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5 e (516/517) Ap ° U 6 8 k V l l /f ~ ~~"t* l t Selected Interest & Exchange Rates Weekly Series of Charts * -H Y D April 26,1982 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 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 ' e & INTEREST ARBITRAGE: 3-MONTH FUNDS 9. LONG-TERM GOVERNMENT BOND 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 SCALE MARCH 1 9 7 3 = 1 0 0 RATIO SCALE MARCH 1973=100 120 120 — — — U.K. POUND 100 100 ~ - \ ^ | K A / ^ 80 - 60 *YV\ FOREIGN CURRENCY PRICE OF U.S. DOLLAR I I I I I I I I I I I I I I I II 80 Ay— - - I I I II I II I II I I I I I I 11111111111 11111111111 JAPANESE YEN GERMAN MARK I Illlll II FRENCH FRANC SWISS FRANC BELGIAN FRANC DUTCH GUILDER ITALIAN LIRA 80 80 ^ 60 I| 60 CANADIAN DOLLAR 40 40 1980 1982 1980 1982 CHART 2 3-MONTH FORWARD EXCHANGE RATES PREMIUM (+) OR H AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER ANN T PER ANNUM — 6 - ITALIAN LIRA - + 0 CANADIAN DOLLAR i r\ 6 6 + 0 U. K. POUND 6 DUTCH GUILDER 12 12 SWISS FRANC GERMAN MARK 6 + 0 12 6 + 0 JAPANESE YEN FRENCH FRANC 6 12 1980 1982 1980 1982 CHART 3 PRICE OF GOLD IN LONDON A V E R A G E S F O R WEEK ENDING W ED N ESD A Y 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 12.5 K g BARS A F T E R N O O N FIXING PRICE 450 450 400 400 350 350 300 300 250 250 200 200 150 150 100 J I 1979 L I _1 1980 I I I I I ±± 1981 I I I I I I I I I I 1982 100 CHART 4 CALL MONEY RATES WEEKLY SERIES PERCENT PER ANf IT PER ANNUM 28 24 U. S. FEDERAL FUNDS U. K. 2 - D A Y 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 il PERCENT PER ANh PER ANNUM 20 U.S. 20 CD S 16 16 12 12 U.K. INTERBANK STERLING WEIGHTED AVERAGE FOREIGN RATE 8 8 4 4 20 26 GERMAN INTERBANK RATE CANADIAN FINANCE CO. PAPER 22 16 18 12 8 14 4 10 0 6 1 I 16 I 1 12 j\ fY 4 1982 i 1 1 1980 1 1 SWISS INTEFIBANK RATE 8 8 1 - 1980 12 1 JAPANESE BANK LOANS AND DISCOUNTS IllMllllM 1982 4 0 CHART 6 EURO-DOLLAR DEPOSIT RATES LONDON AVERAGES FOR WEEK ENDING WEDNESDAY PEF ENT PER ANNUM PERCENT PER M 24 20 16 12 8 OVERNIGHT 3-MONTH 7-DAY 6-MONTH 4 24 20 16 12 8 4 24 20 16 12 8 4 1-MONTH 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 N N U M PERCENT PER A N N U M 26 26 3-MONTH 22 - - FEDERAL FUNDS / Iv \ JUAPIA I I \ \ I 18 i ijl II j 14 / V EURO-DOLLAR DEPOSITS \] V \J 10 1 - Y 90-DAY CD S OVERNIGHT EURO-DOLLAR DEPOSITS " i l l i I I I i i I i i I t i I i i I l I l l 11 l I l l I M I M M I I VV^vzA/JV 1 DIFFERENTIAL DEFERENTIAL 2 3 I I I I I I I I I I 1980 1 PERCENT ON DIFFERENTIAL SCALE = 2 PERCENT ON RATE SCALE I I I I I I I I I I I 1982 1980 I I I I I I I I I I I 1982 4 CHART 8 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 V INTERBANK STERLING U. S. COMMERCIAL PAPER COVERED LONDON 111111111111 l i DIFFERENTIAL W NATVAAA^ I 2 I | DIFFERENTIAL - V Y"u A # - / y W v v ^ W" - >v K AT A / V I A ^ I 11111111111 I — I I III I III I III" 4 28 28 SWISS INTERBANK (SF) COVERED INTERBANK DM COVERED FRANKFURT 20 20 - 12 12 EURO-DOLLAR DEPOSITS EURO-DOLLAR DEPOSITS DASHED LINE DASHED LINE I IIII II i l l I \ / x ^ y A v | r J w y ^ . 11111111111 1980 1 P E R C E N T ON D I F F E R E N T I A L 1982 SCALE 2 DIFFERENTIAL DIFFERENTIAL = 2 P E R C E N T ON R A T E S C A L E — L V V ^ R W I Ay\ V A a A K A/l AAA 4 A * L " A| VV I 1980 1982 CHART 9 LONG-TERM GOVERNMENT BOND YIELDS WEEKLY SERIES PER A N N U M PERCENT PER 19 U. S. CORPORATE UNITED STATES 15 MONTHLY Aaa BONDS 11 19 15 11 EURO-DOLLAR BONDS 7 7 15 9 UNITED KINGDOM SWITZERLAND 11 5 7 1 13 13 MONTHLY JAPAN 9 9 GERMANY 5 5 22 22 18 18 CANADA FRANCE 14 14 10 10 NETHERLANDS 6 6 CHART 10 INDUSTRIAL STOCK INDICES WEEKLY SERIES RATIO SCALE 1969=100 RATIO SCALE 1969=100 180 160 140 120 UNITED STATES JAPAN 100 80 140 SWITZERLAND - - 120 — 100 UNITED KINGDOM l I i—L-i n u l l I I iWiniiiii, — 80 140 FRANCE GERMANY - 120 \ A A x Z - 100 80 140 120 - - 100 - NETHERLANDS k/ 80 60 CANADA I I I 1980 1982 1980 1982 LAST VALUE PLOTTED DATE VALUE SERIES NAME HART 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 21 21 21 21 21 21 21 21 21 41.49 0.40735 37.40 176.81 81.89 15.93 50.93 2.19360 0.07533 APRIL APRIL APRIL APRIL APRIL APRIL APRIL APRIL APRIL 21 21 21 21 21 21 21 21 21 116.72 106.66 107.38 71.51 81.62 71.80 163.85 86.44 42.79 21 21 21 21 21 21 21 21 21 21 21 114.54 136.72 121.11 120.97 77.71 90.14 77. 87 185.51 95.99 44.99 82.31 21 21 21 21 21 21 21 21 -0.44 1.71 6.71 —6. 80 10.28 7.07 8.36 -8.75 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 IT 2. 3-MONTH FORWARD EXCHANGE RATES, PREMIUM OR DISCOUNT CANADIAN DOLLAH U.K. POUND GERMAN MARK FRENCH FRANC SWISS F R A N C DUTCH GUILDER JAPANESE YEN ITALIAN LIRA APRIL APRIL APRIL APRIL APRIL APRIL APRIL APRIL SERIES NAME LAST VALUE PLOTTED DATE VALUE HART 3. GOLD PRICE IN LONDON, AFTERNOON FIXING APRIL 21 356. 55 APRIL APRIL APRIL APRIL APRIL APRIL APRIL APRIL JAN. APRIL 21 21 16 2 16 9 16 16 1 9 15. 01 15. 05 12. 88 15. 54 9. 45 9. 13 7. 13 16. 75 10. 30 4. 42 APRIL APRIL APRIL APRIL APRIL APRIL APRIL 21 21 21 21 21 21 21 14.53 9.30 7.09 15. 57 13.84 5.05 11.26 APRIL APRIL APRIL APRIL APRIL APRIL 21 21 21 21 21 21 15.05 15.18 15.25 15.25 15.25 14.93 OVERNIGHT EURO-DOLLAR DEPOSITS U.S. FEDERAL FUNDS DIFFERENTIAL ADJ. FOR RESERVE REQUIREMENTS APRIL 21 APRIL 21 APRIL 21 15.05 15.01 0.04 3-MONTH EURO-DOLLAR DEPOSIT RATE U.S. 90-DAY CD'S, SECONDARY MARKET DIFFERENTIAL APRIL 21 APRIL 21 APRIL 21 15.25 14.53 0.72 U.S. DOLLARS PER FINE OUNCE HART 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 HART 5. 3-MONTH INTEREST RATES U.S. 90-DAY CD'S, SECONDARY MARKET GERMAN INTERBANK LOAN JAPANESE BANK LOANS & DISCOUNTS CANADIAN FINANCE PAPER INTERBANK STERLING SWISS INTERBANK LOAN WEIGHTED AVERAGE FOREIGN INTEREST RATE (G-10 COUNTRIES PLUS SWITZERLAND) HART 6. EURO-DOLLAR DEPOSIT RATES: LONDON OVERNIGHT 7-DAY 1-MONTH 3-MONTH 6-MONTH 1-YEAR HART 7. SELECTED EURO-DOLLAR AND U.S. MONEY MARKET RATES SERIES NAME LAST VALUE PLOTTED DATE VALUE :HART 8. INTEREST ARBITRAGE, 3-MONTH FUNDS EURO-DOLLAR DEPOSIT INTERBANK STERLING (LONDON), COVERED DIFFERENTIAL APRIL 21 APRIL 21 APRIL 21 15.25 15.60 -0.35 U.S. COMMERCIAL PAPER CANADIAN FINANCE PAPER, COVERED DIFFERENTIAL APRIL 21 APRIL 21 APRIL 21 14.17 15.11 -0.94 EURO-DOLLAR DEPOSIT INTERBANK DM (FRANKFURT), COVERED DIFFERENTIAL APRIL 21 APRIL 21 APRIL 21 15.25 16.17 -0.92 EURO-DOLLAR DEPOSIT SWISS INTERBANK, COVERED DIFFERENTIAL APRIL 21 APRIL 21 APRIL 21 15.25 15.45 -0.20 :HART 9. LONG TERM GOVERMENT BOND YIELDS UNITED STATES GERMANY JAPAN (MONTHLY) SWITZERLAND CANADA FRANCE NETHERLANDS UNITED KINGDOM APRIL APRIL FEB. MARCH APRIL MARCH JAN. APRIL 16 16 26 2 19 1 9 13.85 8.98 7.85 5.15 15.06 16.33 11.12 12.80 U.S. CORPORATE AAA BONDS EURO-DOLLAR BONDS :HART 10. , # 14.58 12.97 MARCH JAN. STOCK INDICES UNITED STATES UNITED KINGDOM CANADA GERMANY SWITZERLAND NETHERLANDS FRANCE JAPAN APRIL APRIL APRIL APRIL APRIL APRIL APRIL APRIL 14 14 14 14 14 14 14 14 118.65 121.89 160.27 102.06 88.27 87.80 105.55 140.02 FEDERAL RESERVE statistical release H.10(512) APRIL 26, 1982 FOREIGN EXCHANGE RATES FOB THE WEEK ENDING APRIL 23, 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 BRAZIL CANADA CHILE CHINA, P.R. COLOMBIA DENMARK FINLAND FRANCE GERMANY GREECE HONG KONG INDIA INDONESIA IRAN *IRELAND ISRAEL ITALY JAPAN MALAYSIA MEXICO NETHERLANDS •NEW ZEALAND NORWAY PERU PHILIPPINES PORTUGAL SINGAPORE *SOUTH AFRICA SOUTH KOREA SPAIN SRI LANKA SWEDEN SWITZERLAND THAILAND •UNITED KINGDOM VENEZUELA MONETARY UNIT APR. 19 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 11700.00 105.05 16.980 45.580 153.19 1.2185 39.100 1.8628 60.100 8.2075 4.6310 6.2700 2.4104 63.700 5.8280 9.4200 651.00 NA 143.50 20.240 1328.75 245.00 2.3570 46.0900 2.6760 76.500 6.1020 599.25 8.3375 73.500 2.1470 94.73 721.85 106.450 20.450 5.9525 1.9575 23.000 177.30 4.3030 * VALUE IN U.S. CENTS CURRENCY UN11'S PER DOLLAR) APR. 21 APR. 20 11700.00 105.22 16.860 45.330 153.19 1.2224 39.850 1.8628 60.100 8.1600 4.6050 6.2720 2.3988 63.450 5.8050 9.4000 651.00 NA 144.00 20.240 1322.00 243.15 2.3405 46.1300 2.6615 77.400 6.0800 599.25 8.3375 73.100 2.1325 95.17 721.85 105.740 20.450 5.9300 1.9490 23.000 177.05 4.3030 11700.00 105.27 16.830 45.440 153.19 1.2226 39.850 1.8628 60.100 8.1380 4.6010 6.2430 2.3948 63.550 5.8050 9.4200 651.00 NA 144.30 20.240 1320.00 243.20 2.3360 46.2300 2.6600 76.700 6.0690 599.25 8.3375 73.000 2.1265 95.39 721.85 105-430 20.450 5.9000 1.9535 23.000 177.70 4.3030 APR. 22 APR. 23 11700.00 105.35 16.890 45.300 153.19 1.2250 39.850 1.8517 60.100 8.1250 4.6040 6.2460 2.3960 63.750 5.8180 9.4000 651.00 NA 144.60 20.250 1321.00 242.80 2.3410 46.2600 2.6600 76.750 6.0700 599.25 8.3375 73.300 2.1320 95*31 721.85 105.810 20.450 5.9100 1.9660 23.000 177.75 4.3030 12000.00 105.41 16.820 45.170 153.19 1.2242 39.850 1.8517 61.900 8.1260 4.6080 6.2400 2.3875 63.850 5.8370 9.4100 653.50 NA 144.50 20.330 1322.00 241.15 2.3440 46.6500 2.6500 76.780 6.0700 604.00 8.3850 73.300 2.1340 95.00 721.95 105.700 20.550 5.8875 1.9710 23.000 177.20 4.3030
@FedFRASER