS CHART 1 0 . MARCH DEC. FEB. 9.37 6.63 8.61 INDUSTRIAL STOCK INDICES UNITED STATES JAPAN CANADA FRANCE UNITED KINGDOM SWITZERLAND GERMANY APRIL 13 APRIL 6 DEC. 29 9 FEB. APRIL 6 APRIL 6 APRIL 6 106.88 293.33 113.81 124.62 125.13 79.80 102.80 # F E D E R A L H.10(512) R E S E R V E s t a t i s t i c a l r e l e a s e APRIL 2 4 , FOREIGN EXCHANGE RATES FOR THE WEEK ENDING APRIL 2 0 , 1979 1979 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 rate in New York City for cable transfers payable in foreign currencies: COUNTRY„ MONETARY UNIT APR. AUSTRALIA AUSTRIA BELGIUM CANADA DENMARK FINLAND FRANCE GERMANY INDIA IRELAND ITALY JAPAN MALAYSIA MEXICO NETHERLANDS NEW ZEALAND NORWAY PORTUGAL SOUTH AFRICA SPAIN SRI LANKA SWEDEN SWITZERLAND UNITED KINGDOM DOLLAR SCHILLING FRANC DOLLAR KRONE MARKKA FRANC D. MARK RUPEE POUND LIRA YEN DOLLAR PESO GUILDER DOLLAR KRONE ESCUDO RAND PESETA RUPEE KRONA FRANC POUND 110.7500 7.15820 3.31675 87.2296 18.8964 25.0000 22.8728 52.4990 12.3500 201.1500 0.11841 0.46200 44.9843 4.3783 48.5909 104.9500 19.4458 2.0429 117.9000 1.4609 6.4550 22.7479 57.8035 208.7500 i 16 APR. 17 <RA1FE U . S . CENTS] APR. 18 110.5700 7.14541 3.31290 87.5198 18.8608 24.9345 22.8676 52.4879 12.3500 200.5000 0.11843 0.45872 44.9236 4.3802 48.5319 104.8000 19.4382 2.0458 117.7000 1.4573 6.4550 22.7531 57.9374 208.3300 110.6100 7.18649 3.32005 87.5887 18.9250 25.0062 22.9253 52.7426 12.3500 201.5000 0.11982 0.46425 44.9944 4.3821 48.5555 104.8000 19.4742 2.0429 117.8000 1.4603 6.4550 22.7764 58.3260 207.3700 APR. 19 111.0600 7.20461 3.32447 87.4738 19.0042 25.0344 22.9991 52.8150 12.2000 202.5000 0.11852 0.46258 45.0958 4.3840 48.7805 105.0500 19.4647 2.0479 118.0000 1.4626 6.4550 22.8154 58.3431 207.2500 APR. 20 110.5400 7.16846 3.31345 87.6194 18.8644 24.9377 22.8728 52.5348 12.0500 201.4000 0.11816 0.45809 44.9640 4.3783 48.5461 104.9000 19.3723 2.0408 118.0000 1.4648 6.4300 22.6963 58.0114 206.9500
@FedFRASER