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(5 1 6 / 517) Selected Interest &. Exchange Rates W eekly Series o f Charts August 8, 1983 DIVISION OF INTERNATIONAL FINANCE Prepared by the FINANCIAL 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 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 collectible at par in U.S. Currency. 2. D A IL Y C E R T IF IE D SPOT 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 ALL 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 RK ET RATES 8. 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 CHART 1 SPOT EXCHANGE INDICES DOLLAR PRICES OF FOREIGN CURRENCIES AND WEIGHTED AVERAGE VALUES (THIN LINE) AVERAGES FOR WEEK ENDING WEDNESDAY RATIO SCALE MARCH 1973=100 180 160 140 120 100 120 100 80 60 80 70 60 50 40 1981 1983 1981 1983 CHART 2 3-MONTH FORWARD EXCHANGE RATES PREMIUM (♦) OR ( - ) AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER ANNUM PERCENT PER ANNUM 24 + 0 24 18 12 6 0 1981 1983 1981 1983 CHART 3 PRICE OF GOLD IN LONDON AVERAGES FOR WEEK ENDING WEDNESDAY U.S. D U.S. DOLLARS PER FINE 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 1981 1983 1981 1983 CHART 5 3-MONTH INTEREST RATES WEEKLY SERIES NT PER ANNUM PERCENT PER Af» 22 24 U. S. CD’ S 18 20 14 16 10 12 IIl lIlIIlll ululll lii 6 20 8 16 16 12 12 8 8 4 12 16 12 8 8 4 4 0 1981 1983 1981 1983 CHART 6 EURO-DOLLAR DEPOSIT RATES Lo n d o n AVERAGES FOR WEEK ENDING WEDNESDAY PER ANNUM PERCENT PER 24 24 20 20 16 16 12 12 8 8 4 4 24 24 20 20 16 16 12 12 8 8 4 4 24 24 20 20 16 16 12 12 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 P ER C E N T PER ANNUM 26 22 18 14 10 6 3 2 io+ 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 4 2 + 0 2 4 28 20 12 4 2 ♦ 0 2 1*981 1 PERCENT 4- ON D IF F E R E N T IA L 1983 SCALE = 2 PERCENT ON RATE SCALE CHART 9 LONG-TERM GOVERNMENT BOND YIELDS WEEKLY SERIES PERCENT PER ANNUM 13 PERCENT PER ANNUM MONTHLY — JAPAN 9 5 I I I I I 1981 I I I I I I I I I I I I I I I I I I I I I I I 1983 1981 1983 CHART 10 INDUSTRIAL STOCK INDICES WEEKLY SERIES RATIO SCALE 1969=100 RATIO SCALE 1969=100 1981 1983 1981 1983 LAST VALUE PLOTTED DATE VALUE SEBIES HAHE CHART 1. SPOT EXCHANGE RATES ABD IND I C E S WEEKLY AVERAGES, NOON BUTING RATES (O.S. CENTS) G E B H A N HARK J A P A N E S E TEN DUTCH GUILDER U.K. POUND CANADIAN DOLLAR ERENCH FRANC SWISS FRANC BELGIAN FRANC ITALIAN LIRA AUG. AUG. AUG. AUG. AUG. AUG. AUG. AUG. AUG. 3 3 3 3 3 3 3 3 3 37.65 0.41233 33.71 151.35 81.05 12.53 46.70 1.88154 0.06362 AUG. AUG. AUG. AUG. AUG. AUG. AUG. AUG. AUG. 3 3 3 3 3 3 3 3 3 105-93 107.96 96.78 61.21 80-78 56.44 150.23 74.14 36. 14 3 3 3 3 3 3 3 3 3 3 3 128.83 135.97 136.21 119.51 72-49 98.49 66.01 186.60 90.02 41.43 68.59 3 3 3 3 3 3 3 3 0.83 0.53 5.18 — 4. 14 5.54 4.69 3.76 -6.55 INDICES, flARCH 1973 BASE RATES - 100 GERHAN HARK JAPANESE IEN DUTCH GUILDER U.K. POUND CANADIAN DOLLAR FRENCH FRANC SSISS FRANC BELGIAN FRANC ITALIAN LIRA BEIGHTED AVERAGE EXCHANGE VA1UE INDICES, HAR (G-10 COUNTRIES PLUS SSITZERLAHD) U.S. DOLLAR GEBHAN HARK JAPANESE YEN DUTCH GUILDER U.K. POUND CANADIAN DOLLAR FRENCH FRANC SMISS FRANC BELGIAN FRANC ITALIAN LIRA SWEDISH KRONA 1973 * 100 AUG. AUG. AUG. AUG. AUG. AUG. AUG. AUG. AUG. AUG. AUG. CHART 2. 3-MONTH FORWARD EXCHANGE BATES, P R EHIUH OR DISCOUNT CANA D I A N DOLLAR U.K. POUND GERMAN HARK FRENCH FRANC SWISS FRANC DUTCH GUILDER JAPANESE TEN ITALIAN LIRA AUG. AUG. AUG. AUG. AUG. AUG. AUG. AUG. LAST VALUE PLOTTED DATE VALUE SEBIES NAHE CHABT 3. GOLD PRICE IE LONDON, AfTEBNOON FIXING U.S. DOLLABS PEB FIBE OUNCE AUG. 3 416.80 AUG. AUG. JULY JULY JULY AUG. JULY JULY JAN. AUG. 3 3 29 15 29 5 29 29 1 5 9.59 9.60 9.25 9.23 5.00 8.94 6.56 12.88 10.30 5.20 AUG. AUG. AUG. AUG. AUG. AUG. AUG. 3 3 3 3 3 3 3 9.71 5.55 6.69 9.50 9.94 4.86 8.31 AUG. AUG. AUG. AUG. AUG. AUG. 3 3 3 3 3 3 9.60 9.15 9.89 10.30 10.75 10.92 CHART 4. CALL HONEY BATES U.S. FEDERAL FUNDS OVEBNIGHT EUBO-DOLLAB DEPOSITS O.K. CANADA GEBHANY EUBO-DH JAPAN FRANCE NETHERLANDS EUBO-SMISS FRANC CHABT 5. 3-HONTH INTEBEST BATES U.S. 90-DAY CD'S, SECONDARY HABKET GEBHAN INTERBANK LOAN J A P A N E S E EANK LOANS & DISCOUNTS CAN A D I A N FINANCE PAPER INTERBANK STERLING SHISS I N TERBANK LOAN HEIGHTED AVERAGE FOREIGN INTEBEST RATE (G— 10 COUNTRIES PLOS SWITZERLAND) CHABT 6. EURO-DOLLAR DEPOSIT BATIS: LONDON OVERNIGHT 7 - DAY 1-HONTH 3— HCNTH 6— HONTH 1— YEAR CHABT 7. SELECTED E U R O-DOLLAB AND U.S. HONEY HAB K E T BATES OVEBNIGHT EUBO-DOLLAR DEPOSITS U.S. FEDERAL FUNDS DIFFERENTIAL ADJ. FOR BESEBVE BEQOIBEHENTS AUG. AUG. AUG. 3 3 3 9.60 9.59 0.01 3— HCNTH EUBO-DOLLAR DEPOSIT B A T E U.S. 90-DAY CD'S, SECONDARY HABKET DIFFERENTIAL AUG. AUG. AUG. 3 3 3 10.30 9.71 0.59 SEBIES NAME LAST VALUE PLOTTED DATE VALUE CflABT 8. INTEREST ARBITRAGE, 3-MCNTH FUNDS EURO-DOLLAB DEPOSIT IHTEBBANK STEBLING (LONDON), COVEBED DIFFERENTIAL AUG. AUG. AUG. 3 3 3 10.30 10.49 -0. 18 U.S. COMMERCIAL PAPER CANADIAN FINANCE PAPER, COVERED DIFFERENTIAL AUG. AUG. AUG. 3 3 3 9.49 10.35 -0.86 EURO-DOLLAB DEPOSIT INTERBANK DM (FRANKFURT), COVEBED DIFFERENTIAL AUG. AUG. AUG. 3 3 3 10.30 10.81 -0.51 EURO-DOLLAR DEPOSIT SWISS INTERBANK, COVERED DIFFERENTIAL AUG. AUG. AUG. 3 3 3 10.30 10.47 -0.17 JULY JULY JUNE JULY JULY APRIL FEB. HAY 29 22 11.57 8.08 7.49 4.53 11.96 14.60 8.20 9.74 CHART 9. LONG TEBM GOVERHENT BOND YIELDS UNITED STATES GERMANY JAPAN (MONTHLY) SWITZERLAND CANADA FRANCE NETHERLANDS (MONTHLY) UNITED KINGDOM 0 22 15 8 27 !. CORPORATE AAA BONDS EURO-DOLLAR BONDS CHABT 10- JULY APRIL 12.15 9.90 STOCK INDICES UNITED STATES UNITED KINGDOM CANADA GERMANY SWITZERLAND NETHERLANDS FBANCE JAPAN JULY JULY JULY JULY JULY HAY 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