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(516/517) u !?sSU »*»* Selected Interest & Exchange Rates Weekly Series of Charts i December 2 7 , 1 9 8 2 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 8. INTEREST ARBITRAGE: 3-MONTH FUNDS 9. LONG-TERM GOVERNMENT BOND YIELDS 10. INDUSTRIAL STOCK INDICES UHART 1 SPOT EXCHANGE INDICES DOLLAR PRICES OF FOREIGN CURRENCIES AND WEIGHTED AVERAGE VALUES (THIN LINE) AVERAGES FOR WEEK ENDING WEDNESDAY RATIO S C A L E MARCH 1 9 7 3 = 1 0 0 RATIO S C A L E MARCH 1 9 7 3 = 1 0 0 160 FOREIGN CURRENCY PRICE OF U.S. DOLLAR 140 120 - 100 — / - MIMIMIM 80 JAPANESE YEN - UK. POUND SWISS FRANC 180 . DUTCH GUILDER - ,y - GERMAN MARK " i i i I I I ITALIAN LIRA 1982 1980 - 140 nil HmTm" FRENCH FRANC 1980 160 120 CANADIAN DOLLAR BELGIAN FRANC - 1982 100 CHART 2 3-MONTH FORWARD EXCHANGE RATES PREMIUM ( • ) OR ( - ) AVERAGES FOR WEEK ENDING WEDNESDAY 6 ITALIAN LIRA - + 0 CANADIAN DOLLAR I 6 I I — V/V Y \(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. D U.S. D O L L A R S PER FINE PER FINE OUNCE 600 800 750 750 700 700 650 650 600 600 550 550 500 500 12.5 Kg BARS 450 AFTERNOON FIXING PRICE 450 400 400 350 350 300 300 250 250 200 200 150 150 i i I i i I i i I 100 1979 1980 1981 i i I i i I i i I i i 1982 100 CHART 4 CALL MONEY RATES WEEKLY SERIES SIT PER ANNUM PERCENT PER AL 28 24 U. S. FEDERAL FUNDS 20 U. K. 2-DAY LOCAL AUTHORITY 16 12 8 4 24 - 20 16 CAN In EURO-SWISS FRANC 12 I rj]fA~\ 8 NETHEF(LANDS 4 0 1 1 1 I I I | | | | | | | I | I Iiiiiiiiiiii 24 20 GERMANY FRANCE 16 12 8 JAPAN 4 EURO-DM 0 1980 1982 1980 1982 CHART 5 3-MONTH INTEREST RATES WEEKLY SERIES :NT PER AN MUM PERCENT PER Ah 20 20 U . S . CD S 16 16 12 12 WEIGHTED AVERAGE FOREIGN RATE U.K. INTERBANK STERLING 8 8 4 4 26 20 CANADIAN FINANCE CO. PAPER GERMAN INTERBANK RATE 22 16 18 12 14 8 10 4 I I I III 6 0 12 16 JAPANESE BANK LOANS AND DISCOUNTS 8 12 8 4 SWISS INTERBANK RATE 0 4 1980 1982 1980 1982 CHART 6 EURO-DOLLAR DEPOSIT RATES LONDON AVERAGES FOR WEEK ENDING WEDNESDAY PER ANNUM PERCENT PER 24 20 16 12 8 OVERNIGHT 3-MONTH 4 24 20 16 12 8 7-DAY 4 24 20 16 12 8 4 1-MONTH 1-YEAR # e ^ » e e # e e • • # t CHART 7 SELECTED EURO-DOLLAR AND U. S. MONEY MARKET RATES DEFERENTIAL: PLUS(+), FAVORS BOBROWNG IN U. S. AVERAGES FOR WEEK ENOMG WEDNESDAY PERCENT PER A N N U M P E R C E N T PER A N N U M 26 — I 26 3-MONTH 22 EURO-DOLLAR DEPOSITS 22 FEDERAL FUNDS VV r 90-DAY CD' S I OVERNIGHT EURO-DOLLAR DEPOSITS 3 3 2 1 + 0 1 DIFFERENTIAL 2 3 4 1960 1 P E R C E N T ON D I F F E R E N T I A L SCALE = 2 P E R C E N T ON R A T E S C A L E 1962 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 - /A 7/ v 12 A/ ^ —V V "X. INTERBANK STERLING 11II I 11 III DIFFERENTIAL I I y 1 v ll \\l\ - 12 \ 11111111111 DIFFERENTIAL — yu ill 2 v U. S. COMMERCIAL PAPER COVERED LONDON Jul 1/ V 1 1 l Y x W v — v ^ 1 4 28 28 SWISS INTERBANK (SF) COVERED INTERBANK DM COVERED FRANKFURT 20 - 20 12 - 12 EURO-DOLLAR DEPOSITS EURO-DOLLAR DEPOSITS DASHED LINE DASHED LINE I II I I I I I II I I 2 DIFFERENTIAL DIFFERENTIAL - I I r i f 11 III h i l l I 1980 1 P E R C E N T ON D I F F E R E N T I A L + 0 A j 1982 S C A L E = 2 P E R C E N T ON RATE S C A L E 1980 1982 2 #r CHART 9 LONG-TERM GOVERNMENT BOND YIELDS WEEKLY SERIES ENT PER ANNUM PERCENT PER AL 19 U. S. CORPORATE UNITED STATES 15 Aaa BONDS — - 11 MONTHLY / \ f\ — A/ - - EURO-DOLLAR BONDS 7 I I ~ I 15 UNITED KINGDOM SWITZERLAND — — 11 — 111 7 13 I I I MONTHLY JAPAN 9 GERMANY 5 22 18 CANADA FRANCE 14 10 NETHERLANDS Inliiliiliilnl 6 1980 1982 1980 1982 CHART 10 INDUSTRIAL STOCK INDICES WEEKLY SERIES RATIO 19c RATIO : CALE 1969=' 180 160 140 120 100 JAPAN UNITED STATES 80 140 GERMANY 120 \ Vv 100 - 1 4 Z y v zx/ ^ UNITED KINGDOM I 80 I I i i i illii h i l i i 140 FRANCE SWITZERLAND 120 100 80 140 120 100 CANADA NETHERLANDS 80 I 11 II LiJ 60 1980 1982 1980 1982 # SEBIES NAME LASS? VALUE fLQTTED DATE VALUE CHABT 1 - SPOT EXCHANGE SATIS AND INDICES WEEKLY AVEBAGES, NOON BOXING BATES .((US. CENTS) GEBjULN MASK JAPANESE YEN DUTCH GOILDEB U.K. BOUND CANADIAN DOLLAB FBENCH FBANC SWISS FBANC BELGIAN IBANC ITALIAN LIBA DEC. DEC, DEC, DEC. DEC. DBC. DEC. DEC. DEC. 22 22 22 22 22 22 22 22 22 41.44 0.4117.1 3.7.50 160.84 DBC. DEC. DEC, DEC. DEC. DEC., DEC. DEC. DBC. 22 22 22 22 22 22 22 22 22 116,. 57 .107. 80 1 0 2 . 66 6 5 . 05 8=0. 54 6 5 . 90 1 5 8 . 02 8 3 . 23 * 0 . 66 22 22 22 22 22 22 22 22 22 22 22 J119.J17 141.69 126.95 125.43 72.45 91.89 73., 27 184.54 95.32 44.04 68.21 80.81 1,4.62 4 , 9 . J12 2.112211 flu 07.158 INDICES# HAfiCfl 1973 BASE BATES = 100 GEBHAN MBK JAPANESE YEN DUTCH GUXLDEB U- K- POUND CANADIAN DOLLAB FRENCH FBANC SWISS FBANC BELGIAN IBANC ITALIAN IlLBA WEIGHTED AVEBAGE EXCHANGE VALUE INDICES, MAS 1973 (G-10 COUNTBIES PLUS SWITZERLAND) U . S . DOLXAB GESMAN MABK JAPANESE YEN DUTCH GUXLDEB U.K. POUND CANADIAN DOLLAB FBENCH FBANC SWISS FBANC BELGIAN FBANC ITALIAN LIBA SWEDISH KBONA 100 DEC. DEC., DEC. DBC. DEC. DEC. DEC. DEC. DEC. DEC. DBC. CHABT 2 . 3-HONTH FOBWARD EXCHANGE BATES, PBEMIUM OB DISCOUNT CANADIAN DOLLAB U.K. BOUND G3BMAN MABK FBENCH FBANC DBC - J* » %% DEC " DBC - DBC ^ § t 5£ i -All e SEPIES NAZIS LAST VALUE PLOTTED DATE VALUE CHAM 3* GOLD PRICE IN LONDON, AFTERBOOB FIXING U . S . DOLLARS PER FINS OUNCE DEC, 22 44JL.40 CHART 4 . CALL HONEY RATES DEC. DEC. DSC, DEC, DEC., DEC. DEC. DSC. JAN. DlC. 22 22 24 J7 24 17 24 24 1 17 4.69 8 . 63 1 a . 63 10.64 6.00 5.69 6.88 U.88 14.30 1.27 DEC. DSC. DEC, DSC., DEC. DEC, DEC. 22 22 22 22 22 22 22 8„ 64 6.54 7*09 10.29 1<L 80 3.95 19.10 DSC. DEC. DtiC. DEC. DEC* DEC. 22 22 22 22 22 22 8,63 8.88 9.44 9.56 9.78 9.91 OVERNIGHT EURO-DOLLAR DEPOSITS U . S . FEDERAL FUNDS DIFFERENTIAL ADJ. FOR RESERVE REQUIREMENTS DEC. 2 2 DEC. 22 DEC. 22 8.63 8.69 -41. 06 3-MONTH EUBO-DOLLAR DEPOSIT RATE U i S . SO-DAY C D ' S , SECONDARY MARKET DIFFEREBTI&L DEC. 22 DEC. 22 DEC, 22 9.56 8.64 0.92 (JUS.. FEDERAL FUNDS OVERNIGHT EURO* DOLLAR DEPOSITS 0L.K. 2-D&Y LOCAL AUTHORITY DEPOSITS CANADA GERMANY EURO-DH -JAPAN FRANCE HE2'HERLANDS EURO—SWISS FRANC CHART 5 . 3-MONTH INTEREST RATES S . 9 0 - M Y C D ' S , SECONDARY MARKET GERMAN INTERBANK LOAN JAPANESE BANK LOANS 6 DISCOUNTS CAJSAOIAJ8 FINANCE PAPER INTERBANK STERLING SWISS INTERBANK LOAN WEIGHTED AVERAGE FOREIGN XNTERES3 BATE (G-10 COUNTRIES PLUS SWITZERLAND) CHART 6 . EURO-DOLLAR DEPOSIT RATES: LONDOM OVERNIGHT 7-DAI 1-MCBTH 3-MONTH 6-MONTH 1-YEAR CHART 7 . SELECTJBD EURO-DOLLAR AND U . S . MONEY MARKET RATES # # SBBIBS NAflE LAST YALOB PLOTTED DAM YALOB CHABT 8» INTEREST ARBITRAGE, 3-HONTH FUNDS EURO—DOLLAR DEPOSIT INTEfiBABE STERLING (LONJ)ON) , COVERED DIFFERENTIAL DEC. 22 DEC. 2.2 DEC. 22 9.56 ,9.55 0.01 U . S . COHHERCIAL PAPER CANADIAN FINANCE PAPBB, COVBBBD DIFFBBBNTIAL DEC. 22 DEC, 22 DEC- 22 a . *8 =9.32 -3.84 EOEO-DPX1AB DEPOSIT INTERBANK DH (FRANKFURTJ, COVBBBD DIFFERENTIAL DEC. 22 DEC. 22 DEC. 22 .9.56 .9.84 -4.28 EURO-DOLAAR DEPOSIT S U S S INTERBANK, COVBBBD DIFFERENTIAL DEC- 22 DEC. 22 DBC. 22 9.56 9-65 -4.08 DECDEC. HQY„ NQV. DBC. OCT. JAN. DBC. 10.56 2.88 8.13 A . 27 11.99 15.30 11.42 1 0 . 87 9 . LONG TBBfl GOVBRHENT BOND YIELDS UNITED STATES GERMANY JAPAN (H0NTHLI) SMITZBBLAMD CANADA FRANCE NETHERLANDS UNITED KINGDOM 34 17 26 17 8 1 1/7 S - COBPOBATB AAA BONDS EOBO-DOL1AB BONDS 10., STOCK INDICES UNITED STATES UNITED KINGDOM CANADA GEBHANY SNITZBBLAND NETHERLANDS FRANCE JAPAN % 11.88 11.63 NOV, OCT. DBC. DBC. DBC. DBC. DBC. DEC. DBC. DBC. 22 22 22 22 22 22 22 21 143.61 430.46 185.43 101.53 93.73 99.57 ioa.22 .152,52 # FEDERAL RESERVE statistical release H. 10 ( 5 1 2 J DiCJBHBIB 29, FOREIGN EXCHANGE RATES t Q B THE USEE BNDING S50BMBBB 2 4 , mi 1985 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: MONETAEX UNIT COOHTBI PBSQ DOLLAJB SCHILLING PBAMC CBOZEIBO DOLLAB PESO CHILE XUAM CHINA, P - B PESO COLOMBIA KB01B PENHABK HASX&A FINLAND FBAMC tUhUCB D. MABK GBBMiAMI OBACHMA GREECE DOLLAB HONG KOHG BilPBB 1MDIA BOPIAH 1HOOHBSIA BIAL IBAH POUND •IBELAMD SHEKEB 1SBAB1 LISA ITALX IBM JAPAN DOLLAB MALAYSIA PESO MEXICO GOILDBB MBTHBBLAMDS DOLLAB **BH ZEALAND KfiONE HOBDAI SOL PEBU PESO PHILIPPINES BSCODQ POBTOGAL DOLLAB SIMGAPOBE HAND •SOOTH AEBICA HOB SOOTH 80BBA PESETA SPAIN BUPBE S B I LANKA KBOBA SWEDE* PBANC SWITZERLAND BAHT THAILAND •UNITED KINGBOa POUND BOLIVAB VENEZUELA ABGEMXXNA •AOSTBALIA AUSTRIA BELGIUM BBAZ1L CANADA * VALUE I S 0-S- CENTS DEC. 2 0 43840.00 96,72 17-0.20 47.220 244.86 1*2361 72.250 1.9372 69.680 8.5200 5.3480 6.8400 2.4975 7,0.750 6.5400 9.7300 687.00 NA 137.40 33.190 1395.50 244.45 2.3595 145.0000 2.6700 72-370 7.0200 943.80 9.0790 93.250 2.1560 92.10 745.65 127.900 21.110 7.3725 2.0.360 23.000 161.05 4.2970" [CDfiBEBCI OBXaIS PBB DC1LAB1 DEC. 2 2 DEC. 2 1 43840*00 96.98 *6.930 47.100 248.82 1.2374 7.2.250 1 . 9-372 69,680 8.4725 5.3330 6.8150 2.4070 70., 8 5 0 6.5400 9*7340 687.00 NA 138.40 33.190 3393.00 242.10 2.3590 153.0000 2.6665 72.550 7.. 0 4 7 5 943.80 9.0790 91.250 2.1470 92,10 746.95 127.340 21.160 7.3500 2.0210 23.000 160-45 4.2970 43840.00 97-18 16.920 46.960 248.82 1.2326 72.250 1.9372 69.870 8.4900 5.3250 6.8175 2.4050 70.750 6.5300 9.7300. 690.25 MA 138.25 33.140 #381.40 240.50 2.3460 153.Q000 2.6580 72.-700 7.0800 970.83 9.Q940 92.400 2.. 1 3 8 0 92.35 746-95 127.034 21.160 7.3500 2.0190 23.. 0 0 0 160.70 4.2970 DEC. 2 3 DEC. 2 4 43840.00 97.17 16.900 <46.910 248.82 1*2388 72.250 1.9372 69*870 8.4500 5-3230 6.8054 2.3955 71.0Q0 6.5300 9-7200 690.25 NA 138.50 33.140 1385-00 238a. 10 2-3475 161.0000 2.6524 72.670 7. 0675 970.83 9.0940 92-00Q 2.1375 92-35 746.95 127.000 21-160 7.3370 2.0140 23.000 159.50 4.2970 43840.00 97.40 16.85Q 46.844 248.82 1.2408 72.250 1.9372 69.870 8.4550 5.3300 6-780.0 2.3900 71.400 6.5300 9.7244 690.25 MA 438-80 33-140 1386.00 238.10 2-3475 164.0000 2.6400 72.700 7.0925 970.83 9.0940 93-000. 2-1575 92-37 746.95 126-850 2 1 - 160 7.3300 2.0010 23.000 160.00 4.2970
@FedFRASER