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(510/517) Selected Interest Excharge Rates W e e k ly Series o f Charts December 5,1 9 8 3 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 BO A R D O F GOVER N O R S F E D E R A L R E S E R V E 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, 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 collectible at par in U.S. Currency. 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-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 G O VER NM EN T BOND YIE LD S 10. IN D U S T R IA L 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 1973=100 RATIO S CALE MARCH 1973=100 120 100 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 PER C E N T PER ANNUM PER C E N T PER ANN UM 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 U.S. DOLLARS PER FINE OUNCE PER FINE OUNCE 800 600 750 750 7 00 700 650 650 600 600 550 550 500 500 450 450 400 400 350 350 300 300 250 250 1980 1981 1982 1983 CHART 4 CALL MONEY RATES WEEKLY SERIES :n t per annum PERCENT PER 28 24 24 20 20 16 16 12 12 8 8 4 4 0 24 24 20 20 16 16 12 12 8 8 4 4 + 0 ♦ 0 20 24 20 U. K. 2-D AY LOCAL AUTHORITY 16 16 12 12 8 8 4 ill! L 4 1981 0 iiIl! 1983 1981 1983 CHART 5 3-MONTH INTEREST RATES WEEKLY SERIES PERCENT PER ANNUM PERCENT PER ANNUM 1981 1983 1981 1983 CHART 6 EURO-DOLLAR DEPOSIT RATES Lo n d o n AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER At PER ANNUM 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 22 18 14 10 6 3 2 io+ 1 1 2 3 4 1981 1 PERCENT ON DIFFERENTIAL SCALE = 2 PERCENT ON RATE SCALE 1983 1981 1983 CHART 8 INTEREST ARBITRAGE: 3-MONTH FUNDS DIFFERENTIAL: PLUS(+), INDICATES FAVOR DOLLAR ASSETS AVERAGES FOR WEEK ENDING WEDNESDAY P ER C E N T PER A NN UM P E R C E N T PER ANNUM 28 28 CANADIAN FINANCE CO. PAPER, COVERED EURO-DOLLAR DEPOSITS D A S H E D L IN E 20 20 12 12 — l 4 l l I I I i l l i l l ii In 1 Illllllllll 1 1 1 1 1 Illllllllll Illllllllll —- 4 4 2 DIFFERENTIAL DIFFERENTIAL 2 1\ + 0 + 2 ■_ A* A .. L .L .L - -.1 .1 .1 .. I I 111111111 1 1 1 I I 1 I I 111 ~\ 1 1 1 1 1 Illllllllll Illllllllll 4 28 20 12 1981 1983 1 PERC ENT ON D IF F E R E N T IA L S C A LE = 2 PERCENT ON RATE SC A LE CHART 9 LONG-TERM GOVERNMENT BOND YIELDS WEEKLY SERIES PERCENT PER PER ANNUM 19 19 UNITED STATES 15 15 11 11 7 7 15 9 11 5 7 1 13 13 MONTHLY 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 R A T IO S C A L E R A T IO S C A L E 1969=100 1969=100 200 180 160 140 120 100 180 160 140 120 100 80 1981 1983 1981 1983 LAST VALUE PLOTTED DATE VALUE SERIES HAMS CHART 1. SPOT EXCHANGE RATES AND INDICES WEEKLT AVERAGES, NOON BUTING RATES (U.S. CENTS) GERHAH NARK JAPANESE TEN DUTCH GUILDER U.K. POUND CANADIAN DOLLAR FRENCH FRANC S U S S FRANC BELGIAN FRANC ITALIAN LIRA NOV. NOV. NOV. NOV. NOV. NOV. NOV. NOVNOV. 30 30 30 30 30 30 30 30 30 36.91 0.92688 32.94 146.03 80.64 12.14 45.97 1.81769 0.06095 NOV. NOV. NOV. NOV. NOV. NOV. NOV. NOV. NOV. 30 30 30 30 30 30 30 30 30 103.82 111.77 94.56 59.06 80.38 54.71 147.89 71.63 34.62 30 30 30 30 30 30 30 30 30 30 30 131. 14 135.00 143.84 118.34 70.78 99.46 64.75 186.29 88.10 40.17 67.86 30 30 30 30 30 30 30 30 0.32 0.65 3.67 -3.25 5.72 3.69 3.13 -7.32 INDICES, SARCH 1973 BASE RATES = 100 GERflAN HARK JAPA N E S E TEN DUTCH GUILDER U.K. POUND CANAD IAN DOLLAR FRENCH FRANC SVISS FRANC BELGIAN FRANC ITALIAN LIRA NEIGHTED AVERAGE EXCHANGE VALUE INDICES, HAH 1973 * 100 (G-10 COUNTRIES PLUS SWITZERLAND) U.S. DOLLAR GERHAH HARK JAPANESE TEN DUTCH GUILDBR U.K. POUND CANAD IAN DOLLAR FRENCH FRANC SBISS FRANC BELGIAN FRANC ITALIAN LIRA SWEDISH KRONA NOV. NOV. NOV. NOV. NOV. NOV. NOV. NOV. NOV. NOV. NOV. CHART 2. 3-NONTH FORWARD EXCHANGE RATES, PREHIUH OR DISCOUNT CANADIAN DOLLAR U.K. POUND GERHAN HARK FRENCH FRANC SWISS FRANC DUTCH GUILDER JAP A N E S E TEN ITALIAN LIRA NOV. NOV. NOV. NOVNOV. NOV. NOV. NOV. SBfilES RASE LAST VALUE PLOTTED DATE VALUE CHAfiT 3. GOLD PRICE IN LONDON, AFTERNOON FIXING U.S. DOLLARS PER FINE OUNCE NOV. 30 388.47 CHABT 4. CALL HONEY RATES O.S. FEDERAL FUNDS OVERNIGHT EURO-DOLLAR DEPOSITS U.K. CANADA GERHANY EUBO-DH JAPAN FRANCE NETHERLANDS EUBO-SBISS FRANC NOV. NOT. NOV* NOT. NOV. DEC. NOV. NOV. JAN. DEC. 30 30 25 4 25 2 25 25 1 2 9.27 9.13 9.00 9.39 5.50 5.54 5.94 12.00 10.30 7.77 NOV. NOV. NOV. NOV. NOV. NOV. NOV. 30 30 30 30 30 30 30 9.32 6.35 6.31 9.51 9.19 4.15 8.55 NOV. NOV. NOV. NOY. NOV. NOV. 30 30 30 .30 30 30 9.13 9.35 9.51 9.78 9.96 10.29 OYERNIGHT EURO-DOLLAR DEPOSITS U.S. FEDERAL FUNDS DIFFERENTIAL ADJ. FOR RESERVE REQUIREHENTS NOV. 30 NOV. 30 NOV. 30 9.13 9.27 -0.14 3— MONTH EURO-DOLLAR DEPOSIT RATE U.S. 90-DAY CD*S, SECONDARY HARKET DIFFERENTIAL NOV . 30 NOV . 30 NOV . 30 9.78 9.32 0.46 CHART 5. 3— HONTH INTEREST RATES U.S. 90-DAY CD* S, SECONDARY HARKET GERHAN INTERBANK LOAN JAPAN BSE BANK LOANS 6 DISCOUNTS CANA D I A N FINANCE PAPER INTERBANK STERLING SBISS INTERBANK LOAN 8EIGHTED AVERAGE FOREIGN INTEREST BATE <G— 10 COUNTRIES PLUS SNITZERLAND) CHART . EURO-DOLLAR DEPOSIT RATES: LONDON OVERNIGHT 7 - DAY 1— HONTH 3-HONTH 6-HONTH 1-YEAR CHAfiT 7. SELECTED EURO-DOLLAR AND U.S. HONEY HARKET RATES SERIES KANE CHART CHART . I RTBREST ARBITRAGE, LAST V SLOE PLOTTED DATE VALUE 3-HOHTH FUNDS EURO1*’DOLLAR DEPOSIT INTERBANK STERLING (LONDON) , COVERED DIFFERENTIAL NQV. 30 MOV. 30 NOV. 30 9.78 9.85 -0.08 U.S. COHHERCIAL PAPER CANADIAN FINANCE PAPER, COVERED DIFFERSMIIAL MOV. 30 MOV. 36 MOV. 30 9.07 9.84 -0.77 EURO-’DOLLAR DBPOSIT INTERBANK DH (FRANKFURT), COVERED DIFFEREITIAL NOV. 30 IOV. 30 IOV. 30 9.78 10.08 -0.31 EURO-DOLLAR DBPOSIT SRISS INTERBANK, COVERED DIFFEREITIAL MOV. 30 MOV. 30 MOV. 30 9.78 9.93 -0.15 25 11 11.59 8.05 7.22 4.62 11.71 13.94 8.85 9.67 i. LONG TERM COVERHEMT BOND YIELDS UHITED STATES GERB1MY JAPAM (MONTHLY) SMITZERLAMD CAMADA FRANCE METHERLAMDS (MONTHLY) UNITED KINGDOM MOV. MOV. OCT. MOV. MOV. SEPT. HAY MOV. 11 4 2 18 0. . CORPORATE AAA BONDS EURO-DOLLAR BONDS CHART 10. 12.79 10.23 OCTSEPT. STOCK ISDICES UNITED STATES UNITED KINGDOM CAMADA GERHAMY SWITZERLAND METHERLAMDS FRA ICE JAP Al MOV. NOV. MOV. MOV. MOV. NOV. MOV. MOV- 23 23 23 23 23 23 23 23 173. 43 159.26 245.17 146.51 119.47 135.48 148.42 182.90
@FedFRASER