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(516/517) Selected Interest Exchange Rates W eekly Series o f Charts April 4. 1983 Prepared by the F IN A N C IA L M A R K E T S S E C T IO N DIVISION O F IN T E R N A T IO N A L F IN A N C E BOARD O F GOVERNORS F E D E R A L R E S E R V E 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 R A TE SH.10 RELEASE CHARTS 1. SPOT EXCHANGE RATE INDICES 2. 3-M ONTH FORW ARD EXCHANGE RATES 3. GOLD P R IC E -LO N D O N 4. C ALL M O NEY RATES 5. 3-M ONTH INTEREST RATES 6. EURO DOLLAR DEPOSIT RATES 7. SELECTED EURO D O LLA R AND U.S. M O NEY M A RK ET RATES 8. INTEREST A RB ITRA G E: 3-M ONTH FUNDS 9. LONG-TERM G O V ER N M EN T BOND Y IE L D S 10. IN D U S T R IA L STOCK INDICES each. Address requests to Publications Services, Divi 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 R A T lC S C A l E R A T IO S C A L E MARCH 1 9 7 3 = 1 0 0 MARCH 1 9 7 3 = 1 0 0 160 140 120 100 80 240 200 160 120 180 160 140 120 100 120 100 80 60 80 70 60 50 40 1981 1983 1981 1983 CHART 2 3-MONTH FORWARD EXCHANGE RATES PREMIUM (+) OR ( - ) AVERAGES FOR WEEK ENDING WEDNESDAY P E R C E N T PER A NN UM P E R C E N T PER A NN UM 24 + 0 24 1981 1983 1981 1983 CHART 3 PRICE OF GOLD IN LONDON AVERAGES FOR WEEK ENDING WEDNESDAY u.s. ARS PER FINE OUNCE U.S. DOLLARS PER FINE c u n : e 800 800 750 750 700 700 650 650 600 600 12.5 Kg BARS AFTERNOON FIXING PRICE 550 550 500 500 450 450 400 400 350 350 300 300 2 50 250 1980 1981 1982 1983 CHART 4 CALL MONEY RATES WEEKLY SERIES 28 24 24 20 20 16 16 12 8 12 8 4 4 0 24 24 20 20 16 16 12 12 8 8 4 4 + 0 + 0 24 20 20 16 16 12 8 12 8 4 4 0 1981 1983 1981 1983 CHART 5 3-MONTH INTEREST RATES WEEKLY SERIES P E R C E N T PER A N N U M P E R C E N T PER ANN UM 1981 1983 1981 1983 CHART 6 EURO-DOLLAR DEPOSIT RATES Lo n d o n AVERAGES FOR WEEK ENDING WEDNESDAY 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 PER AN N U M P ER C E N T PER ANNUM 26 22 18 14 10 6 3 2 o+ 1 1 2 3 4 1981 1 P E R C EN T ON D IF F E R E N T IA L S C A LE = 2 PERCENT ON RATE SC A LE 1983 1981 1983 CHARI 8 INTEREST ARBITRAGE: 3-MONTH FUNDS DIFFERENTIAL: PLUS(+), INDICATES FAVOR DOLLAR ASSETS AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER ANNUM PERCENT PER ANNUM 28 20 12 4 2 + 0 2 4 28 20 12 4 2 + 0 d 1 PERCENT ON D IF F E R E N T IA L SCALE = 2 PERCENT ON RATE SCALE CHART 9 LONG-TERM GOVERNMENT BOND YIELDS WEEKLY SERIES ENT PER ANNUM PERCENT PER 19 19 UNITED STATES 15 15 11 11 7 7 15 9 11 5 1 7 13 13 M O NTHLY JAPAN 9 9 5 5 22 22 18 18 14 14 10 10 6 6 1981 1983 CHART 10 INDUSTRIAL STOCK INDICES WEEKLY SERIES RATIO SC A LE 1969=100 RATIO SCALE 1969=100 1981 1983 1981 1983 LAST VALUE PLOTTED DATE VALUE SERIES NAME CHART 1. SPOT EXCHANGE RATES AND INDICES WEEKLY AVERAGES, NOON BUYING RATES (D.S. CENTS) GERNAN HARK JAPA N E S E YEN DUTCH GUILDER U.K. POUND CANADIAN DOLLAR FRENCH FRANC SWISS FRANC BELGIAN FRANC ITALIAN LIRA MARCH MARCH MARCH MARCH MARCH MARCH MARCH MARCH MARCH 30 30 30 30 30 30 30 30 30 41.. 22 0-41867 36-69 145.94 81-34 13.75 48-14 2.08163 0.. 069 15 MARCH MARCH MARCH MARCH MARCH MARCH MARCH MARCH MARCH 30 30 30 30 30 30 30 30 30 115-94 109.. 62 105-32 59-03 81.07 61.96 154-87 82.03 39.28 30 30 30 30 30 30 30 30 30 30 30 122.24 144.20 132-29 125.16 66.54 94.58 69.94 184.52 95.87 43-36 67.96 30 30 30 30 30 30 30 30 0-09 -1.09 4.76 -2-78 5-69 5-53 2-94 -8.18 INDICES, MARCH 1973 BASE RATES = 100 GERNAN NARK 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— 1 0 COUNTRIES PLUS SWITZERLAND) U.S. DOLLAR GERNAN NARK JAPANESE YEN DUTCH GUILDER U.K. POUND CANADIAN DOLLAR FRENCH FRANC SWISS FRANC BELGIAN FRANC ITALIAN LIRA SWEDISH KRONA MARCH MARCH MARCH MARCH MARCH MARCH MARCH MARCH MARCH MARCH MARCH 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 MARCH MARCH MARCH MARCH MARCH MARCH MARCH MARCH SERIES NAHE LAST VALDE PLOTTED DATE VALUE CHART 3. GOLD PRICE IN LONDON, A FTERNOON FIXING U.S. DOLLARS PER FINE OUNCE HARCH 30 413,35 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-SHISS FRANC MARCH HARCH HARCH MARCH HARCH MARCH HARCH MARCH JAN. HARCH 30 30 25 18 25 25 25 25 1 25 8.88 8.96 10.75 8.30 5.00 4.58 6.50 12.88 10.30 3.59 HARCH MARCH MARCH MARCH MARCH MARCH MARCH 30 30 30 30 30 30 30 8.99 5.28 6.75 9.40 10.81 3.92 8.27 MARCH MARCH HARCH MARCH HARCH HARCH 30 30 30 30 30 30 8.96 9.76 9.59 9.54 9.70 9.83 OVERNIGHT EURO-DOLLAR DE POSITS U.S. FEDE R A L FUNDS DIFFERENTIAL ADJ, FOR RESERVE REQUIREMENTS MARCH 30 MARCH 30 HARCH 30 8.96 8.88 0.08 3-MONTH EURO-DOLLAR DEPOSIT RATE U.S. 90-DAY CD'S, SECONDARY MARKET DIFFERENTIAL MARCH 30 MARCH 30 HARCH 30 9.54 8.99 0.55 CHART 5, 3-MONTH I NTEREST RATES U.S. 90-DAY CD'S, SECONDARY MARKET GERMAN INTERBANK LOAN JAPANESE BANK LOANS & DISCOUNTS CANADIAN FINANCE PAPER INTERBANK STERLING SHISS I N TERBANK LOAN HEIGHTED AVERAGE FOREIGN INTER E S T RATE (G-10 COUNTRIES PLUS SWITZERLAND) CHART 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 SERIES NAME CHART LAST VALUE PLOTTED DATE VALUE 1- INTEREST ARBITRAGE, 3-MONTH FUNDS EURO-DOLLAR DEPOSIT INTERBANK STERLING (LONDON), COVERED DIFFERENTIAL MARCH 30 MARCH 30 MARCH 30 9-54 9.70 -0. 16 U.S. COMMERCIAL PAPER C ANADIAN FINANCE PAPER, COVERED DIFFERENTIAL MARCH 30 MARCH 30 MARCH 30 8.. 8 2 9.. 50 -0-68 EURO-DOLLAR DEPOSIT INTERBANK DM (FRANKFORT), COVERED DIFFERENTIAL MARCH 30 MARCH 30 MARCH 30 9.54 10.10 -0-56 EURO-DOLLAR DEPOSIT SHISS INTERBANK, COVERED DIFFERENTIAL MARCH 30 MARCH 30 MARCH 30 9-54 9-67 -0.14 MARCH MARCH JAN. MARCH MARCH FEB. JAN. MARCH 10-60 7.30 7-77 4-41 11.. 79 14.94 11-12 10-09 CHART 9- LONG TERM GOVERMENT BOND YIELDS UNITED STATES GERMANY JAPAN (MONTHLY) SNITZERLAND CANADA FRANCE NETHERLANDS UNITED KINGDOM 25 18 18 18 11 1 18 U. S- CORPORATE AAA BONDS EURO-DOLLAR BONDS £HART 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 23 23 23 23 23 23 23 23 158-27 143-85 209-41 125-78 103-48 125-27 111.89 162.46
@FedFRASER