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(516/517) Selected Interest Exchange Rates W eekly Series of Charts December 27, 1983 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 S.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 TIFIE 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 RBITRAG 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 collectible at par in U.S. Currency. 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 RATIO SCALE MARCH 1973=100 160 FOREIGN CURRENCY PRICE OF U.S. DOLLAR 140 120 - 100 80 r ' r r f T i i i lllllllllll lllllllllll 120 100 CANADIAN DOLLAR 80 60 - . 1 1 1 I I I lllllllllll lllllllllll 120 100 80 60 50 45 80 70 60 50 40 30 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 12 6 + 0 6 18 12 6 0 1981 1983 1981 1983 CHART 3 PRICE OF GOLD IN LONDON AVERAGES FOR WEEK ENDING WEDNESDAY u .s . c ARS PER FINE OUNCE U.S. DOLLARS 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 PERCENT PER :n t p e r a n n u m 28 24 24 20 20 16 16 12 8 12 8 4 4 0 24 24 20 20 16 16 12 12 8 8 4 4 + 0 + 0 24 20 20 16 16 12 8 12 8 4 4 0 1981 1983 1981 1983 CHART 5 3-MONTH INTEREST RATES WEEKLY SERIES :n t p e r a n n u m PERCENT PER 22 24 18 20 14 16 10 12 6 20 8 16 16 12 8 12 8 4 16 12 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 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 1981 1983 1981 1983 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 26 22 - 22 18 18 14 14 10 - 10 6 3 2 Io+ 1 1 2 1 PERCENT ON DIFFERENTIAL SCALE = 2 PERCENT ON RATE SCALE 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 - | A - DIFFERENTIAL > 2 --- - \ 2 11111111111 + 0 II I I I I I II !I 4 28 28 INTERBANK DM COVERED FRANKFURT 20 20 12 12 4 2 + 0 2 1 PERCENT ON D IF F E R E N T IA L SCALE = 2 PERCENT ON RATE SCALE CHART 9 LONG-TERM GOVERNMENT BOND YIELDS WEEKLY SERIES 19 19 15 15 11 11 7 7 15 9 11 5 7 1 13 13 9 9 5 5 22 22 18 18 14 14 10 10 6 6 1981 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 SERIES NAME CHABT 1- SPOT EXCHANGE RATES AND INDICES WEEKLY AVERAGES, NOON BUYING RATES (U.S, CENTS) GEEHAN MARK JAPANESE YEN DUTCH GUILDER U.K. POUND CANADIAN DOLLAR FRENCH FRANC SWISS FRANC BELGIAN FRANC ITALIAN LIRA DEC. DEC. DEC. DEC. DEC. DEC. DEC. DEC. DEC. 21 21 21 21 21 21 21 21 21 36.08 0. <*2517 32. 13 141.92 80.02 11.83 45.21 1.77136 0.05950 DEC. DEC. DEC. DEC. DEC. DEC. DEC. DEC. DEC. 21 21 21 21 21 21 21 21 21 101.50 111.32 92.23 57.40 79.76 53.29 145.45 69.80 33.80 21 21 21 21 21 21 21 21 21 21 21 133.80 133.90 145.75 117. 18 69.79 100.32 64.00 186.11 87. 18 39.81 67.68 21 21 21 21 21 21 21 21 0.52 0.97 4.02 -3.31 5.75 4,02 3.63 -6.75 INDICES, MARCH 1973 EASE RATES = 100 GERMAN MARK JAPANESE YEN DUTCH GUILDER U.K. POUND CANADIAN DOLLAR FRENCH FRANC SWISS FRANC BELGIAN FRANC ITALIAN LIRA WEIGHTED AVERAGE EXCHANGE VALUE INDICES, IG-10 COUNTRIES PLUS SWITZERLAND) U.S. DOLLAR GERMAN MARK JAPANESE YEN DUTCH GUILDER U.K. POUND CANADIAN DOLLAR FRENCH FRANC SWISS FRANC BELGIAN FRANC ITALIAN LIRA SWEDISH KRONA MAR 1973 - 100 DEC. DEC. DEC. DEC. DEC. DEC. DEC. DEC, DEC. DEC. DEC. CHART 2. 3-MONTH FORWARD EXCHANGE RATES, PREMIUM OR DISCOUNT CANADIAN DOLLAR U.K. POUND GERMAN 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 U.S. DOLLARS PER FINE OUNCE DEC. 21 379.44 CHART 4. CALL MONEY RATES DEC. DEC. DEC. DEC. DEC. DEC. DEC. DEC. JAN. DEC. 21 21 16 9 16 23 16 16 1 23 9.62 9.46 8.75 9.55 5.40 5.30 6.50 11.75 10.30 1.90 DEC. DEC. DEC. DEC. DEC. DEC. DEC. 21 21 21 21 21 21 21 9.91 6.46 ****** 9.93 9.46 4.65 8.71 DEC. DEC. DEC. DEC. DEC. DEC. 21 21 21 21 21 21 9.46 9.63 10.39 10.36 10.45 10.75 OVERNIGHT EURO-DOLLAR DEPOSITS U.S. FEDERAL FUNDS DIFFERENTIAL ADJ. FOR RESERVE REQUIREMENTS DEC. 21 DEC. 21 DEC. 21 9.46 9.62 -0.16 3-MONTH EURO-DOLLAR DEPOSIT SATE U.S. 90-DAY CD'S, SECONDARY MARKET DIFFERENTIAL DEC. 21 DEC. 21 DEC. 21 10.36 9.91 0.45 U.S. FEDERAL FUNDS OVERNIGHT EURO-DOLLAR DEPOSITS U..K. CANADA GERMANY EURC-DM JAPAN FRANCE NETHERLANDS EURO-SWISS FRANC CHART 5. 3-MCNIH INTEREST RATES U.S. 90-DAY CD'S, SECONDARY MARKET GERMAN INTERBANK LOAN JAPANESE EANK LOANS S DISCOUNTS CANADIAN FINANCE PAPER INTERBANK STERLING SWISS INTERBANK LOAN WEIGHTED AVERAGE FOREIGN INTEREST BATE JG-10 COUNTRIES PLUS SWITZERLAND) CHART 6. EURO-DOLLAR DEPOSIT RATES: LONDON OVERNIGHT 7-EAY 1-MONTH 3-MONTH 6— MONTH 1-YEAR CHART 7. SELECTED EURO-DOLLAR AND U.S. MONEY MARKET RATES SERIES NAME CHART CHART LAST VALUE PLOTTED DATE VALUE - INTEREST ARBITRAGE, 3-MCNIH FUNDS EURO-DOLLAR DEPOSIT INTERBANK STERLING (LONDON), COVERED DIFFERENTIAL DEC. 21 DEC. 21 DEC. 21 10.36 10.46 -0.09 U.S. CO MM E R C I A L PAPER CANADIAN FINANCE PAPER, CCVERED DIFFERENTIAL DEC. 21 DEC. 21 DEC. 21 9.80 10.47 -0.67 EURO-DOLLAR DEPOSIT INTERBANK DM (FRANKFURT), COVERED DIFFERENTIAL DEC. 21 DEC. 21 DEC. 21 10.36 10.54 -0.18 EURO-DOLLAR DEPOSIT SWISS INTERBANK, COVERED DIFFERENTIAL DEC. 21 DEC. 21 DEC. 21 10.36 10.46 -0.10 DEC. 23 DEC. 16 CCT. DEC. 9 DEC. 9 SEPT. 30 AUG. DEC. 16 11.82 8.36 7.22 4.56 12.00 14.05 9.03 9.91 NOV. SEPT. 12.41 10.23 . LONG TERM GOVERMENT BOND YIELDS UNITED STATES GERMANY JAPAN (MONTHLY) SWITZERLAND CANADA FRANCE NETHERLANDS (MONTHLY) UNITED KINGDOM U. . CORPORATE AAA BONDS EURC-DOLLAR BONDS CHART 0. STOCK INDICES UNITED STATES UNITED KINGDOM CANADA GERMANY SWITZERLAND NETHERLANDS FRANCE JAPAN DEC. DEC. DEC. DEC. DEC. DEC. DEC. DEC. 21 21 21 21 21 21 21 21 170.23 169.73 251.34 148.85 125.90 147.49 150.63 188.87
@FedFRASER