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5 - V V O (516/6171 4 0 $ V.'^ V « t r rN ?LC v BkNK Qfr •K-AO \ CI *' Selected Interest & Exchange Rates August 16,1982 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 RATESH.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 a 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 S C A L E MARCH 1 9 7 3 = 1 0 0 RATIO S C A L E MARCH 1 9 7 3 = 1 0 0 160 • 140 - 120 - 100 - FOREIGN CURRENCY PRICE OF U.S. DOLLAR JAPANESE YEN - fM ~ - 80 " ~ f r U.K. POUND SWISS FRANC 180 DUTCH GUILDER - 140 V 120 — 160 - 140 120 - GERMAN MARK 100 I I — IIIIIIIII I I 100 II I II I I I II IIII I I I I I I I I I 120 120 CANADIAN DOLLAR 100 - 100 - 80 - 80 - ^—v - FRENCHI FRANC — 1 1 1 I I I I I I I I I \ ~~ I I I lulu I I I 60 80 70 60 50 ITALIAN LIRA BELGIAN FRANC I I I I II I II I I 1980 1982 1980 1982 40 CHART 2 3-MONTH FORWARD EXCHANGE RATES PREMIUM (+) OR (-) AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER ANN IT PER A N N U M — 6 ITALIAN LIRA - - + 0 CANADIAN DOLLAR 6 I I I IIIIIIII I i I r mIMI,MM i 6 0 U. K. POUND 6 DUTCH GUILDER 12 12 SWISS FRANC GERMAN MARK 6 0 6 A A - + 0 6 - \ a ^ J V" FRENCM FRANC JAPANESE YEN - - 12 I l l 1980 1982 I I I 1980 : 11 tii hill, 11111111111 1982 CHART 3 PRICE OF GOLD IN LONDON AVERAGES FOR WEEK ENDING WEDNESDAY U.S. DC U.S. D O L L A R S PER F I N E 0 ' L A R S PER F I N E OUNCE 800 800 750 750 700 700 650 650 600 600 550 550 500 500 12.5 Kg BARS 450 A F T E R N O O N F I X I N G PRICE 450 400 400 350 350 300 300 250 250 200 200 150 150 i i I i i I i i I i i I i i I i ' I i i I i i 100 1979 1980 1981 1982 100 CHART 4 CALL MONEY RATES WEEKLY SERIES PERCENT PER ANI F PER A N N U M 28 24 U. S. FEDERAL FUNDS U. K. 2-DAY LOCAL AUTHORITY 20 16 12 8 I I I III I 4 24 20 16 CANADA EURO-SWISS FRANC 12 8 NETHERLANDS 4 + 0 24 20 GERMANY FRANCE 16 12 8 JAPAN 4 EURO-DM # 0 1980 1982 1980 1982 CHART 5 3-MONTH INTEREST RATES WEEKLY SERIES PERCENT PER AN NT PER A N N U M 20 20 U.S. CD'S 16 16 12 12 U.K. INTERBANK STERLING WEIGHTED AVERAGE FOREIGN RATE 8 8 4 4 26 20 GERMAN INTERBANK RATE CANADIAN FINANCE CO. PAPER 22 16 18 12 14 8 10 4 6 0 12 16 JAPANESE BANK LOANS AND DISCOUNTS - — 8 12 \ 8 I I II II 4 J — 1980 1982 ~ j Y \ A ~ 4 SWISS INTEFIBANK RATE I I 1980 I olMlnlu ill ii hili i 1982 0 CHART 6 EURO-DOLLAR DEPOSIT RATES LONDON AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER AN ENT PER A N N U M 24 20 16 12 3-MONTH OVERNIGHT 8 4 24 20 16 12 7-DAY 6-MONTH 8 4 24 20 16 12 1-MONTH 1-YEAR 8 4 1980 1982 1980 1982 CHART 7 SELECTED EURO-DOLLAR AND U. S. MONEY MARKET RATES DIFFERENTIAL: PLUSM, FAVORS BORROWING IN U. S. AVERAGES FOR WEEK ENDWG WEDNESDAY P E R C E N T PER ANNUM PERCENT PER A N N U M 26 26 3-MONTH EURO-DOLLAR DEPOSITS 22 FEDERAL FUNDS 18 14 i\ j r 10 i V // Vf 90-DAY CD S OVERNIGHT EURO-DOLLAR DEPOSITS I I I I I I I I I I I ±1 I I I I I I I I I I 6 3 2 1 + 0 1 I V ' — I OFFER ENTIAL DIFFERENTIAL 2 3 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 I I I I I I I I 1I1 1 I 1I1 1 1 1 1 1 1 1962 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 INTERBANK STERLING U. S. COMMERCIAL PAPER COVERED LONDON — DIFFERENTIAL DIFFERENTIAL - V\ V I 2 " i l l lull * u . 1 1 1 l Y k — j v ^ i i I n h i l l i 11111111111 4 28 28 SWISS INTERBANK (SF) COVERED • INTERBANK DM COVERED FRANKFURT 20 20 — - I I \ i ^ r V € K | z y \ 12 12 — VW EURO-DOLLAR DEPOSITS — — D A S H E D LINE I I I 1 1 EURO-DOLLAR DEPOSITS DASHED LINE 1 DIFFERENTIAL DIFFERENTIAL A I I I I I I ! 1980 1 P E R C E N T ON D I F F E R E N T I A L I 111111111111 1982 S C A L E = 2 P E R C E N T ON R A T E S C A L E .*A i 1980 i A A AA . AAA L< t 71 1/v/j Vy^wVy/ 111111111111 1982 CHART 9 LONG-TERM GOVERNMENT BOND YIELDS WEEKLY SERIES PERCENT PER A M T PER A N N U M 19 19 U. S. CORPORATE MONTHLY Aaa BONDS UNITED STATES 15 15 11 11 — — ^ i 7 i EURO-DOLLAR BONDS I I i i i liiiiiiniiiliiiiiliilii 7 9 15 UNITED KINGDOM — SWITZERLAND — 5 11 — I I I " 7 13 iihiliilii 1 13 MONTHLY JAPAN 9 9 GERMANY 5 5 22 22 18 18 FRANCE CANADA 14 14 10 10 NETHERLANDS II 6 1980 1982 1980 6 1982 CHART 10 INDUSTRIAL STOCK INDICES WEEKLY SERIES RATIO S C A L E 1969=100 RATIO S C A L E 1969=100 UNITED STATES 140 120 , " A 100 \J hl\f / v A , VuAZ ^/ V zx 1 UNITED KINGDOM I - I i FRANCE i SWITZERLAND 120 - CANADA NETHERLANDS 80 60 i i i I I 1980 I ill 11 hill I 1982 - 100 80 i 140 100 120 \ V>n I GERMANY 1980 1982 LAST VALUE PLOTTED DATE VALUE SERIES NAME CHART 1. SPOT EXCHANGE BATES AND INDICES WEEKLY A V E R A G E S , NOON BUYING RATES (U.S. CENTS) GERMAN MARK J A P A N E S E YEN DUTCH GUILDER U.K. POUND CANADIAN DOLLAR FRENCH FRANC SWISS F R A N C BELGIAN FRANC ITALIAN LIRA AUG. AUG. AUG. AUG. AUG. AUG. AUG. AUG. AUG. 11 11 11 11 11 11 11 11 11 39.,88 0.38183 36. 20 170.,50 79..90 14.,33 46.,73 2..08870 0..07141 AUG. AUG. AUG. AUG. AUG. AUG. AUG. AUG. AUG. 11 11 11 11 11 11 11 11 11 112. 17 99. 97 103.,93 68.,96 79. 63 64..59 150.,32 82..31 40..57 11 11 11 11 11 11 11 11 11 11 11 120. 76 137. 03 118. 06 122. 14 78. 17 91. 81 72. 49 177. 20 95. 25 44. 42 82. 46 11 11 11 11 11 11 11 11 -3. 08 1. 40 3. 81 - 3 . 86 8. 40 3. 58 5. 42 -7. 81 INDICES, MARCH 1973 BASE RATES = 100 GERMAN MARK JAPANESE YEN DUTCH GUILDER U.K. POUND CANADIAN DOLLAR FRENCH F R A N C SWISS FRANC BELGIAN FJRANC ITALIAN LIRA WEIGHTED AVERAGE EXCHANGE VALUE INDICES, MAR 1973 = 100 (G-10 COUNTRIES PLUS SWITZERLAND) U.S. DOLLAR G E R M A N MARK JAPANESE YEN DUTCH GUILDER U.K. POUND CANADIAN DOLLAR FRENCH F R A N C SWISS FRANC BELGIAN FRANC ITALIAN LIRA SWEDISH KRONA • AUG. AUG. AUG. AUG. AUG. AUG. AUG. AUG. AUG. AUG. AUG. :OUNT CHART 2. 3-MONTH F O R W A R D EXCHANGE RATES, PREMIUM OR DISCOUNT CANADIAN DOLLAR U.K. POUND GERMAN MARK FRENCH FRANC SWISS FRANC DUTCH GUILDER J A P A N E S E YEN ITALIAN LIRA AUG. AUG. AUG. AUG, AUG. AUG. AUG. AUG. SERIES NAME LAST VALUE PLOTTED DATE VALUE CHART 3. GOLD PRICE IN LONDON, AFTERNOON FIXING AUG. 11 339.80 AUG. 11 AUG. 11 AUG. 6 JULY 16 AUG. 6 JULY 9 AUG. 6 AUG. 6 JAN. 1 JULY 9 10.90 10.93 11.63 15.86 9.00 8.46 7.25 14.75 10.30 1.92 AUG. AUG. AUG. AUG. AUG. AUG. AUG. 11 11 11 11 11 11 4 11.65 9.24 7.31 15.41 11.29 4.42 11.15 AUG. AUG. AUG. AUG. AUG. AUG. 11 11 11 11 11 11 10. 93 11. 21 11. 66 12. 69 13. 59 13. 83 OVERNIGHT EURO-DOLLAR DEPOSITS U.S. .FEDERAL FUNDS DIFFERENTIAL ADJ. FOR RESERVE REQUIREMENTS AUG. 11 AUG. 11 AUG. 11 10. 93 10. 90 0. 03 3-MONTH EURO-DOLLAR DEPOSIT RATE U.S. 90-DAY CD'S, SECONDARY MARKET DIFFERENTIAL AUG. 11 AUG. 11 AUG. 11 12. 69 11. 65 1. 04 U.S. DOLLARS PER FINE OUNCE 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-SWISS FRANC CHART 5. 3-MONTH INTEREST RATES U.S. 90-DAY CD'S, SECONDARY MARKET GERMAN INTERBANK LOAN JAPANESE BANK LOANS 6 DISCOUNTS CANADIAN FINANCE PAPER INTERBANK STERLING SWISS INTERBANK LOAN WEIGHTED AVERAGE FOREIGN INTEREST R A T E (G-10 COUNTRIES PLUS SWITZERLAND) CHART 6. EURO-DOLLAR DEPOSIT RATES: LONDON OVERNIGHT 7-DAY 1-MONTH 3-MONTH 6 - M O NTH 1-YEAR CHART 7. SELECTED EURO-DOLLAR AND U.S. MONEY MARKET R A T E S SERIES NAME LAST VALUE PLOTTED DATE VALUE CHART 8 . INTEREST ABBITBAGE, 3-MGNTH FUNDS BUBO-DOLLAR DEPOSIT INTERBANK STEELING (LONDON) , COVERED DIFFERENTIAL AUG. 11 AUG. 11 AUG. 11 12.69 12.72 -0.04 U.S. COMMERCIAL PAPER CANADIAN FINANCE PAPER, COVERED DIFFERENTIAL AUG. 11 AUG. 11 AUG. 11 11.28 12.21 -0.93 EURO-DOLLAR DEPOSIT INTERBANK DM (FRANKFURT), COVERED DIFFERENTIAL AUG. 11 AUG. 11 AUG. 11 12.69 13.14 -0.45 EURO-DOLLAR DEPOSIT SWISS INTERBANK, COVERED DIFFERENTIAL AUG. 11 AUG. 11 AUG. 11 12.69 12.92 -0.23 AUG. JULY JUNE JUNE JULY JUNE JAN. JULY 13.63 9.18 8.53 5.00 16.09 16.09 11.12 11.90 CHART 9 . LONG TERM GOVERMENT BOND YIELDS # UN 1.1 ED STATES GERMANY JAPAN (MONTHLY) SWITZERLAND CANADA FRANCE NETHERLANDS UNITED KINGDOM • 6 30 11 16 11 1 23 U.S. CORPORATE AAA BONDS EURO-DOLLAR BONDS CHART 10. # * 14.81 13.02 STOCK INDICES UNITED STATES UNITED KINGDOM CANADA GERMANY SWITZERLAND NETHERLANDS FRANCE JAPAN JUNE MAY JULY JULY JULY JULY JULY JULY JULY JULY 14 14 14 14 14 14 14 14 114.43 121.75 140.82 96.58 80.90 82.03 99.22 140.59 FEDERAL RESERVE statistical release H.10(512) [[[[ AOGOST 17, 1982 FOREIGN EXCHANGE RATES FOB THE iBBK ENDING AOGOST 13, 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 PESO DOLLAR SCHILLING FRANC CRUZEXRO 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 BSCUDO DOLLAR RAND WON PESETA RUPEE KRONA FRANC BAHT POUND BOLIVAR * VALUE IN U.S. CENTS AUG. 9 20100.00 98.03 17.720 48.040 186.26 1.2549 56.000 1.9661 64.950 8.7450 4.8070 7.0000 2.5177 71.600 6.1590 9.6600 661.75 NA 136.25 26.970 1409.00 262.30 2.3720 79.0000 2.7695 72.770 6.7550 722.75 8.5050 86.800 2.1710 85.91 743.80 114.500 20.910 6.1980 2.1495 23.000 170.00 4.2965 (CURRENCY UNITS PER DOLLAR] AUG. 11 AUG. 10 20100.00 97.97 17.540 48.000 186.26 1.2534 56.000 1.9661* 64.950 8.7500 4.7720 6.9960 2.5160 70.400 6.1480 9.6000 661.75 NA 136.45 26.970 1401.00 263.90 2.3640 88.0000 2.7690 72.800 6.7650 722.75 8.5050 86.100 2.1650 86.32 743.80 112.970 20.910 6.1975 2.1465 23.000 169.75 4.2965 20100.00 97.79 17,770 48.170 186.26 1.2535 56.000 1.9661 64.950 8.7850 4.8130 7.0210 2.5230 71.500 6.1200 9.6100 661.75 NA 136.25 26.970 1408.00 263.40 2.3670 81.0000 2.7790 72.650 6.7800 722.75 8.5050 86.900 2.1750 85.90 743.80 114.120 20.910 6.2300 2.1545 23.000 169.80 4.2965 AUG. 12 20100.00 97.45 17.700 48.100 186.26 1.2599 56.000 1.9661 64.950 8.7450 4.8030 7.0075 2.5180 71.300 6.1430 9.6400 661.75 NA 136.55 26.970 1405.50 263.20 2.3690 76.5000 2.7745 72.650 6.7700 731.50 8.50 50 86.900 2.1790 86.02 743.80 113.750 20.910 6.2100 2.1590 23.000 169.80 4.2965 AUG. 13 20100.00 97.47 17.560 48.110 189.90 1.2520 56.000 1.9661 65.150 8.7400 4.7825 6.9800 2.5100 70.650 6.1050 9.5700 662.75 NA 136.90 26.970 1404.00 262.10 2.3630 NA 2.7630 72.600 6.7625 730.50 8.5050 86.500 2.1730 86.44 744.90 112.800 20.890 6.2175 2.1450 23.000 170.20 4.2980
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