The full text on this page is automatically extracted from the file linked above and may contain errors and inconsistencies.
(5 1 6 / 5 1 7 ) Selected Interest Exchange Rates W eekly Series of Charts August 22, 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 2. D A IL Y C E R T IF IE D SPOT States, its possessions, Canada, and Mexico; 10 or EXCHANGE RATES-H.10 RELEASE CHARTS 1. SPOT EXCHANGE RATE INDICES 2. 3-M ONTH FORW ARD EXCHANGE RATES 3. GOLD PRICE--LONDON 4. C A LL M O NEY RATES 5. 3-M ONTH INTEREST RATES 6. EURO-DOLLAR DEPOSIT RATES 7. SELECTED EURO-DOLLAR AND U.S. M O NEY M A R K ET RATES a INTEREST A RB ITRA G E: 3-M ONTH FUNDS 9. LONG-TERM G O V ER N M EN T BOND Y IE LD S 10. IN D U S T R IA L STOCK INDICES 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, 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 IO 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 0 120 100 80 60 50 80 70 60 50 40 30 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 ANN UM PER C EN T PER ANNUM 1981 1983 1981 1983 CHART 3 PRICE OF GOLD IN LONDON AVERAGES FOR WEEK ENDING WEDNESDAY u .s . c U.S. DOLLARS PER FINE OUNCE ARS PER FINE OUNCE 800 800 750 750 700 700 650 650 600 600 550 550 500 500 450 450 400 400 350 350 300 300 250 250 1980 1981 1982 1983 CHART 4 CALL MONEY RATES WEEKLY SERIES 28 24 24 20 20 16 16 12 1 2 8 8 4 4 0 24 24 20 20 16 16 12 12 8 8 4 4 + 0 + 0 20 24 20 U. K. 2-D A Y LOCAL AUTHORITY 16 16 1 2 12 8 8 4 4 0 CHART 5 3-MONTH INTEREST RATES WEEKLY SERIES PERCENT PER ANNUM PERCENT PER ANNUM 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 1 2 12 8 8 4 4 24 24 20 20 16 16 1 2 1 2 8 8 4 4 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 3 2 o+ 1 1 2 3 4 1981 1 PERCENT ON DIFFERENTIAL SCALE = 2 PERCENT ON RATE SCALE 1983 1981 1983 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 20 12 1 PERC ENT ON D IF F E R E N T IA L S C A LE = 2 PERC ENT ON RATE SCALE CHART 9 LONG-TERM GOVERNMENT BOND YIELDS WEEKLY SERIES P E R C E N T P ER ENT PER ANNUM 19 19 UNITED STATES 15 15 1 1 1 1 7 7 15 9 1 1 5 1 7 13 13 M O NTHLY 9 9 5 5 22 22 18 18 14 14 1 0 10 6 6 CHART 10 INDUSTRIAL STOCK INDICES WEEKLY SERIES RATIO SCALE 1969=100 RATIO SCALE 1969=100 1981 1983 1981 1983 LAST V A L U E P L O T T E D DATE VALUE SERIES NAME CHART 1. SPOT EXCHANGE RATES AND INDICES WEEKLY AVERAGES, NOON BUYING RATES *U.S. CENTS) GERMAN NARK JAPANESE YEN DUTCH GUILDER U.K. POUND CANADIAN DOLLAR FRENCH FRANC SWISS FRANC BELGIAN FRANC ITALIAN LIRA INDICES, MARCH 1973 BASE RATES * AUG. 17 AUG. 17 AUG. 17 AUG. 17 AUG. 17 AUG. 17 AUG. 17 AUG. 17 AUG. 17 AUG. 17 AUG. 17 AUG. 17 AUG. 17 AUG. 17 AUG. 17 AUG. 17 AUG. 17 AUG. 17 104.42 106.70 95-21 60.47 80.68 55.61 148.58 72.98 35. 52 100 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 (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 37.12 0.40750 33.17 149.50 80.95 12-34 46.18 1.85213 0.06253 1973 = 100 AUG. AUG. AUG. AUG. AUG. AUG. AUG. AUG. AUG. AUG. AUG. 17 17 17 17 17 17 17 17 17 17 17 130.51 135.31 135.97 118.73 72.33 99.44 65.67 186.44 89.50 41. 13 68.29 17 17 17 17 17 17 17 17 0-91 0.60 4.91 -4.76 6.02 4.33 3.72 -7. 15 CHART 2. 3-MONTH FORWARD 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. 6CLD PRICE IK LONDON, AFTERNOON FIXING U.S. DOLLARS PER FINE OUNCE AUG. 17 416.64 AUG. AUG. AUG. JULY AUG. AUG. AUG. AUG. JAN. AUG. 17 17 12 15 12 19 12 12 1 19 9.67 9.64 9.00 9.23 5.05 4.98 6.63 12.88 10.30 2-09 AUG. AUG. AUG. AUG. AUG. AUG. AUG. 17 17 17 17 17 17 17 9.89 5-74 6.69 9.56 9.84 4.47 8.44 AUG. AUG. AUG. AUG. AUG. AUG. 17 17 17 17 17 17 9.64 9.73 9.85 10.30 10.74 11.01 CHART 4. CALL HONEY RATES U.S. FEDERAL FUNDS OVERNIGHT EURO-DOLLAR D E POSITS U.K. 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 C ANADIAN FINANCE PAPER INTERBANK STERLING SWISS INTERBANK LOAN WEIGHTED AVERAGE FOREIGN INTEREST RATE (G-10 COUNTRIES PLUS SNITZERLAND) CHART 6. EURO-DOLLAR DEPOSIT RATES: LONDON OVERNIGHT 7- DAY 1- MONTH 3-•MONTH 6- MONTH 1- YEAR CHART 7. SELECTED EURO-DOLLAR AND U.S. HONEI MARKET RATES OVERNIGHT EUBO-DOLLAB DEPOSITS U.S. FEDERAL FUNDS DIFFERENTIAL ADJ. FOB RESERVE REQUIREMENTS AUG. AUG. AUG. 17 17 17 9.64 9.67 -0.03 3-MONTH EURO-DOLLAR DEPOSIT RATE U. S. 90-DAY CD* S, SECONDARY MARKET DIFFERENTIAL AUG. AUG. AUG. 17 17 17 10.30 9.89 0.41 S E R I E S NAME CHART LAST VALUE P L O T T E D DATE VALUE i INTEREST ARBITRAGE, 3-MGNTH PUNDS . EURO-DOLLAR DEPOSIT INTERBANK STERLING (LONDON), COVERED DIFFERENTIAL AUG. 17 AUG. 17 AUG. 17 10.30 10.45 -0.15 U,S. COMMERCIAL PAPES CANADIAN FINANCE PAPER, COVERED DIFFERENTIAL AUG. AUG. AUG. 17 17 17 9.66 10.49 -0.83 E U R O D O L L A R DEPOSIT INTERBANK DM (FRANKFURT), COVERED DIFFERENTIAL AUG. AUG. AUG. 17 17 17 10.30 10.72 -0.42 E U R O D O L L A R DEPOSIT SWISS INTERBANK, COVERED DIFFERENTIAL AUG. AUG. AUG. 17 17 17 10.30 10.56 -0.26 AUG. JULY JUNE AUG. JULY APRIL FEB. MAY 12 29 12.10 8.15 7. *9 4.54 11.96 14.60 8.20 9.74 CHART 9. LONG TERM GOVERHENT BOND H E L D S UNITED STATES GERMANY JAPAN (MONTHLY) SWITZERLAND CANADA FRANCE NETHERLANDS (MONTHLY) UNITED KINGDOM 5 15 8 27 U- S. CORPORATE AAA BONDS E U R O D O L L A R BONDS CHART 10. JULY APRIL 12-15 9.90 STOCK INDICES UNITED STATES UNITED KINGDOM CANADA GERMANY SWITZERLAND NETHERLANDS FRANCE JAPAN JULY JULY JULY JULY JULY MAY JUNE JULY 27 27 6 6 27 25 29 13 174-67 158.07 245-67 140.06 114.81 123.83 124.67 173.55
@FedFRASER