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(5 1 6 / 5 1 7 ) Selected Interest Exchange Rates W eekly Series o f Charts August 25, 1980 DIVISION OF INTER N A TIO N A L FINANCE Prepared by the F IN A N C IA L MARKETS SECTION BOARD OF GOVERNORS FEDERAL RESERVE SYSTEM Washington, D.C. 20551 Table o f Contents TABLES SUBSCRIPTION RATES: 1. LATEST FIGURES 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 EXCHANGE R A TE S- 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, 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 H.10 RELEASE CHARTS 1. SPOT EXCHANGE RATE IN D IC ES 2. 3-M ONTH FORW ARD EXCHANGE RATES 3. GOLD PRICE--LONDON 4. C A LL M O NEY RATES 5. 3-M ONTH IN TER EST RATES 6. EURO-DO LLAR DEPOSIT RATES 7. SELECTED EURO D O LLA R A N D U.S. M O NEY M A R K E T RATES 8. IN TER EST A R B ITR A G E : 3-M O N TH FUNDS 9. LONG-TERM G O V E R N M E N T BOND Y IE L D S 10. IN D U S T R IA L STOCK IN D IC ES 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 M ARCH R A T IO SCALE MARCH 1973=100 SCALE 1973=100 120 100 - FOREIGN CURRENCY PRICE OF U.S. DOLLAR 60 1_L iiliiliilnliiliiliili 80 60 180 120 160 140 100 120 100 - 200 160 120 160 160 - 140 140 120 120 100 100 100 80 - 1978 1980 1978 1980 60 CHART 2 3-M ONTH FORWARD EXCHANGE RATES PREMIUM (+) OR ( - ) AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER ANNUM PERCENT PER ANNUM 1978 1980 1978 1980 CHART 3 PRICE OF GOLD IN LONDON AVERAGES FOR WEEK ENDING WEDNESDAY U.S. [ 'LLARS PER FINE OUNCE U.S. D OLLARS PER FINE OUNCE 800 800 750 750 700 700 650 650 600 600 550 550 500 500 450 450 400 400 350 350 300 300 250 250 200 200 150 150 100 100 1977 1978 1979 1980 CHART 4 CALL MONEY RATES WEEKLY SERIES 20 20 16 16 12 12 8 8 4 4 16 20 12 16 12 8 8 4 0 12 4 0 12 8 4 8 + 0 4 0 4 1978 1980 1978 1980 CHART 5 3-MONTH INTEREST RATES WEEKLY SERIES PER C EN T PER A N N UM P ER C EN T PER ANNUM 1978 1980 1978 1980 CHART 6 EURO-DOLLAR DEPOSIT RATES Lo n d o n AVERAGES FOR WEEK ENDING WEDNESDAY ENT PER ANNUM P E R C E N T P E R Af^ 20 20 - - 16 16 - 3-MONTH OVERNIGHT J 12 12 - ■ 8 8 I 4 I l . I. L I . ■IlL l Iu I ll ■i lLu LllLll 4 20 20 16 16 12 12 8 8 4 4 20 20 16 16 12 12 8 8 4 4 1978 1980 1978 1980 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 ANNUM Io + P E R C E N T PER A N N U M 1 PERCENT ON DIFFERENTIAL SCALE = 2 PERCENT ON RATE SCALE CHART 8 INTEREST ARBITRAGE: 3-MONTH FUNDS DIFFERENTIAL: PLUS(+), INDICATES FAVOR DOLLAR ASSETS AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER ANNUM PERCENT PER ANNUM 20 16 12 8 4 0 2 + 0 2 4 2 + 0 2 1 PERCENT ON DIFFERENTIAL SCALE = 2 PERCENT ON RATE SCALE CHART 9 LONG-TERM GOVERNMENT BOND YIELDS WEEKLY SERIES 14 15 12 13 10 11 8 9 6 10 7 8 5 6 3 4 1 7 16 17 14 15 12 13 10 11 8 9 6 7 14 13 12 11 10 9 8 7 6 5 1978 1980 1978 1980 CHART 10 INDUSTRIAL STOCK INDICES WEEKLY SERIES R A T IO 1969= 140 120 100 80 R A T IO SCALE 1969=100 400 100 360 90 320 JAPAN 80 280 70 240 60 200 50 140 140 CANADA 120 D IS C O N T IN U E D S E R IE S 120 100 100 80 80 Lilli 160 140 120 100 80 I J. LAST VALUE PLOTTED DATE VALUE SERIES NAME CHART 1. SECT EXCHANGE RATES AND INDICES MEEKLY AV EFAGES, NOON E U Y I N G RA TES (U.S. CENTS) GERMAN MARK JAPANESE YEN DUTCH GUILDER U.K. POUND CANADIAN DOLLAF FRENCH FRANC SWISS FEANC EELGIAN FRANC ITALIAN LIRA NDICES, AUG. AUG. AUG. AUG. AUG. AUG. AUG. AUG. AUG. 20 20 20 20 20 20 20 20 20 55.76 0.44446 51.30 237.05 86.08 24.09 60.49 3-48875 0.11781 AUG. AUG. AUG. AUG. AUG. AUG. AUG. AUG. AUG. 20 20 20 20 20 20 20 20 20 156.85 116.37 147.28 95.88 85.80 108.57 194.60 137.47 66.93 20 20 20 20 20 20 20 20 20 20 20 86.23 149.01 104.00 133.56 83.93 74.77 96.24 175.93 123.64 57.24 94.11 20 20 20 20 20 20 20 20 -0.26 -5.59 2.38 -0.34 5.52 0.70 -0.85 -19.44 MARCH 1973 EASE RATES = 100 GERMAN MARK JAPANESE YEN DUTCH GUILDER U.K. POUND CANADIAN DOLLAR ERENCH FRANC SWISS FRANC EELGIAN FRANC ITALIAN LIRA SIGHTED AVERAGE EXCHANGE VALUE INDICES, MAR 1973 = 100 (G-10 COUNTRIES PLUS SWITZERLAND) U.S. DOLLAR GERMAN MARK JAPANESE YEN DUTCH GUILDER U.K. POUND CANADIAN DOLLAR ERENCH FRANC SWISS FRANC EELGIAN FRANC ITALIAN LIRA SWEDISH KRONA AUG. AUG. AUG. AUG. AUG. AUG. AUG. AUG. AUG. AUG. AUG. 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 AUG. AUG. AUG. AUG. AUG. AUG. AUG. AUG. SERIES NAME LAST VALUE PLOTTED DATE VALUE CHART 3. GCLD PRICE IN LONDON, AFTERNOON FIXING O.S. DOLLARS PER FINE OUNCE AUG. 20 624.30 CHART 4. CALL MONEY RATES O.S. FEDERAL FUNDS OVERNIGHT EURO-DOLLAR DEPOSITS U.K. 2-DAY LOCAL AUTHORITY DEPOSITS CANADA GERMANY EURC-PM JAPAN FRANCE NETHERLANDS EURC-SWISS FRANC CHART AUG. AUG. AUG. AUG. AUG. AUG. AUG. AUG. JULY AUG. 20 20 15 15 15 15 15 15 25 15 9.35 9.22 16.50 10.19 7-50 8.73 12.44 10.88 10.05 7.02 AUG. AUG. AUG. AUG. AUG. AUG. AUG. 20 20 20 20 20 20 20 9.82 8.71 11.91 10.30 16.51 5.25 11.28 AUG. AUG. AUG. AUG. AUG. AUG. 20 20 20 20 20 20 9.22 9.55 9.83 10.64 11.24 11.31 CVERNIGHT EURO-DOLLAR DEPOSITS U.S. FEDERAL FUNDS DIFFERENTIAL ADJ. FOR RESERVE REQUIREMENTS AUG. 20 AUG. 20 AUG. 20 9.22 9.35 -0.13 3-MCNTH EURO-DCLLAR DEPOSIT RATE U.S. 90-DAY CD'S, SECONDARY MARKET DIFFERENTIAL AUG. 20 ATJG. 20 AUG. 20 10.64 9.82 0.82 . 3-MONTH INTEREST RATES O.S. 90-DAY CD'S, SECONDARY MARKET GERMAN INTEREANK LOAN JAPANESE BANK LOANS S DISCOUNTS CANADIAN FINANCE PAPER INTERBANK STEELING SWISS INTERBANK LOAN WEIGHTED AVERAGE FOREIGN INTEREST RATE (G-10 COUNTRIES PLUS SWITZERLAND) CHART . EURO-DOLLAR DEPOSIT RATES: LONDON OVERNIGHT 7-DAY 1-MCNTH 3-MCNTH 6-MCNTH 1-YEAR CHART 7. SELECTED EURO-DCLLAR AND U.S. MONEY MARKET RATES SERIES NAME CHART 8. INTEREST ARBITRAGE, LAST VALUE PLOTTED DATS VALUE 3-MCNTH FUNDS EDRC-DCLLAS DEPOSIT INTERBANK STERLING (LONDON), COVERED DIFFERENTIAL AUG. 20 AUG. 20 AUG. 20 10. 6a 10. 69 -0. 06 U.S. COMMERCIAL PAPER CANADIAN FINANCE PAPER, COVERED DIFFERENTIAL AUG. 20 AUG. 20 AUG. 20 9. 54 10. 03 -0. 49 FUSC-DCILAR DEPOSIT INTERBANK DM (FRANKFORT), COVERED DIFFERENTIAL AUG. 20 AUG. 20 AUG. 20 10.. 64 11. 15 -0. 51 EU5C— DC1LAR DEPOSIT SWISS INTERBANK, COVERED DIFFERENTIAL AUG. 20 AUG. 20 AUG. 20 10. 64 10. 84 -0. 20 AUG. AUG. JULY AUG. AUG. JUNE JULY AUS. 10.93 7.77 8.88 4.59 12.37 13.34 9.09 11.29 CHART S. LCNG TERM GOVERMENT BOND YIELDS UNITED STATES GERMANY JAPAN (MONTHLY) SWITZERLAND CANADA FRANCE NETEERLANDS UNITED KINGDOM 15 8 8 8 13 25 15 O.S. CORPORATE AAA BONDS EUBC-DK BONDS EUEC-DCLLAR BONDS JUNE DEC. MAY 10.58 6.63 10.39 CHA RT 10. INDUSTRIAL STOCK INDICES UNITED STATES JAPAN CANADA FRANCE UNITED KINGDOM SWITZERLAND GERMANY AUG. 15 AUG. 15 DEC. 29 AUG. 1 AUG. 15 AUG. 15 AUG. 8 133.35 314.14 113.81 146.90 113.05 77.77 97.01
@FedFRASER