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(516/517) 4 Selected Interest & Exchange Rates Weekly Series of Charts i August 11,1986 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 2. DAILY CERTIFIED SPOT EXCHANGE RATES-H.10 RELEASE Weekly $15.00 per year or $.40 each in the United States, its possessions, Canada, and Mexico; 10 or more of the same issue t o one address, $13.50 per year or $.35 each. Elsewhere, $20.00 per year or $.50 CHARTS each. Address requests to Publications Services, Division of Administrative Services, and make payment remittance payable t o the order of the Board of 1. SPOT EXCHANGE RATE INDICES 2. 3-MONTH FORWARD EXCHANGE RATES & 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 & INTEREST ARBITRAGE: 3-MONTH FUNDS 9. LONG-TERM GOVERNMENT BOND YIELDS 10. INDUSTRIAL STOCK INDICES 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 RATIO : :ALE MARCH 973=100 200 180 RATIO ! MARCH 197 1=100 FOREIGN CURRENCY PRICE OF U.S. DOLLAR 50 45 ITALIAN LIRA 160 40 140 35 120 30 100 25 200 180 -T JAPANESE YEN 160 - 160 140 140 120 *' 'v — 100 ll( i 80 l l I M ,,h,I,,h, 140 120 200 180 120 ™ 100 80 140 CANADIAN DOLLAR DUTCH GUILDER 120 100 100 90 90 80 80 70 70 60 60 90 80 90 LLK. POUND 80 FRENCH FRANC 70 70 60 60 50 50 40 40 120 240 100 BELGIAN FRANC SWISS FRANC 200 90 180 80 160 70 140 60 120 50 11 I I I I I I I I I l l l l i l l I 100 CHART 2 3-MONTH FORWARD EXCHANGE RATES PREMIUM (+) OR ( - ) AVERAGES FOR WEEK ENDING WEDNESDAY PE PERCENT PER Ah :ENT PER ANNUM 4 8 JAPANESE YEN CANADIAN DOLLAR 0 A — — 0 4 8 4 4 I I I I I 4 I 12 U. K. POUND SWISS FRANC 8 0 4 - 8 8 I GERMAN MARK I I I I 4 0 I 8 DUTCH GUILDER 4 4 0 0 8 8 FRENCH FRANC ITALIAN LIRA 0 0 a 8 16 8 16 24 24 32 32 1984 1986 1984 1986 CHART 3 PRICE OF GOLD IN LONDON AVERAGES FOR WEEK ENDING WEDNESDAY U.S. D< U.S. DOLLARS PER FINE ( ARS PER FINE OUNCE 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 I 260 1983 1984 I I I I I f I I I I I I I I I I I I I 1985 1986 260 CHART 4 CALL MONEY RATES WEEKLY SERIES PERCENT PER Ah NT PER ANNUM 20 20 16 16 FRANCE U. S. FEDERAL FUNDS 12 - 12 8 8 4 4 JAPAN 0 1 1 1 1 1 1 I IIIIIIIIII 1 0 20 20 SWITZERLAND 16 16 CANADA 12 12 8 8 4 4 0 l l l M l l 0 20 16 20 16 UNITED KINGDOM 12 12 GERMANY 8 r 4 WVwv 4 NETHERLANDS J_L 0 8 1984 1986 1984 0 1986 CHART 5 3-MONTH INTEREST RATES WEEKLY SERIES NT PER ANNUM PERCENT PER AN 14 U.S. CD'S CANADIAN FINANCE CO. PAPER 12 L 10 8 - WEIGHTED AVERAGE FOREIGN RATE 6 - i 4 i i ' 11'' i ' ' i ' ' I I I I I I 16 1FRENCH /A U.K. INTERBANK STERLING INTERBANK RATE 14 - 12 10 8 1 1 1 1 1 1 1 1 1 1 1 1 1 II1 1 10 NETHERLANDS INTERBANK RATE GERMAN INTERBANK RATE 8 6 4 2 8 7 SWISS INTERBANK RATE JAPANESE GENSAKI RATE 6 5 4 1984 1986 1984 1986 CHART 6 EURO-DOLLAR DEPOSIT RATES LONDON AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER AL ENT PER ANNUM 16 16 3-MONTH OVERNIGHT 14 14 12 12 10 to 8 8 6 6 16 16 6-MONTH 7-DAY 14 14 12 - 10 10 8 6 12 An I I I I I I I I I I I I I - I IIIIIIIIII 8 6 16 16 1-MONTH 1-YEAR 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 ANNUM PERCENT 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 90-DAY CD S OVERNIGHT E U R O - D O L L A R DEPOSITS J I I ^ I I I 111111111111111111111111 111111111111111111 4 2 DIFFERENTIAL DIFFERENTIAL 0 I I I J I I IIIIIIIIIIIIIII IIIIIIIII 1984 1 PERCENT ON DIFFERENTIAL SCALE = 2 PERCENT ON RATE S C A L E 1986 I I I i T 1984 i 11111111111 i iIiiIiiIii 1986 CHART 8 INTEREST ARBITRAGE: 3-MONTH FUNDS DIFFERENTIAL: PLUSM, INDICATES FAVOR DOLLAR ASSETS AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER ANNUM PERCENT PER ANNUM 18 18 CANADIAN FINANCE CO. PAPER, COVERED EURO-DOLLAR DEPOSITS 14 DASHED LINE 10 INTERBANK STERLING COVERED LONDON U. S. COMMERCIAL PAPER 11 I I I ! I I I DIFFERENTIAL DIFFERENTIAL 2 18 INTERBANK DM 14 SWISS INTERBANK (SF) COVERED COVERED FRANKFURT 14 10 10 EURO-DOLLAR DEPOSITS EURO-DOLLAR DEPOSITS DASHED LINE I I I I DASHED LINE I I I III 1 1 1 I DIFFERENTIAL 1 1 1 DIFFERENTIAL 0 1 _ 1 1984 1986 1 PERCENT ON DIFFERENTIAL SCALE = 2 PERCENT ON RATE SCALE 1_L 1984 1986 CHART 9 LONG-TERM GOVERNMENT BOND YIELDS WEEKLY SERIES NT PER ANNUM PERCENT PER Ah 17 17 UNITED STATES 15 CANADA — 15 13 13 11 11 9 - 7 I I 9 7 I 9 15 13 UNITED KINGDOM 7 SWITZERLAND 11 5 9 3 7 1 10 10 GERMANY JAPAN 8 8 6 6 4 4 18 18 U. S. CORPORATE MONTHLY 16 16 FRANCE v Aaa BONDS 14 14 12 12 INETHERLANDS 10 MONTHLY \ 10 X 8 8 M i l 6 1984 I 1986 I 6 I 1984 1986 CHART 10 INDUSTRIAL STOCK INDICES WEEKLY SERIES RATIO SCALE 1969=100 RATIO SCALE 1969=100 UNITED STATES 350 300 - 250 - f y W f - - - - i / NETHERLANDS SWITZERLAND - \ — / v 200 150 100 — J - M I I - I I I 111 < 11,, i , , - I I I I I I I . I M I M I M FRANCE GERMANY 1984 1986 1984 1986 SERIES LAST VALOE PLOTTED DATE VALOE HAHB CHART 1 . SPOT BXCHAHGE HATES AHD INDICES BEEKLI AVERAGES, # 0 0 * BUIING BATES ( U . S . CENTS) GEBHAH BARK JAPANESE IBM DUTCH GUILDER O.K. P008D CAHA01AH DOLLAR FREHCH FBAHC S B I S S FBAHC BELGIAH FBAHC ITALIAN LIRA SWEDISH KROHA I N D I C E S , IIARCH 1 9 7 3 BASE BATES - NBIGHTBD AVERAGE EXCHANGE VALUE INDICES, HAB 1 9 7 3 ( 6 - 1 0 COUNTRIES PLOS S8ITZEBLAHD) CANADIAN DOLLAR U.K. POUND GERHAH BARK FBENCH FBAHC S N I S S FBAHC DUTCH GUILDEB JAPAHESE IEH ITALIAN LIBA 47.91 0.64847 42.50 148.21 72.41 14.75 59.58 2.31343 0.06968 14.33 AUG. AUG. AUG. AUG. AUG. AUG. AUG. AUG. AUG. 6 6 6 6 6 6 6 6 6 134.77 169.79 122.01 5 9 . 95 72.17 66.45 191.68 9 1 . 16 39.58 6 6 6 6 6 6 6 6 6 6 6 108.25 1 5 3 . 97 194.00 132.24 60.90 75.27 67.97 208.25 96.88 3 9 . 44 66.63 6 6 6 6 6 6 6 6 -2.23 -3.38 1.80 -0.84 1.83 0.91 1.72 -4.59 100 AUG. AUG. AUG. AUG. AUG. AUG. AUG. AUG. AUG. AUG. AUG. 0 . $ . DOLLAB GERHAH HARK JAPANESE IEH DUTCH GUILDEB O . K . POUND CANADIAN DOLLAB FRENCH FBAHC S i l S S FBAHC BELGIAN FBAHC ITALIAN LIRA SHEDISH KBOHA 3-HOHTH FORNARD EXCHANGE 6 6 6 6 6 6 6 6 6 6 100 GERHAH HARK JAPANESE TEN DUTCH GOILDEB U . K . POUHD CANADIAN DOLLAB FRENCH FBAHC S N I S S FRANC BELGIAN FBAHC ITALIAN LIRA CHART 2 . AUG. AUG. AUG. AUG. AUG. AUG. AUG. AUG. AUG. AUG. , PBBHIUH OB DISCOUHT AUG. AUG. AUG. AUG. AUG. AUG. AUG. AUG. S E R I E S NAME CHART 3 . LAST VALOE PLOTTED DATE VALUE GOLD PBICE IN LONDON, AFTERNOON FIXING O.S. DOLLARS PER F I N E OUNCE AUG. 6 359.84 AUG. AUG. AUG. AOG. AUG. AUG. AUG. AUG. AUG. 6 6 6.36 6.29 9.82 8.07 4.65 4.58 7.00 CHART 4 . CALL HONEY RATES O . S . FEDEBAL FUNDS OVEBNIGHT EURO—DOLLAR DEPOSITS O.K. CANADA GERMANY JAPAN FRANCE NETHEBLANDS SWITZERLAND 6 6 6 6 6 6 5.71 AUG. 6 AUG. 6 AUG. 6 AUG. 6 AUG. 6 AOG. . 6 AUG. 6 AUG. 6 AUG. 6 6.23 4.64 4.66 8.50 9.89 4.54 7.14 5.44 6.*1 AOG. AUG. AUG. AOG. AOG. AUG. 6 6 6 6 6 6 6.29 6.34 6.36 6.38 6.36 6.46 OVEBNIGHT EUBO-DOLLAB DEPOSITS 0 . 5 . FEDERAL FUNDS DIFFEBEMTIAL AUG. 6 AOG. . 6 AUG. 6 6.29 6.36 —0.07 3-MONTH EUBO-DOLLAB DEPOSIT BATE 0 . 5 - 9 0 - D A I C D ' S , SECONDABY MARKET DIFFERENTIAL AOG. AOG. AOG. 6 i.oo CHART 5 . 3-MONTH INTEREST BATES U . S . 90—DAI C D ' S , SECOHDABI HABKET GERMAN INTERBANK LOAN JAPANESE GENSAKI RATE CANADIAN FINANCE PAPEB INTBBBANK STEELING S f l I S S INTERBANK LOAN FRENCH INTERBANK BATE HSIHBBLASDS INTERBANK BATE WEIGHTED AVERAGE FOREIGN INTEREST RATE (G—10 COUNTRIES PLUS S8ITXERLAND) CHABT 6 . EURO-DOLLAR DEPOSIT BATES: LONDON OVERNIGHT 7—DAY 1-MONTH 3-MONTH 6-MONTH 1-IEAB CHART 7 . SELECTED EURO-DOLLAR AND U . S . fiONEI MABKET BATES 6 6 6 6.38 6-23 0.15 SERIES NAME CHART 8 . LAST VALUE PLOTTED DATS VALUE INTEREST ARBITRAGE, 3-MONTH FUNDS I EURO-DOLLAR DEPOSIT INTERBANK STERLING (LONDON), COVERED DIFFERENTIAL AUG. AUG. AUG. 6 6 6 6.38 6 . 42 -0.05 U . S . COMMERCIAL PAPER CANADIAN FINANCE PAPER, COVERED DIFFERENTIAL AUG. AUG. AUG. 6 6 6 6.21 6.22 -0.01 EURO-DOLLAR DEPOSIT INTERBANK DM (FRANKFURT) , COVERED DIFFERENTIAL AUG. AUG. AUG. 6 6 6 6.38 6.46 -0.09 EURO-DOLLAR DEPOSIT SWISS INTERBANK, COVERED DIFFERENTIAL AUG. AUG. AUG. 6 6 6 6.38 6.38 -0.01 AUG. 1 AUG. 1 AUG. 1 JULY 11 JULY 2 5 AUG. 1 JUNE 1 AUG. 7.41 5.71 4 . 99 4.05 9.36 8.50 6.38 9.24 JUNE 9 . 13 CHABT 9 . LONG TERM GOVESMENT BOND YIELDS UNITED STATES GERMANY JAPAN (MONTHLY) SWITZERLAND CANADA FRANCE NETHERLANDS (MONTHLY) UNITED KINGDOM . CORPORATE AAA BONDS I CHABT 1 0 . STOCK INDICES UNITED STATES UNITED KINGDOM CANADA GERMANY SWITZERLAND NETHERLANDS FRANCE JAPAN JULY JULY JULY JULY JULY JUL! JULY JULY 30 30 30 30 30 30 30 30 2 4 1 . 37 2 8 1 . 48 290.30 2 6 2 . 76 170.40 341.34 382.77 384.55 FEDERAL RESERVE statistical release " H.10 (512) \ • * f f w : t •: ( W ] l p * AUGUST 1 1 , 1986 FOREIGN EXCHANGE RATES FOB *11 M M BHOIBG AOGOS* 8 , 1986 The Board of Govsmors of the Federal Reserve System le edvteed that the Federal Reserve Bank of New York has certified for customs purposes thefollowingnoon buying rates In New York CMy for cable tranafors payable Inforeigncurrencies: CODBXBI HOHBTABZ OBIT •AOSXBALIA AOSTBIA BBLGIOH BBA2IL CABADA CHIBA,P.B. DEHHABK FXBLAB0 FBABCB GBBBABI GBBBCB HOBG KOBG IBOIA •IBBLABO ITALX JAPAH HALAXSXA HBTHBBLAHPS •BBS MALABO BOBHAX POBTBGAL SIBGAPOBB *SOOTH AFBICA SOOTH KOSBA SBAIB SBI LAMA SBBOBB SHII2BBLAB0 , TAIBAB THAXLABO •OBITBO KIBGOOH OOLLAB SCHILUBG FBABC CaOBAOO OOLLAB XOAB KBOBB BABJCKA FBABC 0 . HABK OBACHHA OOLLAB BOPBB POOBD LIBA IBB BIBGGIT GOILOBB OOLLAB SBOBB BSC000 OOLLAB BABO HOB PBSBTA BOPBB KBOBA FBABC OOLLAB »AHT POOBO %BBO: #OBITBO STATBS OOLLAB AOG. 4 i r n a B K i r r n i T f s pus n n u . n i AOG. 5 AUG. 6 60.14 14.620 *3.170 13.84 1.3820 3.7129 7.8480 4.9970 6.7700 2.0840 134.900 7.7980 12.5900 133.40 1432.00 154.00 2.6025 2.3500 51.700 7.4200 146.600 2.1720 39.05 887.80 135.300 28.133 6.9870 1.6780 37.980 26.090 147.00 61.60 14.640 43.310 13.84 1.3800 3.7129 7.8500 4.9900 6.7775 2.0900 136.150 7.8005 12.5300 132.75 1439.00 154.95 2.6125 2.3540 51.650 7.3900 147.250 2.1760 38.30 888.20 135.450 28.173 6.9900 1.6875 37.860 26.120 148.50 62.00 14.660 4 3 . 120 13.84 1.3825 3.7129 7. 8100 4.9865 6.7680 2.0850 .135.200 7.8010 12-5500 133.80 1434.00 154.40 2.6175 2.3520 51.930 7.3900 146.170 2.1740 38.05 888.60 135.200 28.182 6.9700 1.6780 37.800 26.140 147.90 108.25 108.30 108. ?2 AOG. 7 61.06 14.555 42.830 13.84 1.3813 3.7129 7.7550 4.9700 6.7100 2.0670 134.450 7.7875 12.5700 134.55 1424.00 153.80 2.6250 2.3300 51.850 7.3700 146.050 2.1700 38.15 888.00 134.650 28.180 6.9530 1.6665 37.750 26.100 147.65 107.62 AOG. 8 60.84 #4.550 42.840 13.84 1.3860 3.7129 7.7570 4.9850 6.7220 2.0700 434.900 7.8000 12.5600 134.40 1424.00 154.15 2.6225 2.3328 50.650 7.3810 14b-200 2-1700 38.13 887.40 134.800 2 8 . 190 6.9530 1.6690 37.750 26.100 147.30 107.79 tIBOSX OF 1BIGH1» b A I 8 6 1 6 8 BXCHABGB VALOB OF U . S . OOL l i l MJLI1S* C0MB1CIBS OF OZBSB G-1U coobtbibs. babch 1973 « 100. h b i g h t s abb 1972-76 g l o b a l tbaob o r bach of imb 10 c o o b t b i b s . SBBIBS BBflSBO AS OF AOGDSX 1978. FOB OBSCBIFTIOB ABO SACK DATA, SBB "IftOBX OF ZBB HBIGHTBD-AfBBAGB BXCHABGB VALOB OF TAB 0 . $ . OOLLAB: BBTISXOB" OH PAGB 700 OF MB AUGUST 1978 FBDBBA1 BBSBBTB BOLLBTIB. •fALOB IS D.S. CBBTS
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