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S-HH (516/517) f\Lt t t o t R ^ c m S o 6 ^ auq 0 j Selected Interest & Exchange Rates Weekly Series of Charts % August 9, 1982 DIVISION OF INTERNATIONAL FINANCE Prepared by the FINANCIAL MARKETS SECTION BOARD OF GOVERNORS FEDERAL RESERVE SYSTEM Washington, D C. 20551 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 AND U.S. MONEY MARKET RATES & 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 RATIO SCALE MARCH 1 9 7 3 = 1 0 0 RATIO SCALE MARCH 1973=100 FOREIGN CURRENCY PRICE OF U.S. DOLLAR JAPANESE YEN - A — ~~ — U.K. POUND / - V V ^ : SWISS FRANC DUTCH GUILDER GERMAN MARK 120 100 CANADIAN DOLLAR - - 80 - FRENCH FRANC I 60 160 I I I I I 11111111111 — 140 - — 120 100 \\_ - BELGIAN FRANC — 80 vA — ~ ITALIAN LIRA - - I I I I II II I I nliiliilii ill 11 hill i I 1980 1982 1980 1982 200 CHART 2 3-MONTH FORWARD EXCHANGE RATES PREMIUM (+) OR (-) AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER ANN NT PER ANNUM — 6 ITALIAN LIRA - + 0 CANADIAN DOLLAR ill i h i i i i 6 I I I — ,Y 6 + 0 U. K. POUND 6 DUTCH GUILDER 12 12 SWISS FRANC GERMAN MARK 6 + 0 6 + 0 6 FRENCH FRANC JAPANESE YEN 12 1980 1982 1980 1982 CHART 3 PRICE OF GOLD IN LONDON AVERAGES FOR WEEK ENDING WEDNESDAY U.S. DOLLARS PER FINE CUNCE U.S. D -LARS PER FINE OUNCE 800 800 750 750 700 700 650 650 600 600 550 550 500 500 12.5 Kg BARS AFTERNOON FIXING PRICE 450 450 400 400 350 350 300 300 250 250 200 200 150 150 100 1979 1980 I I I I I I I I I I I I j I I I I I I I I I 1981 1982 100 CHART 4 CALL MONEY RATES WEEKLY SERIES PERI :NT PER ANNUM PERCENT PER AL 28 24 U. S. FEDERAL FUNDS - 20 u. K. 2-DAY LOCAL AUTHORITY AThJ 16 " 12 V h 8 I 4 I I I I I 24 20 CANADA EURO-SWISS FRANC 16 12 8 NETHERLANDS 4 + 0 U _ J 24 20 12 8 GERMANY FRANCE 16 :/^X^ v W — JAPAN 4 EURO-DM 0 1980 1982 1980 1982 - CHART 5 3-MONTH INTEREST RATES WEEKLY SERIES PERCENT PER AN NUM PERC NT PER ANNUM 20 20 U. S. CD S 16 16 12 12 U.K. INTERBANK STERLING WEIGHTED AVERAGE FOREIGN RATE 8 8 4 4 26 20 GERMAN INTERBANK RATE CANADIAN FINANCE CO. PAPER 22 16 18 12 14 8 10 4 0 6 12 16 JAPANESE BANK LOANS AND DISCOUNTS 8 12 SWISS INTERBANK RATE 8 4 0 4 1980 1982 1980 1982 CHART 6 EURO-DOLLAR DEPOSIT RATES LONDON AVERAGES FOR WEEK ENDING WEDNESDAY ELTT PER ANNUM PERCENT PER M 24 20 16 12 8 OVERNIGHT 3-MONTH 7-DAY 6-MONTH 1-MONTH 1-YEAR 4 24 20 16 12 8 4 24 20 16 12 8 4 Miiii 1980 Illllllllll 1982 1980 1982 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 26 22 26 3-MONTH - E U R O - D O L L A R DEPOSITS - FEDERAL FUNDS \ 18 /( h In 11 — b II 14 (\ij 22 / U r v i I \ IN 18 \ l , 7 10 i f 14 J — 10 90-DAY CD' S OVERNIGHT E U R O - D O L L A R -DEPOSITS 6 I I I I 1 1 I'l 1 1 1 1 1 1M 11 1 1 1 1 1 1 1 1 • 1111111111111111111111 6 3 2 1 U / V u v i + 0 1 DIFFERENTIAL DIFFERENTIAL 2 3 I I I I 1I I I I I I I I I 1 I I I I I 1980 1 PERCENT 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 1962 I I I I I I I I I I I 1980 11 _L1 1962 4 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 28 EURO-DOLLAR DEPOSITS DASHED LINE CANADIAN FINANCE CO. PAPER, COVERED 20 - 20 12 - 12 INTERBANK STERLING U. S. COMMERCIAL PAPER COVERED LONDON II I I I I l l l l l l l l ! I — — 2 DIFFERENTIAL A I 2 I I ^ I i DIFFERENTIAL - — r/ v / M^v ^ ;v I - ^v^vV s rxTA/VVv ^ 1 1 1 4 I I I I I I I I I I I 1 " i l l 1 uliihilii 1 —1 28 4 28 SWISS INTERBANK (SF) COVERED INTERBANK DM COVERED FRANKFURT 20 h J^\ m — tr V 20 — 12 1 12 EURO-DOLLAR DEPOSITS — — — EURO-DOLLAR DEPOSITS DASHED LINE i i i I I DASHED LINE 4 ! . i A . "^AA/V^^/AyWVvvvyV^ 11 1980 1982 1 PERCENT 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 2 DIFFERENTIAL DIFFERENTIAL 1980 A L, " lllllllllii 1982 CHART 9 LONG-TERM GOVERNMENT BOND YIELDS WEEKLY SERIES ENT PER ANNUM PERCENT PER AL 19 U. S. CORPORATE UNITED STATES 15 19. MONTHLY Aaa BONDS 15 11 11 EURO-DOLLAR BONDS 7 7 15 9 UNITED KINGDOM SWITZERLAND — — 11 5 I 7 13 I I i ill i hill i 1 13 MONTHLY JAPAN 9 9 GERMANY 5 5 22 22 18 18 CANADA FRANCE 14 14 10 10 NETHERLANDS 6 6 1980 1982 1980 1982 CHART 10 INDUSTRIAL STOCK INDICES WEEKLY SERIES RATIO CALE 1969= DO RATIO 180 160 140 120 100 UNITED STATES JAPAN 80 140 GERMANY 120 100 \~ zV \ V I I . . /VA z x UNITED KINGDOM 80 I 1111!! 11 i I i 140 FRANCE SWITZERLAND 120 100 80 140 120 100 NETHERLANDS CANADA 80 60 1980 1982 1980 1982 LAST VA1DE FLOUTED DATE VALUE SERIES NAME CHART 1. SPOT EXCHANGE -RATES AND INDICES WEEKLY AVERAGES, NOON BUYING BATES (U.S. CENTS) GERMAN MARK JAPANESE YEN DUTCH GUILDER U.K. POUND CANADIAN DOLLAR FRENCH f-RANC SWISS F R A N C BELGIAN FRANC ITALIAN LISA AUG. AUG. AUG. AUG. AUG. AUG. AUG. AUG. AUG. 4 4 4 4 4 4 4 4 4 40.69 0.38776 36.84 174.12 79.70 14.63 47.85 2. 13094 0.07263 AUG. AUG. AUG. AUG. AUG. AUG. AUG. AUG. AUG. 4 4 4 4 4 4 4 4 4 114.47 101.53 105.76 70.42 79.44 65.95 153.93 83-97 41.26 4 4 4 4 4 4 4 4 4 4 4 118.72 138.16 118.32 122.68 78.82 90.26 73.08 179.09 95.91 44.59 82.59 4 4 4 4 4 4 4 4 -2.82 1.15 4.02 -3.78 8.69 3.80 5.47 -7.61 INDICES, MARCH 1973 BASE RATES = 100 GERMAN MARK JAPANESE YEN DUTCH GUILDER U.K. POUND CANADIAN DOLLAR FRENCH FRANC SWISS FRANC BELGIAN FRANC ITALIAN LIRA WEIGHTED A V E R A G E EXCHANGE VALUE INDICES, MAR 1973 = 100 (G—10 COUNTRIES PLUS SWITZERLAND) U.S. DOLLAR GERMAN MASK J A P A N E S E YEN DUTCH GUILDES O.K. POUND CANADIAN DOLLAR .FRENCH FRANC SWISS FRANC BELGIAN F R A N C ITALIAN LIRA SWEDISH KRONA CHART 2. 3-MONIH F O R W A R D EXCHANGE E CANADIAN DOLLAR O.K. POUND GERMAN MASK FRENCH FRANC SWISS F R A N C DUTCH GUILDER JAPANESE YEN ITALIAN LIRA AUG. AUG. AUG. AUG. AUG. AUG. AUG. AUG. AUG. AUG. AUG. , PREMIUM OR DISCOUNT AUG. AUG. AUG. AUG. AUG. AUG. AUG. AUG. SERIES NAME LAST VALUE PLOTTED DATE VALUE CHART 3- GOLD PRICE IN LONDON, AJTESNOON FIXING U.S. DOLLABS PER FINE OUNCE AUG. 4 346.45 AUG. AUG. JULY JULY JULY JULY JULY JULY JAN. JULY 4 4 30 16 30 9 30 30 1 9 11.15 11.27 11.75 15.86 9.00 8.46 7.06 15.00 10.30 1.92 AUG. AUG. AUG. AUG. AUG. AUG. AUG. 4 4 4 4 4 4 4 11.63 9.33 7.31 15.51 11.78 4.15 11.15 AUG. AUG. AUG. AUG. AUG. AUG. 4 4 4 4 4 4 11.27 11.40 11.80 12.68 13.54 13.71 4. CALL MONEY RATES U.S. FEDERAL FUNDS OVERNIGHT EURO-DOLLAS DEPOSITS U.K. 2-DAY LOCAL AUTHORITY DEPOSITS CANADA GERMANY EUEO-DM JAPAN FRANCE NETHERLANDS EURO-SWISS FRANC 5. 3-MONTH INTEREST RATES U.S. 90-DAY C D ' S , SECONDARY MARKET GERMAN INTERBANK LOAN JAPANESE BANK LOANS & DISCOUNTS CANADIAN FINANCE PAPER INTERBANK STERLING SWISS INTERBANK LOAN WEIGHTED AVERAGE FOREIGN INTEREST RATE (G-10 COUNTRIES PLUS SWITZERLAND) CHART 6. EURO-DOLLAR DEPOSIT JRAIES: LONDON OVERNIGHT 7-DAY 1-MONTH 3-MONTH 6-MONTH 1-YEAR CHART 7. SELECTED EURO-DOLLAR AND U.S. MONEY MARKET RATES OVERNIGHT EURO-DOLLAR DEPOSITS U.S. FEDERAL FUNDS DIFFERENTIAL ADJ. FOR RESERVE REQUIREMENTS AUG. AUG. AUG. 4 4 4 11.27 11.15 0.13 3-MONTH EURO-DOLLAR DEPOSIT RATE U.S. 90-DAY CD'S, SECONDARY MARKET DIFFERENTIAL AUG. AUG. AUG. 4 4 4 12.68 11.63 1.05 SERIES NAME LAST VALUE PLOTTED DATE VALUE CHART 8. INTEREST ARBITRAGE, 3-MONTH FUNDS EURO-DOLLAR DEPOSIT INTERBANK STERLING (LONDON) , COVERED DIFFERENTIAL AUG. AUG. AUG. 4 4 4 12.68 12.96 -0.29 U.S. COMMERCIAL PAPER CANADIAN FINANCE PAPER, COVERED DIFFERENCIAL AUG. AUG. AUG. 4 4 4 11.25 12.58 -1.33 EURO-DOLLAR DEPOSIT INTERBANK DM (FRANKFURT) , COVERED DIFFERENTIAL AUG. AUG. AUG. 4 4 4 12.68 13.44 - 0 . 76 EURO-DOLLAR DEPOSIT SWISS INTERBANK, COVERED DIFFERENTIAL AUG. AUG. AUG. 4 4 4 12.68 12.93 -0.26 JULY JULY JUNE JUNE JULY JUNE JAN. JULY 23 23 13.58 9.13 8.53 5.00 16.09 16.09 11.12 12.29 CHART 9. LONG TERM GOV&RMENT BOND YIELDS UNITED STATES GERMANY JAPAN (MONTHLY) SWITZERLAND CANADA FRANCE NETHERLANDS UNITED KINGDOM 11 16 11 1 9 U.S. CORPORATE AAA BONDS EURO-DOLLAR BONDS CHART 10. 14.81 13.02 STOCK INDICES UNITED STATES UNITED KINGDOM CANADA GERMANY SWITZERLAND NETHERLANDS FRANCE JAPAN JUNE MAY JULY JULY JULY JULY JULY JULY JULY JULY 14 14 14 14 14 14 14 14 1(14. 43 121.,75 140. 82 96.,58 80..90 82.03 99.22 140.,59 •oQ*S2^V FEDERAL RESERVE statistical release H 1 ' ° (512) 10G0ST FOREIGN EXCHANGE RATES FOB THE WEEK ENDING AUGUST 9 ' 198 2 6, 1982 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 followinfgnoon buying rate in New York City for cable transfers payable in foreign currencies: COUNTRY MONETARY UNIT ARGENTINA •AUSTRALIA AUSTRIA BELGIUM BRAZIX CANADA CHILE CHINA, P.fi. COLOMBIA DENMARK FINLAND FRANCE GERMANY GREECE HONG KONG INDIA INDONESIA IRAN •IRELAND ISRAEL ITALY JAPAN MALAYSIA MEXICO NETHERLANDS •NEW ZEALAND NORWAY PERU PHILIPPINES PORTUGAL SINGAPORE •SOUTH AFRICA SOUTH KOREA SPAIN SRI LANKA SWEDEN SWITZERLAND THAILAND •UNITED KINGDOM VENEZUELA PESO DOLLAR SCHILLING FRANC CRUZEIRO DOLLAR PESO YUAN PESO KRONE MARKKA FRANC D. MARK DRACHMA DOLLAR RUPEE RUPIAH RIAL POUND SHEKEL LIRA YEN DOLLAR PESO GUIXDER DOLLAR KRONE SOL PESO ESCUDO DOLLAR RAND WON PESETA RUPEE KRONA FRANC BAHT POUND BOLIVAR • VALUE IN U.S. CENTS AUG. 2 20100.00 99.65 17.100 46.490 182.71 1.2500 47.050 1.9312 64.500 8.4675 4.6940 6.7800 2.4340 68.800 5.9175 9.5100 660.50 NA 141.10 25.880 1364.00 256.60 2.3425 49.0800 2.6900 74.000 6.5500 715.50 8.5050 84.300 2*1350 87.45 743.80 110.950 20.950 6.0550 2.0660 23.000 175.35 4.2965 /CURRENCY UNI S PER DOLLAR AUG. 3 AUG. 4 20100.00 99.53 17.100 46.650 186.26 1.2528 47.050 1.9196 64*500 8.4900 4.6805 6.7930 2.4420 68.700 6.0200 9.5100 660.50 NA 140.65 26.240 1367.00 257.85 2.3530 49.0800 2.6940 73.820 6.5700 715.50 8.5050 84.100 2.1370 87.58 743.80 110.700 20.950 6.0900 2.0720 23.000 174.85 4.2965 20100.00 98.90 17.390 47.430 186.26 1.2531 47.050 1.9292 64.500 8.6400 4.7440 6.9050 2.4860 70.000 6.0600 9.5800 660.50 NA 138.45 26.530 1391.00 260.35 2.3640 49.1000 2.7405 73.250 6.6900 715.50 8.5050 85.000 2.1550 86.75 743*80 112.500 20.950 6.1500 2.1170 23.000 172.78 4,2965 AUG. 5 20100.00 98.69 17.410 47.490 186.26 1.2481 47.050 1.9446 64.500 8.6550 4.7465 6.9175 2.4860 70.050 6.0450 9.6040 660.50 NA 138,25 26.530 1389.00 259.85 2,3610 49.1650 2.7385 73.150 6.6675 715.50 8.5050 85.050 2.1535 86.55 743.80 112.250 20.950 6.1575 2.1195 23.000 171.55 4.2965 AUG. 6 20100,00 98.48 17.600 47.690 186.26 1.2482 56.000 1.9525 64.950 8.6850 4.7860 6.9500 2.4965 70.900 6.0800 9.6200 661.75 NA 137.70 26.970 1395.00 260.10 2.3640 78.0000 2,7560 73.010 6.7200 722.75 8.5050 86.000 2.1670 86.32 743.80 113,400 20.910 6.1700 2.1310 23,000 171.40 4,2965
@FedFRASER