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4516/517) K K r r l S L r M ' B R A R y /IUG ' ® ®85 Selected Interest & Exchange Rates Weekly Series of Charts August 5, 1985 Prepared by the FINANCIAL MARKETS SECTION DIVISION OF INTERNATIONAL FINANCE BOARD OF GOVERNORS FEDERAL RESERVE SYSTEM Washington, D C. 20551 i m Table of Contents TABLES SUBSCRIPTION RATES: 1. LATEST FIGURES PLOTTED Weekly $15.00 per year or $.40 each in the Unite States, its possessions, Canada, and Mexico; 10 c more of the same issue to one address, $13.50 pe year or $.35 each. Elsewhere, $20.00 per year or $.5' each. Address requests to Publications Services, Div sion of Administrative Services, and make paymen remittance payable to the order of the Board o Governors of the Federal Reserve System in a forn 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 AND U.S. MONEY MARKET RATES 8. 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 ;ALE 973=100 RATIO MARCH 197 180 160 140 FOREIGN CURRENCY PRICE OF U.S. DOLLAR JAPANESE YEN 120 100 80 120 CANADIAN DOLLAR SWISS FRANC 100 80 70 60 50 160 GERMAN MARK 140 DUTCH GUILDER 120 - 100 80 70 I I I I ' l l lllllllllli 100 U.K. POUND FRENCH FRANC 80 70 60 50 40 120 100 BELGIAN FRANC ITALIAN LIRA 80 70 60 50 1983 1985 1983 / 1985 CHART 2 3-MONTH FORWARD EXCHANGE RATES PREMIUM (•) OR (-) AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER ANNUM PERCENT PER ANNUM ITALIAN LIRA CANADIAN DOLLAR 6 12 U. K. POUND DUTCH GUILDER + 0 III II 6 12 12 GERMAN MARK SWISS FRANC 6 0 8 16 FRENCH FRANC JAPANESE YEN 24 32 1983 1985 1983 1985 CHART 3 PRICE OF GOLD IN LONDON AVERAGES FOR WEEK ENDING WEDNESDAY U.S. DOLLARS PER FINE OUNCE U.S. DOLLARS PER FINE OUNCE 600 600 560 - 560 520 - - 520 - 480 - 440 - 400 - 360 - 320 480 - 12.5 Kg BARS AFTERNOON FIXING PRICE 440 - 400 360 - 320 280 280 240 240 1982 1983 1984 1985 CHART 4 CALL MONEY RATES WEEKLY SERIES PERCENT PER ANNUM PERCENT PER ANNUM 20 FRANCE U. S. FEDERAL FUNDS JAPAN 24 20 CANADA SWITZERLAND 20 U.K, GERMANY NETHERLANDS 1983 1985 1983 1985 CHART 5 3-MONTH INTEREST RATES WEEKLY SERIES PERCENT PER ANNUM PERCENT PER ANNUM 18 16 14 U. S. CD* S 12 10 8 - J\]\ - — A WEIGHTED AVERAGE FOREIGN RATE I I ~~ 14 - 12 - 10 lllllllllll 6 I - ) I 11111111111 I CANADIAN FINANCE CO. PAPER - - - 6 \ \ - f i I J I I I I V — 16 14 16 - A 12 - 10 - UK. INTERBANK STERLING I \ \ I I 8 A I \ f I I I I I ill1111ilii - •A - - - - GERMAN INTERBANK RATE — 10 - e - 6 lllllllllll 4 \ yTXv lllllllllll I I I I I I lllllllllll 12 11 17 FRENCH INTERBANK RATE 15 -V NETHERLANDS INTERBANK RATE aA - 13 - 11 I I llllllll I I M I l 10 JAPANESE 6ENSAKI RATE A SWISS INTERBANK RATE - 8 - 6 ~ 4 - - \ 1 - I I I I I 1983 I lllllllllll lllllllllll 1985 y i v\A ah n f \M\ f i l l 1983 iiiiiiniii lllllllllll 1985 2 CHART 6 EURO-DOLLAR DEPOSIT RATES lohdon AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER ANNUM PERCENT PER ANNUM 24 20 20 3-MONTH OVERNIGHT 24 24 20 6-MONTH 16 12 8 4 24 24 20 20 16 1-YEAR 1-MONTH 12 8 4 1983 1985 1983 1985 CHART 7 SELECTED EURO-DOLLAR AND U. S. MONEY MARKET RATES DIFFERENTIAL: PLUSM, FAVORS BORROWING IN U. S. AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER ANNUM PERCENT PER ANNUM 20 20 18 - 16 — 14 3-MONTH FEDERAL FUNDS - 10 - 8 - 18 — 16 - 14 - 12 - 10 - 8 - 6 EURO-DOLLAR DEPOSITS DASHED LINE 12 - 90-DAY CD S OVERNIGHT EURO-DOLLAR DEPOSITS 6 - I I I 4 1 1 1 " 1 1 1 1 1 1 1 i i I r 1111 3 DIFFERENTIAL DIFFERENTIAL 0 i i i 11111111111 11111111111 1983 1 PERCENT ON DIFFERENTIAL SCALE = 2 PERCENT ON RATE SCALE 1985 I 1 1983 1 11 1 I 1 1 I I 1985 CHART 8 INTEREST ARBITRAGE: 3-MONTH FUNDS DIFFERENTIAL: PLUS(+), INDICATES FAVOR DOLLAR ASSETS AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER ANNUM PERCENT PER ANNUM 22 EURO-DOLLAR DEPOSITS W DASHED LINE CANADIAN FINANCE CO. PAPER, COVERED INTERBANK STERLING COVERED LONDON U. S. COMMERCIAL PAPER 2 2 4 2 DIFFERENTIAL DIFFERENTIAL 0 2 22 22 18 14 SWISS INTERBANK (SF) COVERED INTERBANK DM COVERED FRANKFURT 10 v- EURO-DOLLAR DEPOSITS 6 EURO-DOLLAR DEPOSITS DASHED LINE DASHED LINE 2 2 DIFFERENTIAL DIFFERENTIAL 0 2 1983 1985 1 PERCENT ON DIFFERENTIAL SCALE = 2 PERCENT ON RATE SCALE 1983 1985 CHART 9 LONG-TERM GOVERNMENT BOND YIELDS WEEKLY SERIES NT PER ANNUM PERCENT PER At 19 UNITED STATES CANADA 15 - U v | — 11 - 7 i i i I I I 15 UNITED KINGDOM SWITZERLAND - - 11 - 7 I 13 I I I I I MONTHLY GERMANY JAPAN 9 5 22 U. S. CORPORATE MONTHLY - 18 FRANCE AM BONDS - - - 14 — — NETHERLANDS MONTHLY 10 - 6 I I I I I 1983 I iill i h i l l i i ill i h i III 1985 I I I I I I 1983 I 1985 CHART 10 INDUSTRIAL STOCK INDICES WEEKLY SERIES RATIO SCALE 1969=100 RATIO SCALE 1969=100 260 220 180 140 - - UNITED STATES UNITED KINGDOM yAw\/ - AvvAy^Vxzx __ A W (W - I 100 r I *A - - l l I I I I I I I 260 220 y - / 180 NETHERLANDS 140 100 - A / — / V FRANCE - A A / y - - - 80 i 220 i i i u l i i H i ill i 1 1 1 I 1 1 1 1 1 1 1 — 180 140 i GERMANY - A y\/ - - 100 i 80 320 — 280 - 240 — i i I I 1 1 1 1 1 1 1 1 1 1 1 I y yr JAPAN 200 — 160 - 120 SWITZERLAND r M r — 1 v — - I i i 1 1 1983 1 l l l l l h l l l l i i l n l i i l i i 1985 1983 1985 LAST VALUE PLOTTED DATE VALUE SBfilBS MAKE BART 1 , SPOT EXCHANGE BATES AND I N D I C E S WEEKLY AVBJBAGES, BOOH BUYING BATES (U.S. GERMAN MASK JAPANESE TEN DUTCH GUILDER U . K . POUND CANADIAN DOLLAR FBENCH FRANC SWISS FRANC BELGIAN FRANC ITALIAN LIBA SWEDISH KBONA INDICES, HABCH 1 9 7 3 BASE BATES = GEBMAN MARK JAPANESE YEN DUTCH GUILDEB O . K . POUND CANADIAN DOLLAR FRENCH FRANC SWISS FRANC BELGIAN FBANC ITALIAN LIRA CENTS) JULY JULY JULY JULY JULY JULY JULY JULY JULY JULY 24 24 24 24 24 24 24 24 24 24 34.72 0.41850 30.85 140.00 74.08 11.40 4 2 . 25 1.72257 0. 05207 11.89 JULY JULY JULY JULY JULY JULY JULY JULY JULY 24 24 24 24 24 24 24 24 24 97.68 109.58 88.55 5 6 . 62 73.84 51.37 135. 92 67.88 29.58 31 31 31 31 31 31 31 31 31 31 31 138.21 1 3 4 . 49 1 4 8 . 13 117.51 71.60 9 4 . 77 64.41 1 8 2 . 64 8 8 . 36 35.88 6 7 . 72 24 24 24 24 24 24 24 24 -1.01 - 3 . 68 3.09 - 2 . 12 3.01 1.82 1.78 - 4 . 49 100 WEIGHTED AVERAGE EXCHANGE VALUE I N D I C E S , MAR 1 9 7 3 = 100 J G - 1 0 COUNTRIES PLUS SWITZEBLAND) U . S . DOLLAR GEBMAN MARK JAPANESE YEN DUTCH GUILDER U. K. POUND CANADIAN DOLLAR FRENCH FBANC SWISS FRANC BELGIAN FBANC ITALIAN LIBA SWEDISH KBONA CHART 2 . JULY JULY JULY JULY JULY JULY JULY JULY JULY JULY JULY 3-MONTH FOBWARD EXCHANGE BATES, PREMIUM OR DISCOUNT CANADIAN DOLLAR U.K. POUND GERMAN MARK FBENCH FBANC SWISS FBANC DUTCH GUILDEB JAPANESE YEN ITALIAN LIBA JULY JULY JULY JULY JULY JULY JULY JULY L I S T VALUE PLOTTED DATE VALUE SERIES NAME CHART 3 . GOLD PBICE I S LONDON, AFTERNOON FIXING JOLT 24 3 1 9 . 28 JULT JUL I JOLT JULT JUL! JULT JOLT JULT JULT 24 24 24 24 24 24 24 24 24 7 . 88 7 . 81 12. 63 9 . 05 5 . 07 6 . 15 9 . 70 6 . 49 1. 45 JULT JULT JULT JULT JULT JOLT JULT JULT JULT 24 24 24 24 24 24 24 24 31 7 . 75 5.21 6.30 9 . 22 11.81 5 . 07 9 . 76 6.21 8.02 JULT JULT JOLT JULT JOLT JULT 24 24 24 24 24 24 7.81 7 . 88 7.91 8.01 8.19 8. 56 OVERNIGHT EURO-DOLLAR DEPOSITS O . S . FEDERAL FUNDS DIFFERENTIAL JULT 24 JULT 24 JULT 2 4 7 . 81 7 . 88 - 0 . 07 3-MONTH EURO-DOLLAR DEPOSIT RATE O . S . 90-DAT C D ' S , SECONDART MARKET DIFFERENTIAL JULT 2 4 JULT 2 4 JULT 2 4 8 . 01 7 . 75 0 . 26 U.S. DOLLARS PES FINE OUNCE CHART 4 . CALL HOHEI RATES U . S . FEDERAL FUNDS OVERNIGHT EURO-DOLLAR DEPOSITS U. K. CANADA GERMANI JAPAN FRANCE NETHERLANDS SWITZERLAND CHART 5 . 3-MONTH INTEREST RATES U . S . 90—DAT C D ' S , SECONDART MARKET GERMAN INTERBANK LOAN JAPANESE GENSAKI BATE CANADIAN FINANCE PAPER INTERBANK STERLING S U S S INTERBANK LOAN FRENCH INTERBANK RATE NETHERLANDS INTERBANK RATE WEIGHTED AVERAGE FOREIGN INTEREST RATE ( G - 1 0 COUNTRIES PLUS SWITZERLAND) CHART 6 . EURO-DOLLAR DEPOSIT RATES: LONDON OVERNIGHT 7-DAT 1-MONTH 3-MONTH 6-MONTH 1—TEAR CHART 7 . SELECTED EURO-DOLLAR AND U . S . NONET MARKET RATES SERIES NAME LAST VALUE PLOTTED DATE VALUE CHART 8 . 1STBREST ARBITRAGE, 3-MONTH PONDS 8.01 EORO-DOLLAR DEPOSIT INTERBANK STERLING (LONDON), COVERED DIFFERENTIAL JOLT 2 4 JOLT 2 4 JOLT 2 4 8. 02 •0.01 O . S . COMMERCIAL PAPER CANADIAN FINANCE PAPER, COVERED DIFFERENTIAL JOLT 2 4 JOLT 2 4 JOLT 2 4 7.68 8 . 19 •0.51 EURO-DOLLAR DEPOSIT INTERBANK DM (FRANKFORT), COVERED DIFFERENTIAL JOLT 2 4 JOLT 2 4 JOLT 2 4 EURO-DOLLAR DEPOSIT SWISS INTERBANK, COVERED DIFFERENTIAL JOLT 24 JOLT 2 4 JOLT 2 4 CHART 9 . 8.01 8.34 •0. 32 8.01 8 . 13 •0. 11 LONG TERM GOVERMENT BOND TIELDS UNITED STATES GERMANY JAPAN (MONTHLY) SWITZERLAND CANADA FRANCE NETHERLANDS (HONTHLY) UNITED KINGDOM JULY JULY JAN. JULY JOLT JONE JOSE JOLT 26 26 12 19 21 26 10.51 6.57 6 . 29 4.83 10.61 11.87 7.39 9.88 U . S . CORPORATE AAA BONDS CHART 1 0 . APRIL 12. 23 STOCK INDICES UNITED STATES UNITED KINGDOM CANADA GERMANY SWITZERLAND NETHERLANDS FRANCE JAPAN JULY JOLT JULY JULY JULY JULY JULY JULY 17 17 17 17 17 17 17 17 1 9 9 . 13 205. 25 277.73 201.83 152.31 219.55 2 2 1 . 17 2 7 6 . 59 M FEDERAL RESERVE statistical release qfcot* . • f-W AUGUST 2 , 1 9 8 5 H.10 (512) FOREIGN EXCHANGE RATES FOB THB WBBK 2 * 0 1 1 6 The Board of purpose* the 2, 1985 of the Federal Reserve System Is advised that the Federal Reserve Bank of New York has certified for customs noon buying rates In New York City for cable transfers payable In foreign currencies: COUNTBY •AUSTRALIA AUSTRIA BELGIUM BRAZIL CANADA CBIWA.P. a . DENMARK PIULAWD FBANCB GEBHANY GREECE HO16 KONG INDIA •IRELAND ISRAEL ITALY J A P A* MALAYSIA MEXICO NETHERLANDS •NEB ZEALAND NORWAY PHILIPPINES PORTUGAL SINGAPORE •SOOTH AFRICA SOUTH KOREA SPAIN SRI LANKA SWEDEN SWITZERLAND TAIWAN THAILAND •UNITED KINGDOM VENEZUELA MEMO: tUNITED STATES AUGUST MONETARY UNIT DOLLAR SCHILLING FRANC CRUZEIRO DOLLAR YUAN KRONE MARKKA FRANC D. MARK DRACHMA DOLLAR RUPEE POUND SHEKEL LIRA YEN RINGGIT PESO GUILDER DOLLAR KRONE PESO ESCUDO DOLLAR RAND WON PESETA RUPEE KRONA FRANC DOLLAR BAHT POUND BOLIYAB DOLLAR JULY 29 ... [CURRENCY UNITS PBB DOLLAB) JULY 3 1 JULY 3 0 AUG. 1 AUG. 2 71,87 19.825 56.950 6400.00 1.3493 2.8850 10.1475 5.9230 8.5950 2.8230 130.450 7.7490 11.8600 110.90 NA 1896.00 237.15 2.4630 346.0000 3.1750 52.180 8.2300 NA 168.500 2.2030 48.95 878.90 164.200 27.313 8.2900 2.2900 40.400 26.920 142.78 NA 71.10 19.874 56.900 6420.00 1.3511 2.8850 10.1400 5.9370 8.5725 2.8160 131.000 7.7500 11.8400 111.15 NA 1888.00 237.40 2.4615 351.0000 3.1635 52.750 8.2300 NA 167.000 2.1925 48.65 878.70 164.200 27.262 8.2900 2.2970 40.380 26.840 142.15 NA 72.26 19.740 56.570 6440.00 1.3540 2.8850 10.0825 5.9070 8.5425 2.7995 130.000 7.7490 11.8000 112.00 NA 1884.00 236.45 2.4650 354.0000 3.1435 52.630 8.2050 NA 166.700 2 . 1850 45.50 878.50 163.950 27.262 8.2850 2.2940 40.360 26.790 141.10 NA 71.60 19.840 57.050 NA 1.3540 2.8850 10.1500 5.9710 8.6000 2.8230 131.300 7.7600 11.8600 110.35 NA 1895.00 237.65 2.4680 350.0000 3.1700 52.700 8.2850 NA 168.000 2 . 1930 44.80 878.30 164.800 27.262 8.3575 2.3200 4 0 . 340 26.770 138.10 NA 71.75 19.837 57.050 6480.00 1.3523 2.9051 10.1800 5.9950 8.6175 2.8250 131.750 7.7600 11.4400 110.15 NA 1894.50 237.45 2.4645 348.0000 3.1740 52.600 8.2800 NA 168.500 2.1930 45.15 880.40 165.600 27.313 8.3600 2.3140 NA 26.870 137.10 NA 137.67 137.58 137.26 138.42 138.57 •IHDEX OF WEIGHTED AVERAGE EXCHASGE VALUE OF 0 . S . DOLLAB AGAINST CURRBSCIES OF OTHEB G - 1 1 COUNTRIES. MARCH 1 9 7 3 = 1 0 0 . WEIGHTS ABB 1 9 7 2 - 7 6 GLOBAL TRADE OF EACH OF THE 10 COUHTRIES. SERIES REVISED AS OF AUGUST 1 9 7 8 . FOB DESCRIPTION AID BACK DATA, SEE " I I D E X OF THB • iUtitti'£t>-AV£HAGB EXCHANGE VALUE OF THE 0 . S . DOLLAR: B E V I S I O R " 0 1 PAGE 7 0 0 OF THE AUGUST 1 9 7 8 FEDERAL RESERVE E O L L E T I R . . •VALUE I S U . S . CERTS
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