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(516/517) Selected Interest &. Exchange Rates W e e k ly Series o f Charts December 1,1980 Prepared by the F IN A N C IA L M A R K E T S S E C T IO N DIVISION O F IN T E R N A T IO N A L F IN A N C E BOARD O F G O V ER N O R S F E D E R A L R E S E R V E S Y S TEM Washington, D .C . 20551 Table o f Contents TABLES SUBSCRIPTION RATES: 1. LATEST FIG URES 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 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 INTER EST RATES 6. EURO-DO LLAR DEPOSIT RATES 7. SELECTED EURO-DO LLAR AND 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 ONTH FUNDS 9. LONG-TERM G O V ER N M EN T BOND Y IE L D S 10. IN D U S T R IA L STOCK INDICES collectible at par in U.S. Currency. CHART 1 SPOT EXCHANGE INDICES DOLLAR PRICES OF FOREIGN CURRENCIES AND WEIGHTED AVERAGjE VALUES (THIN LINE) AVERAGES FOR WEEK ENDING WEDNESrjA Y R A T IO MARCH SCALE R A T IO 1973=100 M ARCH 120 100 - 80 60 120 1 — I l_ l— ! i i i i I m I m I 100 CANADIAN DOLLAR — FOREIGN CURRENCY PRICE OF U.S. DOLLAR i SCALE 1973=100 - Illllllllll 80 60 180 160 120 100 160 140 120 100 80 160 160 140 140 120 120 100 100 100 1978 1980 1978 1980 - 80 - 60 CHART 2 3-MONTH FORWARD EXCHANGE RATES PREMIUM (+) OR ( - ) AVERXGES FOR WEEK ENDING WEDNESDAY 6 + 0 + 0 24 6 6 6 + 0 + 0 6 6 12 12 18 12 12 6 6 + 0 0 6 12 + 0 6 6 + 0 12 6 1978 1980 1978 1980 CHART 3 PRICE OF GOLD IN LONDON AVERAGES FOR WEEK ENDING WEDNESDAY u.s. c L L A R S P E R F IN E O U N C E U .S . D O L L A R S P E R F IN E O U N C E 800 800 750 750 700 700 650 650 600 600 550 550 12.5 Kg BARS A F T E R N O O N F IX IN G P R IC E 500 500 450 450 400 400 350 350 300 300 250 250 200 200 150 150 iiliil;ilii 100 1977 1978 1979 1980 100 CHART 4 CALL MONEY RATES WEEKLY SERIES PERCENT PER AN NT PER ANNUM 20 20 16 16 OVERNIGHT EURO-DOLLARS 12 12 8 8 4 4 16 20 12 16 12 8 8 4 0 12 4 8 0 12 4 8 + 0 4 4 0 1978 1980 1978 1980 CHART 5 3-MONTH INTEREST RATES WEEKLY SERIES PERCENT PER Ah NT PER ANNUM 20 20 16 16 U. S. CD* S 12 12 8 8 4 4 18 14 14 10 10 6 6 2 12 16 - 12 1 1 — 8 - 4 LOANS AND DISCOUNTS JAPANESE BANK 8 4 i i i i v - r v W 1978 i T i 0 11111 l i i l l l l l l l l 1980 1978 1980 CHART 6 EURO-DOLLAR DEPOSIT RATES Lo n d o n AVERAGES FOR WEEK ENDING WEDNESDAY 20 20 16 16 12 12 8 8 4 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 PERCENT PER ANNUM 2 Io+ 1 1 2 3 4 1 PERCENT ON DIFFERENTIAL SCALE = 2 PERCENT ON RATE SCALE CHART 8 INTEREST ARBITRAGE: 3-M ONTH FUNDS DIFFERENTIAL: PLUS(+), INDICATES FAVOR DOLLAR ASSETS AVERAGES FOR WEEK ENDING WEDNESDAY P ER C E N T PER ANNUM PER C EN T PER ANNUM 20 16 12 8 4 0 2 + 0 2 4 20 16 12 8 4 2 DIFFERENTIAL ldiiLnJu + 0 11111111111 1980 1 PERC ENT ON D IF F E R E N T IA L SC A LE = 2 PERCENT ON RATE SCAT 2 CHART 9 LONG-TERM GOVERNMENT BOND YIELDS WEEKLY SERIES ENT PER A NN UM P E R C E N T PER 14 15 12 13 10 11 8 9 6 10 7 8 5 6 3 4 1 16 17 14 15 12 13 10 11 8 9 6 7 14 7 U. S. CORPORATE 13 m o n thly 12 11 10 9 8 7 6 5 1978 1980 1978 1980 CHART 10 INDUSTRIAL STOCK INDICES WEEKLY SERIES RATIO 1969 = 140 120 100 RATIO SCALE 1969=100 80 400 100 360 90 320 80 280 70 240 60 200 50 140 140 CANADA 120 DISCONTINUED SERIES 120 100 100 80 80 11 I11ii1iI 160 160 140 140 120 120 100 100 80 80 1978 1980 1978 1960 LAST VALUE PLOTTED DATE VALUE SERIES NAME C H A R T 1. SPOT EXCHANGE RATES AND INDICES WEEKLY AVERAGES, NOON BUYING RATES (U.S. CENTS) GERMAN MARK J APANESE YEN DUTCH GUILDER U.K. POUND CANADIAN DOLLAR FRENCH FRANC SWISS FRANC BELGIAN FRANC ITALIAN LIRA INDICES, NOV. NOV. NOV. NOV. NOV. NOV. NOV. NOV. NOV. 26 26 26 26 26 26 26 26 26 52.18 0.46689 48.13 236.14 84.18 22.4 8 57.88 3.24676 0.10973 NOV. NOV. NOV. NOV. NOV. NOV. NOV. NOV. NOV. 26 26 26 26 26 26 26 26 26 146.80 122.25 138.17 95.51 83.90 101.30 186.22 127.94 62.34 26 26 26 26 26 26 26 26 26 26 26 89.55 142.66 113.61 128.77 86.36 75.37 92.08 173.37 118.23 54.76 93.96 26 26 26 26 26 26 26 26 3..72 2..12 7,.73 6..12 11..45 7..40 6..72 -1..09 MARCH 1973 EASE RATES = 100 GERMAN MARK JAP A N E S E YEN DUT C H GUILDER U.K. POUND C ANADIAN DOLLAR FRENCH FRANC SWISS FRANC BELGIAN FRANC ITALIAN LIRA WEIGHTED AVERAGE EXCHANGE VALUE INDICES, (G-10 COUNTRIES PLUS SWITZERLAND) U.S. DOLLAR GERMAN MARK J APANESE YEN DUTCH GUILDER U.K. POUND C ANADIAN DOLLAR FRENCH FRANC SWISS FRANC BELG I A N FRANC ITALIAN LIRA SWEDISH KRONA MAR 1973 = 100 NOV. NOV. NOV. NOV. NOV. NOV. NOV. NOV. NOV. NOV. NOV. CHART 2. 3-MONTH FORWARD EXCHANGE RATES, PREMIUM OR DISCOUNT CANA D I A N DOLLAR U.K. POUND GERMAN MARK FRENCH FRANC SWISS FRANC DUTCH GUILDER J APANESE YEN ITALIAN LIRA NOV. NOV. NOV. NOV. NOV. NOV. NOV. NOV. LAST VALUE PLOTTED DATE VALUE SERIES NAME CHART . GCLD PRICE IN LONDON, APTERNOON FIXING U.S. DOLLARS PER FINE OUNCE CHART NOV. 26 . CALL MONEY RATES U.S. FEDERAL FUNDS OVERNIGHT EURO-DOLLAR DEPOSITS U.K. 2-DAY LOCAL AUTHORITY DEPOSITS CANADA GERMANY EURO-DM JAPAN FRANCE NETHERLANDS EURO - S W I S S FRANC CHART NOV. NOV. NOV. NOV. NOV. NOV. NOV. NOV. OCT. NOV. 26 26 21 21 21 21 21 21 3 21 17.43 17.46 16.25 10.10 7.25 8.36 9.13 10.75 9.55 2.10 NOV. NOV. NOV. NOV. NOV. NOV. NOV. 26 26 26 26 26 26 26 16.54 9.44 9.63 12.96 15.03 5.70 11.33 NOV. NOV. NOV. NOV. NOV. NOV. 26 26 26 26 26 26 17.46 16.54 16.78 16.98 16.39 15.10 O V ERNIGHT EURO-DOILAR DEPOSITS U.S. FEDERAL FUNDS DIFFERENTIAL ADJ. FOR RESERVE REQUIREMENTS NOV. 26 NOV. 26 NOV. 26 17.46 17.43 0.03 3-MCNTH EURO-DOLLAR DEPOSIT RATE U.S. 90-DAY CD'S, SECONDARY MARKET DIFFERENTIAL NOV. 26 NOV. 26 NOV. 26 16.98 16.54 0.44 . 3-MONTH INTEREST RATES U.S. 90-DAY CD* S , SECONDARY MARKET GERMAN INTERBANK LOAN JAPA N E S E BANK LOANS S DISCOUNTS CAN A D I A N FINANCE PAPER I N T E R B A N K STERLING SWISS I N TERBANK LOAN W EIGHTED AVERAGE FOREIGN INTEREST RATE (3-10 COUNTRIES PLUS SWITZERLAND) CHART 627.10 . E U R O -DOLLAR DEPOSIT RATES: LONDON OVERNIGHT 7-DAY 1-MCNTH 3-MCNTH 6 - MONTH 1-YEAR CHART 7. SELECTED EUPC-DOLLAR AND U.S. MONEY MARKET RATES LAST VALUE PLOTTED DATE VALUE SERIES NAME C H A R T 3. I N T E R E S T A R B I T R A G E , 3 - M O N T H FU N D S ETJRO-DOLLAR D E P O S I T I N T E R B A N K S T E R L I N G (LONDON), DIFFERENTIAL U.. S. C O M M E R C I A L PA P E R C A N A D I A N F I N A N C E PA PER, DIFFERENTIAL COVERED COVERED EURO-DOLLAR DEPOSIT I N T E R B A N K DM ( F RA NK FU RT ), DIFFERENTIAL COVERED EURO-DOLLAR DEPOSIT SWISS INTERBANK, COVERED DIFFERENTIAL C H A R T 9. L C N G TERM G O V E R M E N T 16..98 17.,23 -0..25 NOV. NOV. NOV. 26 26 26 16..04 16..80 -0..76 NOV. NOV. NOV. 26 26 26 16..98 17..36 -0..39 NOV. NOV. NOV. 26 26 26 16..98 17..31 -0..34 NOV. NOV. OCT. NOV. NOV. SEPT. OCT. NOV. 21 14 12.69 8.67 9.00 4.69 12.97 13.43 10.09 10.87 14 21 12 3 21 . CORPORATE AAA BONDS EURO-DM BONDS E U R O - D O L L A R BONDS CHART 26 26 26 30ND YIELDS U N I T E D S T AT ES GERMANY J A P A N (MONTHLY) SWITZERLAND CANADA FRANCE NETHERLANDS UNITED KINGDOM U. NOV. NOV. NOV. 10. 12.31 6.63 10.73 OCT. DEC. SEPT. I N D U S T R I A L S T OC K I N D I C E S U N I T E D S T AT ES JAPAN FRANCE UNITED KINGDOM SWITZERLAND GERMANY NOV. NOV. NOV. NOV. NOV. NOV. 21 21. 7 21 21 14 1 48..61 327..08 160..30 121..61 76..02 93..84
@FedFRASER