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s - w (516/517) D TA ' i F'U <> *V Selected Interest & Exchange Rates Weekly Series of Charts 9' L i December 3 , 1 9 8 4 DIVISION OF INTERNATIONAL FINANCE Prepared by the FINANCIAL MARKETS SECTION BOARD OF GOVERNORS FEDERAL RESERVE SYSTEM Washington, D C. 20551 y 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 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 — FOREIGN CURRENCY PRICE OF U.S. DOLLAR JAPANESE YEN 160 140 — 120 100 " i l I l | | 11111111111 i , 1 , 7 — 100 CANADIAN DOLLAR - SWISS FRANC - - I I I I I 200 I GERMAN MARK DUTCH GUILDER " i l l I I I 120 100 - — U.K. POUND 80 - jy \ v \ 70 | 60 — 50 - 40 100 - FRENCH FRANC — - - — 80 - - — 70 - 60 I 50 - I l l I I I lllllllllll I I I I I I lllllllllll lllllllllll 140 70 BELGIAN FRANC 120 60 ITALIAN LIRA 100 80 — - - 50 40 - 35 • 8 - — I I I I I 1982 I 30 — I 1984 I I I I 1982 I lllllllllll lllllllllll 1984 25 • 70 50 40 CHART 2 3-MONTH FORWARD EXCHANGE RATES PREMIUM <*) OR ( - ) AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER ANNUM PERCENT PER ANNUM 6 24 ITALIAN LIRA - CANADIAN DOLLAR 1 1 1 - 1 1 1 - l u l l - In DUTCH GUILDEF1 U. K. POUND -1 / V \ - ,, - 9 1 1 1 1 1 1 1 1 1 1 1M 1l M 1 1l n l M 12 6 15 SWISS FRANC GERMAN MARK H aV — V X v y Z ^ — • - 1 1 1 1 1 1 . i h i h i l i i 1 1 1 1 1 1 16 FRENCH FRANC - 12 - 4 JAPANESE YEN 16 24 32 J _ L 1982 1984 1982 1984 CHART 3 PRICE OF GOLD IN LONDON AVERAGES FOR WEEK ENDING WEDNESDAY U.S. DOLLARS PER FINE OUNCE U.S. DOLLARS PER FINE OUNCE 600 600 550 - 550 - 500 12.5 Kg BARS AFTERNOON FIXING PRICE 500 450 - - 450 400 — - 400 350 - - 350 300 - 300 I I I I I 250 1981 1982 1983 I I I I I I I I 1984 250 CHART 4 CALL MONEY RATES WEEKLY SERIES PERCENT PER ANNUM PERCENT PER ANNUM 24 28 24 Y « 20 r , A 16 zr 12 -X 20 - 16 - 12 - 8 FRANCE - U. S. FEDERAL FUNDS — TTVUA JAPAN 4 - I I l I I I I I I I I 11111111111 I 0 24 CANADA EURO-SWISS FRANC 20 A 16 A V // VN XAAA - 12 - 1 1 1 1 1 I I L I I L I I L I I 1 I I I I I I M I M 20 24 20 16 12 1 n -V , U.K . 2-DAY LOCAL AUTHORITY GERMANY - > w X / T v . (V 8 4 16 - - 1EURO-DM » - i i i 1 1 1982 1 mImIiiIii 11111111111 1984 1 I 1 I I I 1982 1984 CHART 5 3-MONTH INTEREST RATES WEEKLY SERIES NT PER ANNUM PERCENT PER Ah 22 24 18 20 U.S. CD S CANADIAN FINANCE CO. PAPER 14 16 10 12 WEIGHTED AVERAGE FOREIGN RATE 6 8 20 16 16 U.K. INTERBANK STERLING 12 GERMAN INTERBANK RATE 12 8 8 4 11 12 I SWISS INTERBANK RATE -iy 9 - 8 JAPANESE BANK LOANS AND DISCOUNTS 7 4 - iiliiliiIii 5 1982 1984 1 1 1 I I 1982 0 I 1984 CHART 6 EURO-DOLLAR DEPOSIT RATES LONDON AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER ANNUM PERCENT PER ANNUM OVERNIGHT 3-MONTH 1-YEAR 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 FEDERAL FUNDS 3-MONTH E U R O - D O L L A R DEPOSITS OVERNIGHT E U R O - D O L L A R DEPOSITS 90-DAY CD S f/V IIIIIIII 1IIM 1 I1 1 II DIFFERENTIAL DIFFERENTIAL - I 1 1 M 1 I I 1 I I1I 1I I I 1 1 1 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 1984 I I I I I 1982 I I I I I I I I I I I I I I I I I I I I I I I 1984 CHART 8 INTEREST ARBITRAGE: 3-MONTH FUNDS DIFFERENTIAL: P L U S H , INDICATES FAVOR DOLLAR ASSETS AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER ANNUM PERCENT PER ANNUM 28 28 EURO-DOLLAR DEPOSITS 20 20 DASHED LINE CANADIAN FINANCE CO. PAPER, COVERED 12 12 - INTERBANK S T E R L I N G ^ V COVERED LONDON U. S. COMMERCIAL PAPER I I I DIFFERENTIAL — DIFFERENTIAL - Q/4vvy^ 2 4 28 28 20 SWISS INTERBANK (SF) COVERED INTERBANK DM - COVERED FRANKFURT Vl 12 I EURO-DOLLAR DEPOSITS^* . EURO-DOLLAR DEPOSITS I I I DIFFERENTIAL 12 A 1 1 1 4 2 IDIFFERENTIAL I III " 1984 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 h^\ ~ DASHED LINE -DASHED LINE 1982 a 20 i l l 1982 1984 CHART 9 LONG-TERM GOVERNMENT BOND YIELDS WEEKLY SERIES ENT PER ANNUM PERCENT PER AL 19 CANADA UNITED STATES 15 - A / y - 11 - 7 i i i 15 UNITED KINGDOM SWITZERLAND 11 — 7 13 MONTHLY GERMANY JAPAN — 9 i 22 I i i l i i l i Mi ill i 5 U. S. CORPORATE I - I MONTHLY FRANCE 18 Aaa BONDS 14 10 NETHERLANDS MONTHLY 6 1982 1984 1982 1984 CHART 10 INDUSTRIAL STOCK INDICES WEEKLY SERIES RATIO SCALE 1969=100 RATIO SCALE 1969=100 240 240 200 - 160 - UNITED STATES - - - - 120 JAPAN 200 160 - : — i 210 i i 1 1 1 Illllllllll Illllllllll — J 170 UNITED KINGDOM 130 - 90 - I I 210 170 — / V V / FRANCE . I 70 - v - - - - I IIIIIIIIII Illllllllll 190 j y/ - 130 - 90 Illllllllll 70 1 1 1 1 1 1 1 Illllllllll — 150 - 110 - GERMANY I I I I 190 SWITZERLAND - - I 70 ^ - I I I I i i 100 80 60 I I I llllllllll. CANADA 1982 4 360 — 4 280 - — - - Illllllllll 110 - - —• - — I 140 150 70 - NETHERLANDS - i — 180 120 \ I ..1. | 1 I 1 J1 I1 11 . <982 - 200 - 160 Illllllllll 1984 120 • SERIES CHART 1. SPOT WEEKLY EXCHANGE R A T E S AVERAGES, L A S T VALUE PLOTTED DATE VALUE NAME AND I N D I C E S NOON BUYING RATES (U.S. CENTS) GERMAN MARK J A P A N E S E YEN DUTCH G U I L D E R U . K . POUND CANADIAN DOLLAR FRENCH FRANC S W I S S FRANC B E L G I A N FRANC ITALIAN LIRA S W E D I S H KRONA INDICES, MARCH 1973 BASE RATES = WEIGHTED AVERAGE EXCHANGE VALUE I N D I C E S , ( G - 1 0 COUNTRIES P L U S SWITZERLAND) U . S . DOLLAR GERMAN MARK J A P A N E S E YEN DUTCH G U I L D E R U. K. POUND CANADIAN DOLLAR FRENCH FRANC S W I S S FRANC BELGIAN FRANC ITALIAN LIRA S W E D I S H KRONA 2. 3 - M O N T H FORWARD EXCHANGE R A T E S , CANADIAN DOLLAR U . K . POUND GERMAN MARK FRENCH FRANC S W I S S FRANC DUTCH G U I L D E R J A P A N E S E YEN ITALIAN LIRA 28 28 28 28 28 28 28 28 28 28 NOV. NOV. NOV. NOV. NOV. NOV. NOV. NOV. NOV. 28 28 28 28 28 28 28 28 28 92.09 106.61 83.37 48.83 75.48 4 8 . 14 127.79 6 4 . 12 30.00 28 28 28 28 28 28 28 28 28 28 28 146. 131. 150. 114. 6 3. 102. 62. 176. 86. 38. 68. 48 01 53 81 15 30 36 45 91 06 02 28 28 28 28 28 28 28 28 -1. -0. 3. -1. 3. 3. 2. -5. 44 39 54 85 95 37 85 44 32.74 0. 40717 29.04 120.73 75.73 10.68 39.72 1.62727 0.05281 11. 47 100 GERMAN HARK J A P A N E S E YEN DUTCH G U I L D E R U . K . POUND CANADIAN DOLLAR FRENCH FRANC S W I S S FRANC B E L G I A N FRANC ITALIAN LIRA CHART NOV. NOV. NOV. NOV. NOV. NOV. NOV. NOV. NOV. NOV. MAR 1973 100 NOV. NOV. NOV. NOV. NOV. NOV. NOV. NOV. NOV. NOV. NOV. PREMIUM OR D I S C O U N T NOV. NOV. NOV. NOV. NOV. NOV. NOV. NOV. SEBIES CHAST 3 . GOLD PRICE U.S. CHART 4. IN LONDON, DOLLARS P E E CALL L A S T VALOB PLOTTED DATE VALUE NAME FINE AFTERNOON F I X I N G OUNCE 3-MONTH I N T E R E S T EURO-DOLLAR DEPOSIT RATES: S E L E C T E D EURO-DOLLAR NOV. 2 8 NOV. 2 8 NOV. 2 8 NOV. 2 8 NOV. 2 8 NOV. 2 8 NOV. 2 8 NOV. NOV. NOV. NOV. NOV. NOV. AND U . S . 9.47 8. 76 9.50 11.96 5.40 5. 29 6 . 13 11.00 10. 30 0. 88 3 - M O N T H EURO-DOLLAR D E P O S I T U . S . 9 0 - D A Y C D ' S , SECONDARY DIFFERENTIAL 8 . 84 5. 83 6.31 10.75 9.73 5 . 13 8.41 28 28 28 28 28 28 8. 76 8. 80 8.84 9.21 9.55 10. 10 MONEY MARKET R A T E S OVERNIGHT EURO—DOLLAR D E P O S I T S U . S . F E D E R A L FUNDS D I F F E R E N T I A L A D J . FOR RESERVE R E Q U I R E M E N T S 28 28 30 16 30 30 30 30 1 30 LONDON' OVERNIGHT 7-DAY 1-MONTH 3-MONTH 6-MONTH 1-YEAR CHART 7 . NOV. NOV. NOV. NOV. NOV. NOV. NOV. NOV. JAN. NOV. 336. 45 RATES U . S . 9 0 - D A Y C D ' S , SECONDARY MARKET GERMAN INTERBANK LOAN J A P A N E S E BANK LOANS 6 D I S C O U N T S CANADIAN F I N A N C E PAPER INTERBANK S T E R L I N G S W I S S I N T E R B A N K LOAN WEIGHTED AVERAGE F O R E I G N I N T E R E S T RATE i G - 1 0 COUNTRIES PLUS SWITZERLAND) CHART 6 . 28 HONEY RATES U . S . FEDERAL FUNDS O V E R N I G H T EURO-DOLLAR D E P O S I T S U.K. CANADA GERMANY EURO-DM JAPAN FRANCE NETHERLANDS E U R O - S W I S S FRANC CHART 5 . NOV. RATE MARKET NOV. NOV. NOV. 28 28 28 8. 76 9. 47 - 0 . 24 NOV. NOV. NOV. 28 28 28 9 . 21 8. 84 0. 37 r # SERIES 0HART e COVERED COVERED COVERED EURO-DOLLAR D E P O S I T S W I S S I N T E R B A N K , COVERED DIFFERENTIAL CHART 9 . LONG TERM GOVERMENT UNITED STATES GERMANY J A P A N (MONTHLY) SWITZERLAND CANADA FRANCE NETHERLANDS (MONTHLY) U N I T E D KINGDOM # 0. S. # 10. NOV. NOV. NOV. 28 28 28 9.21 9. 33 - 0 . 12 NOV. NOV. NOV. 28 28 28 8. 68 9.27 - 0 . 59 NOV. NOV. NOV. 28 28 28 9. 21 9. 42 -0.20 NOV. NOV. NOV. 28 28 28 9 . 21 9 . 12 0.09 NOV. NOV. OCT. NOV. NOV. AUG. AUG. NOV. 23 16 11.44 7. 24 6.61 4. 81 1 2 . 13 13.49 8. 50 9.64 BOND Y I E L D S 9 9 24 23 C O R P O RAT E AAA BONDS EURO-DOLLAR CHART « 3-MONTH FUNDS EURO-DOLLAR D E P O S I T INTERBANK DM ( F R A N K F U R T ) , DIFFERENTIAL e # ARBITRAGE, U . S . COMMERCIAL P A P E R CANADIAN F I N A N C E P A P E R , DIFFERENTIAL ' # INTEREST EURO-DOLLAR D E P O S I T INTERBANK S T E R L I N G ( L O N D O N ) , DIFFERENTIAL # # 8. L A S T VALUE PLOT VALUE DATE NAME BONDS OCT. NOV. 1 2. 63 10.29 STOCK I N D I C E S UNITED STATES U N I T E D KINGDOM CANADA GERAANY SWITZERLAND NETHERLANDS FRANCE JAPAN NOV. NOV. NOV. NOV. NOV. NOV. NOV. NOV. 21 21 21 21 21 21 21 21 170.52 201.98 236.30 1 5 8 . 10 126.00 164.42 181.22 226.11 xO* cov FEDERAL RESERVE statistical release H.10 (512) :s -'•vlmmww?: NOVEMBER 3 0 , 1984 FOREIGN EXCHANGE RATES FOR THE WEEK ENDING NOVEMBER 3 0 , 1984 T h e Bosrd ® f Governors of the Federal Reeewe System Is advised that the Federal Reserve Bank of New York has certified for customs ~ purposes the following noon buying rates in New York City for cable transfers payable In foreign currencies: COUNTRY MONETARY OMIT •AUSTRALIA AUSTRIA BELGIUM BRAZIL CANADA CHINA, P . R. DENMARK FINLAND FRANCE GERMANY GREECE BONG KONG INDIA •IRELAND ISRAEL ITALY JAPAN MALAYSIA flEXICO NETHERLANDS •NEW ZEALAMD NORWAY PHILIPPINES PORTUGAL SINGAPORE •SOUTH AFRICA SOUTH KOREA SPAIW S R I LANKA SWEDEN SWITZERLAND TAIWAN THAILAND • U N I T E D KIWGDOM VENEZUELA DOLLAR SCHILLING FRANC CRUZEIRO DOLLAR YUAN KROWE MARKKA FRANC D . MARK DRACHMA DOLLAR RUPEE POUND SHEKEL LIRA YEW RINGGIT PESO GUILDER DOLLAR KRONE PESO ESCUDO DOLLAR RAND WON PESETA RUPEE KRONA FRANC DOLLAR BAHT POUND BOLIVAR MEMO: • U N I T E D STATES DOLLAR NOV. 26 85.33 21.523 61.640 2828.00 1.3194 2.7625 11.0390 6.3860 9.3790 3.0620 126.150 7.8280 12.1500 101.47 NA 1896.00 2 4 6 . 15 2.4130 211.5000 3.4555 48.730 8.8920 NA (CURRENCY U N I T S PER DOLLAR NOV. 2 7 NOV. 2 8 85.65 21.470 61.560 2828.00 1.3211 2.7943 11.0000 6.3680 9.3575 3*0547 125.620 7.8270 12.1500 101.70 NA 1892.00 245.40 2.4110 211.0000 2.1695 54.85 821.80 171.400 26.135 8.7415 2.5250 39.500 27.000 119.95 NA 3. 4460 48.850 8.8555 NA 165.500 2.1680 54.65 822.80 171.200 26.135 8.7230 2.5230 39.480 27.050 120.87 NA 147.64 147.26 166.000 85.89 21.585 61.820 2828.00 1.3236 2.7943 11.0450 6.3900 9.4100 3.0715 126.300 7.8280 12.1500 101.30 NA 1904.00 245.45 2.4110 211.5000 3.4660 48.770 8.8800 NA 165.500 2 . 1695 53.75 822. 10 171.650 26.152 8.7400 2.5210 39.500 27.050 120.10 NA 147.88 NOV. 29 86.07 21.660 6 K 950 2828.00 1.3223 2.7943 11.0475 €.3825 9.4310 3.0785 126.300 7.8280 12.1500 101. 10 NA 1905.00 245.80 2.4100 211.7500 3.4720 48.800 8.8750 NA 165.500 2.1665 54.00 823.10 172.550 26.152 8.7440 2.5285 39.520 27.050 120.15 NA 148.06 NOV. 3 0 85.72 21.830 62.500 2881.00 1.3242 2.7953 11.1860 6.4545 9.5250 3. 1100 126.700 7.8265 12.2900 100.00 NA 1919.00 247.50 2.4125 213.1000 3.5030 48.700 8.9735 NA 167.000 2 . 1685 53.80 823.20 172.600 26.152 8.8400 2.5550 39.530 27.050 119.70 NA 149.21 •INDEX OF WEIGHTED AVERAGE EXCHANGE VALUE OF U . S . DOLLAR AGAINST CURRENCIES OF OTHER G - 1 1 COUNTRIES. MARCH 1 9 7 3 = 1 0 0 . WEIGHTS ARE 1 9 7 2 - 7 6 GLOBAL TRADE OF EACH OF THE 10 COUNTRIES S E R I E S REVISED AS OF AUGUST 1 9 7 8 . FOR DESCRIPTION AND BACK DATA, SEE "INDEX OF THE WEIGHTED-AVERAGE EXCHANGE VALUE OF THE U . S . DOLLAR: R E V I S I O N " ON PAGE 7 0 0 OF THE AUGUST 1 9 7 8 FEDERAL RESERVE B U L L E T I N . •VAL.UE I S U. S . CENTS
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