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(516/517) %t DUn vv':f;:v;v. K° U 0 L <* Drt' c f Selected Interest & Exchange Rates Weekly Series of Charts . December 20, 1982 DIVISION OF INTERNATIONAL FINANCE Prepared by the FINANCIAL MARKETS SECTION BOARD OF GOVERNORS FEDERAL RESERVE SYSTEM Washington, D C. 20551 '*r <*£> 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 RATESH.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 RATIO SCALE MARCH 1 9 7 3 = 1 0 0 RATIO SCALE MARCH 1 9 7 3 = 1 0 0 160 — JAPANESE YEN FOREIGN CURRENCY PRICE OF U.S. DOLLAR 140 120 100 80 ^ r V N r / L n i M i , , 120 — UK. POUND 100 - A v / 80 SWISS FRANC I I I I I I DUTCH GUILDER GERMAN MARK v^W II 120 — CANADIAN DOLLAR 100 -— 80 ~ y^\ —/ I — V I I ^ " N v—^ rA FRENCH FRANC I I I ill 11 hill i ITALIAN LIRA BELGIAN FRANC 1980 1982 1680 1982 CHART 2 3-MONTH FORWARD EXCHANGE RATES PREMIUM (+) OR H AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER 6 ITALIAN LIRA + 0 CANADIAN DOLLAR 6 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 CHART 3 PRICE OF GOLD IN LONDON AVERAGES FOR WEEK ENDING WEDNESDAY U.S. DC U.S. DOLLARS PER FINE 0 ARS PER FINE OUNCE 800 800 750 750 700 700 650 650 600 600 550 550 500 500 12.5 Kg BARS 450 AFTERNOON FIXING PRICE 450 400 400 350 350 300 300 250 250 200 200 150 150 100 100 1979 1980 1981 1982 CHART 4 CALL MONEY RATES WEEKLY SERIES PERCENT PER Al 'NT PER ANNUM 28 24 U. S. FEDERAL FUNDS U. K. 2-DAY LOCAL AUTHORITY 20 16 12 8 4 24 20 16 CANADA EURO-SWISS FRANC 12 8 NETHERLANDS 4 0 24 20 GERMANY FRANCE 16 12 8 JAPAN 4 EURO-DM 0 1980 1982 1980 19«% CHART 5 . , 3-MONTH INTEREST RATES WEEKLY SERIES PERCENT PER Ah 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 16 22 - 18 12 - 8 14 - 4 10 6 I I I I I 0 I 16 12 JAPANESE BANK LOANS AND DISCOUNTS 8 12 8 II I i l l I I 4 4 SWISS INTERBANK RATE 1990 1982 0 1980 1982 CHART 6 EURO-DOLLAR DEPOSIT RATES LONDON AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER M -NT PER ANNUM 24 20 16 12 8 OVERNIGHT 3-MONTH 7-DAY 6-MONTH 1-MONTH 1-YEAR 4 24 20 16 12 8 4 U 24 20 16 12 8 4 1960 1982 1980 1982 4 CHART 7 SELECTED EURO-DOLLAR AND U. S. MONEY MARKET RATES DEFERENTIAL: P L U S M , FAVORS BOAROWWG M U. S. AVERAGES FOR WEEK ENOMG WEDNESDAY PERCENT PER ANNUM PERCENT PER ANWU* 26 26 3-MONTH EURO-DOLLAR DEPOSITS 22 - 22 FEDERAL FUNDS 18 14 10 v — 14 - 10 tV*T 90-DAY CO OVERNIGHT EURO-DOLLAR DEPOSITS J J L . I I I I I I I I I I I I I ' I i I I M i I I I I I 1 1 1 1 1 ' 1111 i 1 1 1 1 1 1 1 i 1 1 1 1 1 3 2 1 + 0 1 DEFERENTIAL 1980 1 PERCENT ON DIFFERENTIAL SCALE = 2 PERCENT ON RATE SCALE DEFERENTIAL 2 3 Lii I I I I I i I 1962 J_J_ 1111111111111111 1111111 1980 1962 4 CHART 8 INTEREST ARBITRAGE! 3-MONTH FUNDS DIFFERENTIAL: PLUS<*), INDICATES FAVOR DOLLAR ASSETS AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER A N N U M PERCENT PER ANNUM 28 28 EURO-DOLLAR DEPOSITS DASHED LINE - CANADIAN FINANCE CO. PAPER, COVERED Jl V' [J ~ X ~v V \ . - y INTERBANK STERLING i n i i J/VAT/1 / " I 1/ \U - 12 II111111111 111111M111 4 ' U. S. COMMERCIAL PAPER COVERED LONDON i h i\ / V i, III I I M i l l I 2 .... DIFFERENTIAL DIFFERENTIAL - rf/VW/yfjL N/VA/V ~l I VjAvA iilliliilii I " i l l 1 1 i 4 II I.I lllill! 28 SWISS INTERBANK (SF) COVERED INTERBANK DM COVERED FRANKFURT 20 12 EURO-DOLLAR DEPOSITS EURO-DOLLAR DEPOSITS DASHED LINE DASHED LINE ill 2 DIFFERENTIAL DIFFERENTIAL ii 1980 1982 P E R C E N T O N DIFFERENTIAL S C A L E = 2 P E R C E N T O N R A T E S C A L E 1980 4 1982 CHART 9 LONG-TERM GOVERNMENT BOND YIELDS WEEKLY SERIES PEP ENT PER ANNUM PERCENT PER AL 10 15 U. S. CORPORATE UNITED STATES MONTHLY A M BONDS 11 EURO-DOLLAR BONDS iiliilii 7 15 UNITED KINGDOM SWITZERLAND 11 7 13 9 5 22 18 CANADA FRANCE 14 10 NETHERLANDS 6 1980 1982 1980 1982 CHART 10 INDUSTRIAL STOCK INDICES WEEKLY SERIES 1969: CAIE DO RATIO 180 160 / 140 120 100 UNITED STATES JAPAN 80 140 GERMANY 120 100 UNITED KINGDOM 80 U 140 FRANCE 120 fVx 100 SWITZERLAND V X vv/ 80 1 1 ! 1 1 i 140 120 100 NETHERLANDS CANADA 80 60 1980 1982 1980 198% SERIES NAME ^^ART LAST VALUE PLOTTED DATE VALUE 1. SPOT EXCHANGE RATES AND INDICES WEEKLY AVERAGES, NOON BUYING RATES (U.S. CENTS) GERMAN MARK JAPANESE YEN DUTCH GUILDER U.K. POUND CANADIAN DOLLAR FRENCH FRANC SWISS FRANC BELGIAN FRANC ITALIAN LIRA # e DEC. DEC. DEC. DEC. DEC. DEC. DEC. DEC. DEC. 15 15 15 15 15 15 15 15 15 40. 72 0. 40767 36.99 *61. 19 80. 83 14. 37 47. 77 2.07558 0.07046 DEC. DEC. DEC. DEC. DEC. DEC. DEC. DEC. DEC. 15 15 15 15 15 15 15 15 15 114.55 106.74 106. 18 65. 20 80. 57 .64. 74 153. 68 81.79 40.03 15 15 15 15 15 15 15 15 15 15 15 120.60 140.33 126. 89 124.83 73. 39 92.87 72.59 181.08 94.51 43. 74 68. 35 15 15 15 15 15 15 15 15 -1. 32 -0. 92 3. 25 -11. 01 5. 78 3. 54 2. 54 -13.,94 INDICES, MARCH 1973 BASE RATES = 100 GEJMAN MARK JAPANESE YEN DUTCH GUILDER 0. K. POUND CANADIAN DOLLAH FRENCH FRANC SWISS FRANC BELGIAN FJtANC ITALIAN LIRA e # WEIGHTED AVERAGE EXCHANGE VALUE INDICES, MAR 1973 = 100 4G-10 COUNTRIES PLUS SWITZERLAND) # # / U. S. DOLLAR GERMAN MARK JAPANESE YEN DUTCH GUILDER U.K. POUND CANADIAN DOLLAR FRENCH FRANC SWISS FRANC BELGIAN F R A N C ITALIAN LIRA SWEDISH KRONA DEC. DEC. DEC. DEC. DEC. DEC. DEC. DEC. DEC. DEC. DEC. CHART 2. 3-MONTH FORWARD EXCHANGE BATES, PREMIUM OR DISCOUNT CANADIAN DOLLAR U.K. POUND GBR-MAN MARK FRENCH FRANC SWISS FRANC DUTCH GUILDER JAPANESE YEN ITALIAN LIRA DEC. DEC. DEC. DEC. DEC. DEC. DEC. DEC. SERIES NAME LAST VALUE PLOTTED DATE VALUE CHART 3. GOLD PRICE IN LONDON, AFTERNOON -FIXING 0. S. DOLLARS PEJt FINE OUNCE DEC. 15 139.78 15 15 10 Noy. 12 DEC. 10 3 DEC. DEC. 10 DEC. 10 JAN. 1 3 DEC. 8. 86 8. 88 10.75 11. 84 6. 00 5. 69 7.00 12.75 10.30 1. 50 DEC. DEC. DEC.. DEC. DEC. DEC. DEC.. 15 15 15 15 15 15 15 8.71 6.47 7.13 10. 57 10. 66 3. 65 9. 13 DEC. 15 DEC. 15 DEC. 15 DEC. 15 DEC. 15 DEC. 15 8. 88 8.95 9.32 9. 56 9. 80 10.03 4. CALL MCNEY RATES 0.S. FEDERAL FUNDS OVERNIGHT EURO-DOLLAR DEPOSITS O.K. 2-DAI LOCAL AUTHORITY DEPOSITS CANADA GERMANY EURO-DM JAPAN FRANCE NETHERLANDS EURO-SWISS FRANC DEC. DEC. DEC. CHART 5. 3—UONTH INTEREST BATES U.S. 90-DAY CD'S, SECONDARY MARKET GERMAN INTERBANK LOAN JAPANESE BANK LOANS £ DISCOUNTS CANADIAN FINANCE PAPER INTERBANK STERLING SWISS INTERBANK LOAN WEIGHTED AVERAGE FOREIGN INTEREST HATE (G-10 COUNTRIES PLUS SWITZERLAND) 6..EURO-DOLLAR DEPOSIT RATES: LONDON OVEBNIGH.T 7-DAY 1-MONTH 3-MONTH •6-MONTH 1-YEAR 7. SELECTED EURO-DOLLAR AND U.S. MONEY MARKET BATES OVERNIGHT EURO-DOLLAR DEPOSITS U. S. FEDERAL FUNDS DIFFERENTIAL ADJ..FOR RESERVE REQUIREMENTS DEC. 15 DEC. 15 DEC. 15 8. 88 8.86 0.02 3-MONTH EURO-DOLLAR DEPOSIT BATE U.S. 90-DAY CD'S, SECONDARY MARKET DIFFERENTIAL DEC. 15 DEC. 15 DEC. 15 9. 56 8.71 0.85 SERIES NAME LAST VALUE PLOTTED DATE VALUE CHART 8. INTEREST ARBITRAGE, 3-MONTH FUNDS EURO-DOllAR DEPOSIT INTERBANK STERLING (LONDON), COVERED DIFFERENTIAL DEC. 15 DEC. 15 DEC. 15 9., 56 9.,72 -0. 16 U. S. COMMERCIAL PAPER CANADIAN FINANCE PAPER, COVERED DIFFERENTIAL DEC. 15 DEC. 15 DEC. 15 8. 52 9. 21 — 0. 69 EURO-DOLLAR DEPOSIT INIEUBANK DM (FRANKFURT), COVERED DIFFERENTIAL DEC. 15 DEC. 15 DEC. 15 9. 56 9. 78 -0, 21 EURO-DOLLAR DEPOSIT SWISS INTERBANK, COVERED DIFFERENTIAL DEC. 15 DEC. 15 DEC. 15 9. 56 9. 48 0. 08 9. LONG TERM GOVESMENT BOND YIELDS UNITED STATES GERMANY JAPAN (MONTHLY) SWITZERLAND CANADA FRANCE NETHERLANDS UNITED KINGDOM DEC. DEC. NOV. NOV. NOV. OCT. JAN. DEC. 10 3 26 12 8 1 10 10. 56 .7. 83 8. 13 4. 27 11. 69 15. 70 11. 12 10. 85 U.S. CORPORATE AAA BONDS EURO-DOLLAR BONDS CHART 10. 11.68 1 1. 63 STOCK INDICES UNITED STATES UNITED KINGDOM CANADA GERMANY SWITZERLAND NETHERLANDS FRANCE JAPAN NOV. OCT. DEC. DEC. DEC. DEC. DEC. DEC. DEC. DEC. 8 8 8 8 8 8 8 8 146. 61 128. 42 186. 06 106. 97 9 4.30 102. 33 103. 54 155. 78 FEDERAL RESERVE statistical release H. 10 ( 5 1 2 ) [([[ DECEMBER 20, 1982 FOREIGN EXCHANGE RATES FOR THE WEEK ENDING DECEMBER 17, 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 ARGENTINA •AUSTRALIA AUSTRIA BELGIUM BRAZIL CANADA CHILE CHINA, P. R. COLOMBIA DENMARK FINLAND FRANCE GERMANY GREECE RvONG 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 MONETARY UNIT 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 GUILDER DOLLAR KRONE SOL PESO ESCUDO DOLLAR RAND WON PESETA RUPEE KHONA FRANC BAHT POUND BOLIVAR • VALUE IN U.S. C E N T S DEC. 13 43840.00 95.92 17.390 48.480 244.86 1.2371 72.250 1.9510 69.310 8.7275 5.4120 7.0150 2.4780 71.800 6.6600 9.7500 686.25 NA 135.15 32.690 1429.50 247.30 2.3660140.0000 2.7300 72.050 7.1800 930.73 9.0540 96.000 2.1670 91.40 745.65 129.800 21. 160 7.4730 2.1190 23.000 160.70 4.2970 — CURRENCY UNITS PER DOLLAR) DEC. 15 DEC. 14 43840.00 96. 1 1 17.280 47.900 244.86 1.2366 72.250 1.9646 69.310 8.5950 5.3750 6.9175 2.4390 71.200 6.5200 9.7400 686.25 NA 136.80 33.050 1410.00 244.30 2. 3650 145.0000 2.6840 72.200 7.0460 930.73 9.0540 98.000 2.1650 91.65 745.65 128.650 21.160 7.3800 2.0800 23.000 161.65 4.2970 DEC. 16 43840.00 43840.00 96.50 96. 24 17.030 17.230 47. 850 48. 130 244.86 244. 86 1.2396 1. 2381 72.250 72.250 1. 9509 1.9509 69.310 69.310 8.5550 8.6500 5.3520 5.3830 6. 8530 6.9560 2.4165 2.4510 70.750 71. 200 6.5300 6. 5500 9.7000 9.7300 686.25 686.25 NA NA 137. 95 136.10 33.060 33.050 1405.00 1414.00 243.30 244. 95 2.3560 2.3645 145.0000 143.0000 2.6660 2.7020 72.650 72.230 6.9950 7. 1000 930.73 930.73 9.0540 9.0540 94.500 96. 500 2. 1530 2. 1620 • 91.90 91.65 745.65 745.65 ' 128.350 128. 950 21. 160 21. 160 7.3550 7.4250 2.0550 2.09 20 23.000 23.000 162.00 161.40 4.2970 4.2 970 DEC. 17 43840.00 96. 48 16.880 47.600 244. 86 1.2370 72.250 1.9372 69.680 8.5675 5.3345 6.8650 2. 4205 70.750 6.5375 9.6700 687.00 NA 137. 10 33.220 1405.00 244. 15 2.3500 150.0000 2. 6720 72.350 7.0300 943. 80 9.0790 92. 500 2. 1500 92.03 745.65 127.400 21. 160 7. 3725 2.0490 23.000 160.00 4.2970
@FedFRASER