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5 (516/517) rfDf DATA FIL£ «S Selected Interest & Exchange Rates Weekly Series of Charts August 26, 1985 DIVISION OF INTERNATIONAL FINANCE Prepared by the FINANCIAL MARKETS SECTION BOARD OF GOVERNORS FEDERAL RESERVE SYSTEM Washington, D C. 20551 - W 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 A N D U.S. MONEY MARKET RATES a INTEREST ARBITRAGE: 3-MONTH F U N D S 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 1 9 7 3 = 1 0 0 FOREIGN CURRENCY PRICE OF U.S. DOLLAR JAPANESE YEN 100 i iiliiliiIii — CANADIAN DOLLAR — SWISS FRANC 200 160 140 120 11 h 1111111 100 160 GERMAN MARK - 140 DUTCH GUILDER 120 100 y I U.K. POUND • I I FRENCH FRANC 120 BELGIAN FRANC ITALIAN LIRA 100 80 - — \ I . 70 M f 60 A / — ii I n I n I n 50 1983 — U It i l l I In 1985 1983 1985 - CHART 2 3-MONTH FORWARD EXCHANGE RATES PREMIUM (+) OR ( - ) AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER ANNUM PERCENT PER ANNUM 6 24 CANADIAN DOLLAR - - ITALIAN LIRA - - - I IIIIIIIIII 24 12 - A U. K. POUND - - - \ r - - DUTCH GUILDER ~~ i 6 i i I I I 0 i i l i i l n l i i l 12 12 GERMAN MARK - - y Vr - \ SWISS FRANC - - - 0 16 FRENCH FRANC 12 JAPANESE YEN 1983 1985 1983 1985 CHART 3 PRICE OF GOLD IN LONDON AVERAGES FOR WEEK ENDING WEDNESDAY U.S. DC PER FINE OUNCE U.S. D O L L A R S PER FINE 600 560 520 480 12.5 Kg BARS AFTERNOON FIXING PRICE 440 400 360 320 280 I I I I I I I I 240 1982 1983 1984 I I I I I I 1985 CHART 4 CALL MONEY RATES WEEKLY SERIES PERCENT PER ANNUM PERCENT PER ANNUM 24 24 20 FRANCE 16 /1W\ A U. S. FEDERAL FUNDS — 12 JAPAN - - 20 CANADA SWITZERLAND - - L 16 12 - - i i i I IIIIIIIIII 4 20 16 - - GERMANY , NETHERLANDS 1 1 1 M 1983 1985 I I 1983 I I I i I , I I I | | | 11111111111 1985 12 CHART 5 3-MONTH INTEREST RATES WEEKLY SERIES 16 18 14 16 1J2 CANADIAN FINANCE CO. PAPER U . S . CD'S 14 10 8 12 10 WEIGHTED AVERAGE FOREIGN RATE 6 8 16 12 14 U.K. INTERBANK STERLING GERMAN INTERBANK RATE 10 12 8 10 6 8 4 17 11 15 FRENCH INTERBANK RATE NETHERLANDS INTERBANK RATE 9 13 7 11 5 9 3 8 10 JAPANESE GENSAKI RATE 8 SWISS INTERBANK RATE 7 6 6 4 5 2 1983 1985 1983 1985 CHART 6 EURO-DOLLAR DEPOSIT RATES LONDON AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER 24 20 16 OVERNIGHT 12 8 4 24 20 16 12 8 4 24 20 16 1-MONTH 1-YEAR 12 8 4 1983 1985 1983 1985 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 A N N U M PERCENT PER ANNUM 20 20 18 18 16 16 14 14 FEDERAL FUNDS 3-MONTH DASHED LINE EURO-DOLLAR DEPOSITS 12 12 10 10 Vv v 90-DAY CD* S OVERNIGHT EURO-DOLLAR DEPOSITS J 111 i i 1 1 1 1 1 1 1 n j 11 1 1 1 1 1 1 1 111111111111111111111111 4 3 DIFFERENTIAL DIFFERENTIAL - j U V A v W V v ^ x - / - 11111111111 11111111111 1983 1 PERCENT ON DIFFERENTIAL SCALE = 2 PERCENT ON RATE SCALE 1985 I I I I I I I I I I I 1983 I I I I I I I I I I I 1985 CHART 8 INTEREST ARBITRAGE: 3-MONTH FUNDS DIFFERENTIAL: PLUS(+), INDICATES FAVOR D O L L A R ASSETS AVERAGES FOR WEEK ENDING WEDNESDAY :NT PER ANNUM PERCENT PER Ah 22 18 14 CANADIAN FINANCE CO. P A P E R , C O V E R E D EUROTDOLLAR DEPOSITS DASHED LINE 14 10 10 INTERBANK STERLING COVERED LONDON 6 U. S. 2 6 COMMERCIAL PAPER 11 In h i l i i 11 2 4 2 DIFFERENTIAL DIFFERENTIAL 2 + 0 "f/VWvf/V + 0 2 2 I I I 4 22 22 18 18 14 SWISS INTERBANK (SF) COVERED INTERBANK DM COVERED FRANKFURT 14 10 10 EURO-DOLLAR DASHED LINE 6 DEPOSITS 6 EURO-DOLLAR DEPOSITS DASHED LINE 2 2 2 — DIFFERENTIAL DIFFERENTIAL | + 0 2 + 0 vVUyy^y^ 2 [ 1983 3 1985 E R C E N T 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 I I I I 1983 I II III M i l l I 2 1985 CHART 9 LONG-TERM GOVERNMENT BOND YIELDS WEEKLY SERIES PER PER ANNUM PERCENT PER 19 UNITED STATES CANADA 15 11 7 15 UNITED KINGDOM - SWITZERLAND - 11 - - 7 13 MONTHLY GERMANY JAPAN 9 5 22 U . S . CORPORATE MONTHLY 18 FRANCE Aaa BONDS 14 NETHERLANDS MONTHLY 10 6 1983 1985 1983 1985 CHART 10 INDUSTRIAL STOCK INDICES WEEKLY SERIES RATIO SCALE 1969=100 RATIO SCALE 1969=100 260 260 220 220 UNITED STATES UNITED KINGDOM 180 180 140 140 100 100 260 260 220 220 180 180 NETHERLANDS FRANCE 140 140 100 100 80 80 220 220 180 180 GERMANY SWITZERLAND 140 140 100 100 80 80 320 320 280 CANADA 280 240 240 JAPAN 200 200 160 160 120 120 1983 1985 1983 1985 SERIES CHART 1. SPOT EXCHANGE B A T E S WEEKLY A V E R A G E S , L A S T VALUE PLOTTED DATE VALUE NAME AND I N D I C E S NOON BUYING R A T E S (U.S. CENTS) GERMAN MARK J A P A N E S E YEN DUTCH G U I L D E R U . K . POUND CANADIAN DOLLAR FRENCH FRANC S W I S S FRANC B E L G I A N FRANC ITALIAN LIRA S W E D I S H KRONA INDICES, MARCH 1973 BASE R A T E S = GHTED AVERAGE EXCHANGE VALUE I N D I C E S , ( G - 1 0 COUNTRIES P L U S SWITZERLAND) U . S . DOLLAR GERMAN MARK J A P A N E S E YEN DUTCH G U I L D E R U . K . POUND CANADIAN DOLLAR FRENCH FRANC S W I S S FRANC B E L G I A N FRANC ITALIAN LIRA S W E D I S H KRONA 3 - M O N T H FORWARD EXCHANGE R A T E S , CANADIAN DOLLAR U . K . POUND GERMAN MARK FRENCH FRANC S W I S S FRANC DUTCH G U I L D E R J A P A N E S E YEN ITALIAN LIRA 21 21 21 21 21 21 21 21 21 21 3 6 . 15 0.42185 3 2 . 10 139.53 73.81 11.83 44.11 1.78178 0. 05390 12.10 AUG. AUG. AUG. AUG. AUG. AUG. AUG. AUG. AUG. 21 21 21 21 21 21 21 21 21 101.69 110.45 9 2 . 15 5 6 . 43 7 3 . 56 53.33 141.92 70.21 30.62 21 21 21 21 21 21 21 21 21 21 21 136.53 136.78 147. 08 119.08 69.70 93.54 65.20 1 8 4 . 47 8 9 . 20 36.41 67.61 21 21 21 21 21 21 21 21 -0.99 - 3 . 16 3.55 - 3 . 54 3.46 2.23 1.65 -5.33 100 GERMAN MARK J A P A N E S E YEN DUTCH G U I L D E R U . K . POUND CANADIAN DOLLAR F R E N C H FRANC S W I S S FRANC B E L G I A N FRANC ITALIAN LIRA !. AUG. AUG. AUG. AUG. AUG. AUG. AUG. AUG. AUG. AUG. MAE 1 9 7 3 = 100 AUG. AUG. AUG. AUG. AUG. AUG. AUG. AUG. AUG. AUG. AUG. PREMIUM OR D I S C O U N T AUG. AUG. AUG. AUG. AUG. AUG. AUG. AUG. SERIES CHART 3 . GOLD P R I C E U.S. CHART 4 . I N LONDON, DOLLARS PER CALL FINE AFTERNOON F I X I N G OUNCE 3-MONTH I N T E R E S T DEPOSITS EURO-DOLLAR DEPOSIT RATES: 335.48 AUG. AUG. AUG. AUG. AUG. AUG. AUG. AUG. AUG. 21 21 21 21 21 21 21 21 21 AUG. AUG. AUG. AUG. AUG. AUG. AUG. AUG. AUG. 21 21 21 21 21 21 AUG. AUG. AUG. AUG. AUG. AUG. 21 21 21 21 21 21 8. 56 8. 07 8. 06 02 8. 06 8 . 07 11.80 8. 82 4.63 6 . 13 9.70 5.72 2.00 S E L E C T E D EURO-DOLLAR 21 21 21 7. 83 4.69 6.30 9 . 16 11.33 4. 63 9.77 5. 76 7.82 LONDON OVERNIGHT 7—DAY 1-MONTH 3-MONTH 6-MONTH 1-YEAR CHART 7 . 21 RATES U . S . 9 0 - D A Y C D ' S , SECONDARY MARKET GERMAN INTERBANK LOAN J A P A N E S E G E N S A K I RATE CANADIAN F I N A N C E PAPER INTERBANK S T E E L I N G S W I S S I N T E R B A N K LOAN FRENCH INTERBANK RATE NETHERLANDS INTERBANK RATE WEIGHTED AVERAGE F O R E I G N I N T E R E S T RATE ( G - 1 0 COUNTRIES PLUS SWITZERLAND) CHART 6 . AUG. MONEY R A T E S U . S . F E D E R A L FUNDS O V E R N I G H T EURO-DOLLAR U. K. CANADA GERMANY JAPAN FRANCE NETHERLANDS SWITZERLAND CHART 5 . L A S T VALUE PLOTTED DATE VALUE NAME AND U . S . 8. 07 7. 88 7.89 7. 99 8. 18 MONEY MARKET R A T E S O V E R N I G H T EURO-DOLLAR D E P O S I T S U . S . FEDERAL FUNDS DIFFERENTIAL AUG. AUG. AUG. 21 21 21 0. 3-MONTH EURO-DOLLAR D E P O S I T BATE U . S . 9 0 - D A Y C D ' S , SECONDARY MARKET DIFFERENTIAL AUG. AUG. AUG. 21 21 21 7. 99 7. 83 16 0. SERIES CHART 8. INTEREST L A S T VALUE P L O T T E D DATE VALUE NAME ARBITRAGE, 3 - M O N T H PONDS EURO-DOLLAR D E P O S I T INTERBANK S T E R L I N G (LONDON), DIFFERENTIAL U . S . COMMERCIAL P A P E R CANADIAN F I N A N C E P A P E R , DIFFERENTIAL COVERED COVERED EURO-DOLLAR D E P O S I T INTERBANK DM ( F R A N K F U R T ) , DIFFERENTIAL COVERED EURO-DOLLAR D E P O S I T S W I S S I N T E R B A N K , COVERED DIFFERENTIAL CHART 9 . 10. 7.99 6.98 -0.09 AUG. AUG. AUG. 21 21 21 7.71 8.15 -0.44 AUG. AUG. AUG. 21 21 21 7.99 8.28 -0.29 AOG. AUG. AUG. 21 21 21 7.99 8.12 -0.13 AUG. AUG. JAN. AUG. AUG. AUG. JUNE AUG. 16 16 10.37 6.42 6 . 29 4.84 10.92 11.61 7.39 9.86 9 9 9 16 CORPORATE AAA BONDS CHART 21 21 21 LONG TERM GOVERMEMT BOND Y I E L D S UNITED STATES GERMANY J A P A N (MONTHLY) SWITZERLAND CANADA FRANCE NETHERLANDS (MONTHLY) U N I T E D KINGDOM U.S. AUG. AUG. AUG. STOCK JUL I INDICES UNITED STATES U N I T E D KINGDOM CANADA GERMANY SWITZERLAND NETHERLANDS FRANCE JAPAN 10.97 AOG. AUG. AUG. AUG. AUG. AUG. AUG. AOG. 14 14 14 14 14 14 14 14 192. 212. 275. 207. 153. 228. 217. 265. 45 38 65 08 98 20 35 16 FEDERAL RESERVE statistical release AUGUST 2 3 , H.TI) (512) 1985 FOREIGN EXCHANGE RATES FOB THE SEEK ENDING AUGUST 2 3 , 1985 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 following noon buying rates In New York City for cable transfers payable in foreign currencies: COUNTBY MONETARY UNIT DOLLAB •AUSTRALIA SCHILLING AUSTRIA FBANC BELGIUH CBUZEIBO BRAZIL DOILAB CANADA YUAN CHINA,P. B. KRONE DENHABK (IABKKA FISLAID FBANC FBANCB D. HARK GEBHANY DBACHHA GREECE DOILAB HONG KONG BUPEE INDIA POUND •IBELAND SHEKEL ISRAEL LIB A ITALY YEN JAPAN BINGGIT HALAYSIA PESO MEXICO GUILDEB NETHEBLANDS DOLLAB •NEW ZEALAND KBONE NOBSAI PESO PHILIPPINES ESCUDO POBTOGAL DOLLAB SINGAPORE BAND •SOUTH APBICA WON SOOTH KOBBA PESETA SPAIN BUPEE S B I LANKA KBONA S1BDBN FBANC S1ITZBBLAND DOLLAB TAINAN BAHT THAILAND •UNITED KINGDOMI POUND BOLIYAB VENEZUELA HE HO: •UNITED STATES DOLLAB AUG. 19 (CURRENCY U N I T S PER DOLLAR) AUG. 2 1 AUG. 2 0 AUG. 22 AUG. 2 3 70. 60 19. 420 5 6 . 000 6 7 5 0 . 00 1. 3560 2. 9081 10. 0150 5. 8950 8. 4360 2. 7640 131. 000 7. 8000 11. 8300 112. 35 NA 1854. 00 2 3 6 . 85 2. 4600 336. 0000 3. 1135 52. 400 8. 1775 NA 166. 000 2.2200 41. 30 885.20 162.950 27, 393 8.2500 2 ,, 2 6 1 5 4 0 .• 5 7 0 26.760 1 3 9 , 190 N i1 70. 90 19. 385 56. 350 6 7 7 0 . 00 1. 3552 2. 9081 10. 0750 5. 9300 8 . 4850 2. 7785 131. 000 7. 8030 11. 8800 111. 85 NA 1860. 00 237. 40 2. 4695 340. 0000 3 . 1300 53. 600 8. 3000 NA 167. 200 2. 2425 41. 20 885. 20 1 6 3 ., 4 0 0 27.393 8.2825 2 .. 2 7 9 0 40,, 5 5 0 2 6 ,• 7 6 0 138,, 9 0 NA 7 0 . 65 19. 515 56. 070 6 7 9 0 . 00 1. 3 5 5 0 2. 9168 10. 0325 5. 9250 8. 4500 2. 7670 131. 950 7. 8065 11. 9200 1 1 2 . 45 NA 1 8 5 5 . 00 2 3 7 . 00 2. 4650 341. 0000 3. 1150 53. 900 8. 2200 NA 166. 750 2. 2335 4 0 . 00 885. 70 163. 950 27. 398 8 ., 2 8 2 5 2 ,, 2 6 8 0 40.520 26.850 1 3 9 ., 2 3 NA 70. 60 19. 240 55. 650 6 8 2 0 . 00 1. 3 5 4 7 2. 9168 9. 9735 5. 8645 8. 3825 2. 7425 131. 000 7. 8010 11. 8300 1 1 3 . 20 NA 1 8 4 2 . 00 2 3 5 . 85 2. 4610 342. 0000 3. 0855 53. 900 8 . 1540 NA 165. 500 2. 2250 4 0 . 00 8 8 5 . 90 161. 800 27. 363 8. 2180 2. 2440 NA 26. 740 140.75 NA 7 0 . 40 19. 335 5 5 . 710 6 8 4 0 . 00 1. 3 5 4 7 2. 9168 10. 0000 5. 8900 8. 4100 2. 7530 1 3 1 . 000 7. 8020 11. 9200 1 1 3 . 00 NA 1 8 5 0 . 00 2 3 6 . 50 2. 4615 339. 5000 3 . 1000 5 3 . 900 8 . 1630 NA 1 6 6 . ZOO 2. 2345 4 0 . 30 8 8 5 . 70 162. 750 2 7 ., 363 8. 2300 2. 2530 HA 26. 780 140.10 NA 136,, 3 7 136,, 9 9 136.57 135.56 135. 99 •INDEX OF WEIGHTED AVERAGE EXCHANGE VALUE OF U . S . DOLLAR AGAINST CURRENCIES OF OTHER G - 1 1 COUNTRIES. MARCH 1 9 7 3 = 1 0 0 . WEIGHTS ARE 1 9 7 2 - 7 6 GLOBAL TRADE OF EACH OP THE 1 0 COUNTRIES. S E R I E S REVISED AS OF AUGUST 1 9 7 8 . FOR DESCRIPTION AND BACK DATA, SEE "INDEX OF THE WEIGHTED-AVERAGE EXCHANGE VALUE OF THE U . S . DOLLARS R E V I S I O N " ON PAGE 7 0 0 OF THE AUGUST 1 9 7 8 FEDERAL RESERVE B U L L E T I N . •VALUE I S U . S . CENTS
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