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(516/517) ~ ~ DATA F f C t v LIBRARY FEDERAL RESERVE B A N E OE CHICAGO ~ ~ J # /few 0 * * 1984 Selected Interest & Exchange Rates Weekly Series of Charts April 9. 1984 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 SCALE MARCH 1 9 7 3 = 1 0 0 RATIO SCALE MARCH 1973=100 160 FOREIGN CURRENCY PRICE OF U.S. DOLLAR „ JAPANESE YEN ^ - 140 - 120 - 100 f - " i l l I I I I I I , | I I | I,,i|11,1111,7 80 240 CANADIAN DOLLAR SWISS FRANC V. 200 XT 160 ^ : GERMAN MARK DUTCH GUILDER 120 - FRENCH FRANC U.K. POUND — 100 - \/r\: — 80 60 - yv : 50 # 160 140 — BELGIAN FRANC ~ 120 100 • 80 60 - - 70 ITALIAN LIRA - — 60 - - 50 - 40 - i i i ! I I M ! I I I I I I M I I I ! IM !I M I 1982 • 80 — 1984 | | | 1982 II1111 M I ^ H I M 11111111 1984 30 CHART 2 3-MONTH FORWARD EXCHANGE RATES PREMIUM (+) OR (-) AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER ANNUM PERCENT PER ANNUM 6 24 7 - v v % ITALIAN LIRA - CANADIAN DOLLAR - ^ 1 N I ! I I I I I I I I I pjL J V\ K IU. K. POUND I DUTCH GUILDERI - 6 - I I I I I I I I I I! I I 9 12 - \ - I I I I illllllllll SWISS FRANC GERMAN MARK J \r W y - I I I I I |,, I Illllllllll FRENCH FRANC JAPANESE YEN 1982 1984 1982 1984 CHART 3 PRICE OF GOLD IN LONDON AVERAGES FOR WEEK ENDING WEDNESDAY U.S. DOLLARS PER FINE OUNCE e U.S. DOLLARS PER FINE OUNCE 600 600 550 550 12.5 Kg BARS AFTERNOON FIXING PRICE 500 - 500 450 - - 450 400 - 400 350 350 3oo - 300 250 250 1981 1982 1983 1984 CHART 4 CALL MONEY RATES WEEKLY SERIES PERCENT PER ANNUM PERCENT PER ANNUM 28 24 — 20 - 16 - 12 - 8 — \ n FRANCE - U. S. FEDERAL FUNDS zr W JAPAN I!111lllll1111 I I 4 I I | I I I I | I I | I I,|,,|,,||, 0 24 CANADA 20 EURO-SWISS FRANC 16 12 NETHERLANDS 20 — U. K. 2-DAY LOCAL AUTHORITY GERMANY EURO-DM I — 16 - 12 » - 1982 1984 1982 1984 CHART 5 3-MONTH INTEREST RATES WEEKLY SERIES NT PER ANNUM PERCENT PER Ah 22 24 18 20 U.S. CD'S CANADIAN FINANCE CO. PAPER 16 14 12 10 WEIGHTED AVERAGE FOREIGN RATE 6 8 20 16 16 U.K. INTERBANK STERLING 12 GERMAN INTERBANK RATE 12 8 8 4 12 11 SWISS INTERBANK RATE 9 IV - 8 - 4 JAPANESE BANK LOANS AND DISCOUNTS i 7 I I II II I I 5 1982 1984 I I I II I II I I I 1982 1984 0 CHART 6 EURO-DOLLAR DEPOSIT RATES LONDON AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER ANNUM PERCENT PER ANNUM 24 24 - - OVERNIGHT 3-MONTH 16 - I 1 - 12 1 1 1 iiliiliilii 1 1 1 1 1 1 1 141 1 1 24 — — 20 7-DAY 6-MONTH AvA - 16 12 - i ilu hill i 4 24 20 24 — — 1-MONTH 16 -\f 12 - 8 - - \ - 1-YEAR 16 - V 4 I | 1982 | - - 12 - - 8 II III IllllI 1984 20 1982 1984 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 22 - FEDERAL FUNDS 18 22 18 3-MONTH E U R O - D O L L A R DEPOSITS 14 14 VI OVERNIGHT 10 V 90-DAY CD' S E U R O - D O L L A R DE P O S I T S I I I I I I I I I I I 10 I I I I I I I I I I I I I I I I I I I IDIFFERENTIAL TlNryUkn DIFFERENTIAL f l 11111111111111111111111 1982 1 PERCENT ON D I F F E R E N T I A L S C A L E = 2 PERCENT ON RATE S C A L E 1984 i i i A / I v v W I 1982 v > I l 11111111111 11111111111 1984 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 20 20 DASHED LINE CANADIAN FINANCE CO. PAPER, COVERED 12 12 INTERBANK STERLING COVERED LONDON - U. S. COMMERCIAL PAPER "VV x/ I I ll DIFFERENTIAL - DIFFERENTIAL Jill nh/Av/WvfyV — "y\/A-V^vv 1 : 2 4 28 28 20 SWISS INTERBANK (SF) COVERED INTERBANK DM 20 COVERED FRANKFURT 12 12 EURO-DOLLAR DEPOSITS" EURO-DOLLAR DEPOSITS DASHED LINE -DASHED LINE I II III I DIFFERENTIAL DIFFERENTIAL - Ju A j , " M a 1 1982 1984 1 PERCENT ON D I F F E R E N T I A L S C A L E = 2 PERCENT ON RATE S C A L E 1 1 1982 1 II I I I I 1984 I I I i I CHART 9 LONG-TERM GOVERNMENT BOND YIELDS WEEKLY SERIES PERCENT PER ANNUM PERCENT PER ANNUM 19 19 — » JI < CANADA UNITED STATES 15 11 - 15 11 - 7 9 15 11 pS . \f UNITED KINGDOM SWITZERLAND - - l 7 l ~ l 1 13 MONTHLY GERMANY JAPAN 1 U. S. CORPORATE 1 1 1 1 - 1 ~ 11111111111 MONTHLY FRANCE 18 Aaa BONDS 14 EURO-DOLLAR BONDS 10 ~\ V NETHERLANDS MONTHLY 1982 1984 1982 1984 CHART 10 INDUSTRIAL STOCK INDICES WEEKLY SERIES RATIO SCALE 1969=100 RATIO SCALE 1969=100 UNITED STATES UNITED KINGDOM JAPAN FRANCE GERMANY SWITZERLAND NETHERLANDS CANADA e LAST VALUE PLOTTED DATE VALUE SERIES NAME CHART 1. S P O T E X C H A N G E B A T E S AND I N D I C E S WEEKLY A V E R A G E S , NOON BUYING R A T E S (U.S. C E N T S ) G E R M A N MARK J A P A N E S E YEN DUTCH GUILDER U.K. P O U N D C A N A D I A N DOLLAR FRENCH F R A N C SWISS F R A N C BELGIAN F R A N C ITALIAN LIRA SWEDISH KBONA INDICES, MARCH 1973 BASE B A T E S = W E I G H T E D A V E R A G E E X C H A N G E VALUE I N D I C E S , BAR (G-10 C O U N T R I E S PLUS S W I T Z E R L A N D ) U.S. DOLLAR G E R M A N MARK J A P A N E S E YEN DUTCH G U I L D E R U.K. P O U N D C A N A D I A N DOLLAR FRENCH FRANC SWISS FRANC BELGIAN FRANC ITALIAN LIRA S W E D I S H KRONA • # ^HART e # 4 4 4 4 4 4 4 4 4 4 38.40 0.44468 34.02 143.71 78.27 12.48 46.34 1.87699 0.06174 12.91 APRIL APRIL APRIL APRIL APRIL APRIL APBIL APRIL APRIL 4 4 4 4 4 4 4 4 4 108.02 116.48 97.67 58. 13 78.01 56.22 149.10 73.96 35.07 4 4 4 4 4 4 4 4 4 4 4 128.52 138.89 148.00 120.43 68.33 94.67 65.58 184.80 89.62 40.04 68.82 4 4 4 4 4 4 4 4 0.21 1.90 5.09 -3.45 5.86 4.52 4.45 -5.88 100 G E R M A N MARK J A P A N E S E YEN DUTCH G U I L D E R U.K. P O U N D C A N A D I A N DOLLAR FRENCH F R A N C SWISS F R A N C BELGIAN F R A N C ITALIAN LIRA • APRIL APRIL APRIL APRIL APRIL APRIL APRIL APRIL APRIL APRIL 1973 - 100 APRIL APRIL APRIL APRIL APRIL APRIL APRIL APRIL APRIL APRIL APRIL 2. 3 - M O N T H F O R W A R D E X C H A N G E R A T E S , PREMIUM OH D I S C C U N T C A N A D I A N DOLLAR U.K. P O U N D G E R M A N MARK FRENCH FRANC SWISS FRANC DUTCH G U I L D E R J A P A N E S E YEN ITALIAN LIRA APRIL APRIL APRIL APRIL APRIL APRIL APRIL APRIL LAST VALUE PLOTTED DATE VALUE SERIES NAME CHART 3. G O L D PRICE IN L O N D O N , AFTERNOON FIXING U.S. D O L L A R S PER 4. C A L L FINE OUNCE APRIL 4 385.52 APRIL APRIL MARCH FEE. MARCH APRIL MARCH MARCH JAN. APRIL 4 4 30 24 30 6 30 30 1 6 10.41 10.36 8.69 9.41 5.55 5.38 6. 56 12.50 10.30 4.67 APRIL APRIL APRIL APRIL APRIL APRIL APRIL 4 4 4 4 4 4 4 10.36 5.81 6.25 10.74 8.89 3.66 8.47 APRIL APRIL APRIL APRIL APRIL APRIL 4 4 4 4 4 4 10.36 10.35 10.44 10.66 10.94 11.45 HONEY R A T E S U.S. F E D E R A L F U N D S O V E R N I G H T EURO-DOLLAR D E P O S I T S U.K. CANADA GERMANY EURO-DM JAPAN FRANCE NETHERLANDS E U R O - S W I S S FRANC 5. 3 - M O N T H I N T E R E S T R A T E S U . S . 90-DAY C D ' S , SECONDARY M A R K E T G E R M A N INTERBANK LOAN J A P A N E S E EANK L O A N S 8 D I S C O U N T S C A N A D I A N F I N A N C E PAPER I N T E R B A N K STERLING SWISS I N T E R B A N K LOAN W E I G H T E D A V E R A G E FOREIGN I N T E R E S T R A T E (G-10 C O U N T R I E S PLUS S W I T Z E R L A N D ) C H A R T 6. E U R O - D O L L A R DEPOSIT R A T E S : LONDON OVERNIGHT 7-DAY 1-MONTH 3-MONTH 6-MONTH 1-YEAR CHART 7 . S E L E C T E D EURO-DOLLAR AND U.S. MONEY M A R K E T R A T E S O V E R N I G H T EURC-ECLLAfi D E P O S I T S U.S. F E D E R A L FUNDS D I F F E R E N T I A L ADJ. FOR R E S E R V E R E Q U I R E M E N T S APRIL APRIL APRIL 4 4 4 10.36 10.41 -0.05 3 - M O N T H EURO-DOLLAR DEPOSIT R A T E U.S. 90-DAY C D ' S , SECONDARY MARKET DIFFERENTIAL APRIL APRIL APRIL 4 4 4 10.66 10.36 C. 30 SEfilES N A M : C H A R T 8. I N T E R E S T Last V A L U E PLOTTED DATE VALUE A R B I T R A G E , 3 - M O N T H FUNDS EURO-DOLLAR DEPOSIT IJITERBANK S T E R L I N G (LOUDON) , C O V E R E D DIFFERENTIAL APRIL APRIL APRIL 4 4 4 10. 66 10. 83 - 0 . 17 U . S . C O M M E R C I A L PAPER C A N A D I A N F I N A N C E PAPER, C O V E R E D DIFFERENTIAL APRIL APRIL APRIL 4 4 4 10. 09 10. 95 - 1 . 86 EURO-DOLLAR DEPOSIT I N T E R B A N K DM (FRANKFURT), C O V E R E D DIFFERENTIAL APRIL APRIL APRIL 4 4 4 10. 66 10. 98 - c . 31 EURO-DOLLAR DEPOSIT SWISS I N T E R B A N K , C O V E R E D DIFFERENTIAL APRIL APRIL APRIL 4 4 4 10. 66 9. 57 1. 09 MARCH MARCH 30 16 2 FEB. 24 FEE. 10 NOV. MARCH 30 12. 46 7. 82 6. 92 4. 56 12. 10 13. 71 8. 57 9. 70 MARCH NOV. 12.57 10. 29 CHART 9. L O N G TERM G O V E R M E N T B O N D YIELDS UNITED S T A T E S GERMANY J A P A N (MONTHLY) SWITZERLAND CANADA FRANCE N E T H E R L A N D S (MONTHLY) UNITED KINGDOM FEB. MARCH U.S. C O R P O R A T E AAA BONDS EURO-DOLLAR CHART 10. BONDS STOCK INDICES UNITED STATES U N I T E D KINGDOM CANADA GERMANY SWITZERLAND NETHERLANDS FRANCE JAPAN MARCH MARCH MARCH MARCH MARCH MARCH MARCH MARCH 28 28 28 28 28 28 28 28 167. 14 192. 42 235. 66 14S. 84 122. 78 153. 25 163. 51 223. 72 FEDERAL RESERVE statistical release H . 10 (512) * o/SEHHHfflltii • • * (Mp:: : s « j L • APBI1 FOREIGN EXCHANGE RATES FOB THE BBBK EBBING APBXL 9 , 1984 6 , 1984 The Board of Governors of the Federal Reserve System is advised that the Federal Reserve Bank of N e w York has certified for customs purposes the following noon buying rate in N e w York City for cable transfers payable in foreign currencies: COUNTRY •A0S16ALIA AUSTRIA BELGIUM BRAZIL CANADA CHINA,P.B. DENMARK FINLAND FRANCE GERMANY GREECE HCNG KONG INDIA •IRELAND ISRAEL ITALY JAPAN MALAYSIA MEXICO NETHERLANDS •NEW Z E A L A N D NORWAY PHILIPPINES PORTUGAL SINGAPORE * S O U T H AFRICA S O U T H KOREA SPAIN SRI LANKA SNIDBM SWITZERLAND TAIWAN THAILAND •UNITED KINGCCE VENEZUELA MEMO: •UNITED STATES MONETARY UNIT DOLLAR SCHILLING FRANC CRUZEIRO DOLLAR YUAN KRONE MARKKA FRANC D. MARK DRACHMA DOLLAR RUPEE POUND SHEKEL LIRA YBN RINGGIT PESO GUILDER DOLLAR KRONE PESO BSCUDO DOLLAR RAND BON PESETA RUPEE KBONA FRANC DOLLAR BAHT POUND BOLIVAR DOLLAR APR. 2 (CURRENCY U N I T S PER D O L L A R ) 4 APR. 3 APR. APR. 5 APR. 6 9 3 . 80 18. 3 0 5 5 3 . 140 1335. 00 1. 2 7 4 5 2.D639 9. 5600 5. 5 5 7 0 8. 0040 2. 5980 103.150 7.8095 10. 7 6 0 0 117. 7 2 155. 7 4 0 1616.00 224. 65 2.2945 176.,5000 2.9350 66.400 7.5200 14.2500 132.250 2.0860 80.50 793.80 148.400 25.140 7..7350 2.1535 39.950 23.010 143,>30 14.0000 9 4 . 05 18. 3 7 8 53.600 1335. 0 0 1. 2 7 7 8 2. 0743 9.6550 5 .6 1 1 0 8. 0650 2.6 2 2 5 103. 9 5 0 7. 8060 10. 7 6 0 0 116. 6 5 157. 0 2 0 1625. 0 0 2 2 5 . 10 2. 2 9 5 5 176. 7 5 0 0 2. 9 5 7 5 66. 330 7.5550 14.2 5 0 0 133. 3 5 0 2. 0685 80. 5 0 794. 4 0 150. 170 25. 130 7. 7 8 0 0 2. 1675 39.930 23. 0 1 0 143. 15 14.0000 9 4 . 03 18. 425 5 3 . 590 1 3 3 5 . 00 1. 2799 2 . 0743 9. 6320 5.6120 8. 0550 2. 6215 104. 100 7 . 8060 10. 7 7 0 0 116. 68 158. 4 2 0 1 6 2 4 . 00 225. 35 2. 2920 176. 5 5 0 0 2. 9570 66.300 7. 5560 14. 2 5 0 0 133. 2 5 0 2. 0870 7 9 . 90 795. 40 151. 0 3 0 2 5 . 140 7. 7 8 0 0 2. 1715 NA 23. 010 * 143. 25 14.0000 9 2 . 80 18. 5 1 5 53. 7 9 0 1335. 0 0 1. 2 7 6 8 2. C 7 4 3 9.,6650 5.,5950 8.,0960 2.,6310 103. 8 5 0 7. 79 60 10.7700 116.25 159.400 1631.00 225. 6 0 2.2900 177. 3 5 0 0 2.9675 66.000 7.5575 14.2500 133.100 2.0870 80.25 795.40 149.170 25,.130 7.7925 2.1810 39.920 23,.010 142.60 14.0000 9 2 . 08 18. 4 3 8 5 3 . 600 1335. CO 1. 5791 2 .0846 9.6350 5. 6350 8.0670 2m 6 2 2 5 104. 130 7 . 6010 10. 7 7 0 0 116. 60 161. 290 1623. 00 2 2 5 . 35 2. 2940 177. 5 0 0 0 2. 9590 65. 950 7. 5575 14. 2 5 0 0 134. 0 0 0 2.0930 8 0 . 25 7 9 5 . 40 150. 6 3 0 2 5 .,130 7.,7860 2.1750 39.900 23.010 143. 00 14.1000 128 .36 129 . 1 0 129 . 0 9 129 . 5 0 129 .16 •IHDBX OF SEXGBTBD ATEHAGE EXCHANGE ?A10B OF U.S. DOllAF AGAIBST C0BBEHC1ES OF 0 * 8 : 5 G-11 CCOMTBIES. HABCH 1973 - 100. IEIGHTS ABE 1972-76 GLOBAI TBADE OF BACH OF THE 10 CC01TB1ES. SEBIES REVISED AS OF AOGOST 1978. FOB DBSCBIPTION AND EACK CATA, SEE "INDEX OF THE #EIGHTED-AVBB%GB EXCHANGE VALOE OF TBE O.S. 6011AB: BEIISIOH* OB PAGE 700 CF TBE AOGOST 1978 FEDEBA1 BESEBVE B O l l E T I B . •WA10E IS O.S. CBBTS
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