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(516/517) Selected Interest & Exchange Rates Weekly Series of Charts February 3,1986 Prepared by the FINANCIAL MARKETS SECTION DIVISION OF INTERNATIONAL FINANCE 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 CHART 1 SPOT EXCHANGE INDICES DOLLAR PRICES OF FOREIGN CURRENCIES AND WEIGHTED AVERAGE VALUES (THIN LINE) AVEHAtSES FOR WEEK ENDlNKS WEDNESDAY RATIO SCALE MARCH 1973=100 RATIO SCALE MARCH 1973= 100 200 180 160 FOREIGN CURRENCY PRICE OF U.S. DOLLAR ITALIAN LIRA - - 140 120 - 1 1 I I 1 I 180 GERMAN MARK JAPANESE YEN — 160 - — 140 - - 120 — 100 - I l U.K. POUND __ 1 FRENCH FRANC I I BELGIAN FRANC 1 DUTCH GUILDER CANADIAN DOLLAR I SWISS FRANC iiliilulnlitJuIn 1964 1 l 1I I I II 1II 1966 u L U 1964 HHIIMilt 1966 90 80 CHART 2 3-MONTH FORWARD EXCHANGE RATES PREMIUM (+) OR ( - ) AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER ANNUM PERCENT PER ANNUM DUTCH GUILDER CANADIAN DOLLAR 4 12 U. K. POUND SWISS FRANC 0 4 8 8 GERMAN MARK JAPANESE YEN FRENCH FRANC ITALIAN LIRA 4 0 8 0 8 16 24 32 32 1984 1986 1984 1986 CHART 3 PRICE OF GOLD IN LONDON AVERAGES FOR WEEK ENDING WEDNESDAY U.S. D ARS PER FINE OUNCE U.S. DOLLARS PER FINE < UNCE 520 520 500 500 480 480 460 460 12.5 Kg BARS 440 440 AFTERNOON FIXING PRICE 420 420 400 400 380 380 360 360 340 340 320 320 300 300 280 280 I I I I I I I I I I I J 260 1983 1984 1985 I I I I I I I I I I I 1986 260 CHART 4 CALL MONEY RATES WEEKLY SERIES PERCENT PER AF :NT PER ANNUM 20 20 16 16 FRANCE U. S. FEDERAL FUNDS 12 12 8 8 4 4 JAPAN 0 0 20 20 16 SWITZERLAND 16 CANADA 12 12 8 8 4 4 j _ L 0 0 20 20 16 16 UNITED KINGDOM 12 - GERMANY 8 12 8 UWwv 4 4 NETHERLANDS 0 I 1984 1986 \ I I I 1984 0 I 1986 CHART 5 3-MONTH INTEREST RATES WEEKLY SERIES PERC NT PER ANNUM PERCENT PER AN 16 14 U . S . CD'S CANADIAN FINANCE CO. PAPER 12 14 10 - 8 10 WEIGHTED AVERAGE FOREIGN RATE 6 4 - I I I I I I 12 IIIIIIIIIII I I I I I I 8 6 I 16 16 U K INTERBANK STERLING FRENCH INTERBANK RATE 14 14 12 12 10 10 8 8 10 10 8 NETHERLANDS INTERBANK RATE GERMAN INTERBANK RATE - 8 6 6 4 4 ill 2 I I I I IIIIIIIIII 2 8 9 SWISS INTERBANK RATE 8 A. ji JAPANESE GENSAKI RATE 7 > V 6 — I I I 1984 1986 I I I 1984 4 2 \ 5 6 0 1986 CHART 6 EURO-DOLLAR DEPOSIT RATES LONDON A V E R A G E S F O R WEEK ENDING WEDNESDAY PERCENT PER AL ENT PER ANNUM 16 16 3-MONTH OVERNIGHT 14 14 12 12 10 10 8 8 6 6 16 16 6-MONTH 7-DAY 14 14 12 12 10 10 8 8 6 6 16 16 1-MONTH 1-YEAR __ 14 / 14 12 12 10 10 8 f I 6 1984 1986 I I I I 1984 - I 8 6 1986 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 16 16 14 FEDERAL FUNDS E U R O - D O L L A R DEPOSITS DASHED LINE 3-MONTH 12 10 90-DAY CD S OVERNIGHT EURO-DOLLAR DEPOSITS I I I 111111111111111111111111 DIFFERENTIAL J _ L 11111111111111111111111 DIFFERENTIAL - 1 + 0 I I I J I I I I I I I I I I I I I I I I I I I I I I I I 1984 1 P E R C E N T ON DIFFERENTIAL S C A L E = 2 P E R C E N T ON RATE SCALE 1986 J I 1984 I 1111111111111111111111111 1986 , CHART 8 INTEREST ARBITRAGE: 3-MONTH FUNDS DIFFERENTIAL: PLUS(+), INDICATES FAVOR DOLLAR ASSETS AVERAGES FOR WEEK ENDING WEDNESDAY PER( NT PER ANNUM PERCENT PER Ah IUM 18 18 CANADIAN FINANCE CO. PAPER, COVERED EURO-DOLLAR DEPOSITS 14 DASHED LINE 14 10 10 INTERBANK STERLING 6 COVERED LONDON 2 I I 6 U. S. COMMERCIAL PAPER I I 2 2 2 DIFFERENTIAL DIFFERENTIAL + + 0 2 0 I I I J_L J_L 2 18 18 INTERBANK DM 14 SWISS INTERBANK (SF) COVERED COVERED FRANKFURT 14 10 10 EURO-DOLLAR DEPOSITS 6 EURO-DOLLAR DEPOSITS DASHED LINE I 2 I 6 DASHED LINE I I M i l l I I 2 2 2 DIFFERENTIAL DIFFERENTIAL + 0 0 2 I I I I I I 1984 I i_L I" 1986 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 2 1984 1986 CHART 9 LONG-TERM GOVERNMENT BOND YIELDS WEEKLY SERIES :NT PER ANNUM PERCENT PER AL 17 17 UNITED STATES 15 - CANADA 15 13 - 13 11 11 9 9 I 7 I I lllllllllll lllllllllll 15 7 9 13 — UNITED KINGDOM 7 SWITZERLAND 11 5 / 9 7 3 I I I I I I 1L 1 10 10 GERMANY JAPAN 8 8 6 - I 4 I | I I I lllllllllll 6 4 18 18 U. S. CORPORATE MONTHLY 16 , 16 I FRANCE Aaa BONDS 14 - 14 12 — 12 - 10 NETHERLANDS I 10 MONTHLY 8 8 iilliIi 6 1984 1986 I I iilnliilii I 1984 1986 6 CHART 10 INDUSTRIAL STOCK INDICES WEEKLY SERIES RATIO SCALE 1969=100 RATIO SCALE 1969=100 300 260 - - 220 180 140 - Avv - /AWN^ . - - I 100 I I 1 1 1 1 1 1 1 1 1 1 1 iIl 1 1 i i l i i i nl 300 260 ) - 220 - 180 . - 100 M - J / I I 1 1 1 11111 I n 111 J A / *vA FRANCE — 140 GERMANY - — 180 - '- 260 220 , NETHERLANDS — 140 UNITED KINGDOM - > v UNITED S T A T E S I I I I I I II I I I K — 1 yT - A — A SWITZERLAND - 100 1 80 340 1 1 1 1 11111111111 i i l n l i i l i i — 300 1 - - 260 JAPAN 220 - 180 - 140 CANADA - f v - 1 1 1 1 1 1984 1 lllllllllll 111111,1111 1986 1 1 1 I I I 1984 lllllllllll 1986 LAST VALUE PLOTTED DATE VALUE S E R I E S NAME CHART 1 . SPOT EXCHANGE RATES AND I N D I C E S 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 SWEDISH KRONA INDICES, 29 29 29 29 29 29 29 29 29 29 41.47 0.50843 36.73 139.59 70.71 13.51 48.97 2.02652 0.06084 13.20 JAN. JAN. JAN. JAN. JAN. JAN. JAN. JAN. JAN. 29 29 29 29 29 29 29 29 29 116.66 29 29 29 29 29 29 29 29 29 29 29 122.92 146.02 165.24 1 2 5 . 92 63.65 81.71 68.90 188.65 93.63 37.95 67.90 29 29 29 29 29 29 29 29 -2.43 -4.83 3.38 -5.40 3.81 2.26 1.51 -10.16 MARCH 1 9 7 3 BASE RATES = 1 0 0 GERMAN MARK JAPANESE YEN DUTCH GUILDER U . K . POUND CANADIAN DOLLAR FRENCH FRANC SWISS FRANC BELGIAN FRANC ITALIAN LIRA WEIGHTED AVERAGE EXCHANGE VALUE I N D I C E S , MAR 1 9 7 3 = ( G - 1 0 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 CHART 2 . JAN. JAN. JAN. JAN. JAN. JAN. JAN. JAN. JAN. JAN. 1 3 3 . 12 105.46 5 6 . 46 70.48 60.87 157.55 7 9 . 86 34.56 100 JAN. JAN. JAN. JAN. JAN. JAN. JAN. JAN. JAN. JAN. JAN. 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 JAN. JAN. JAN. JAN. JAM. JAN. JAN. JAN. LAST VALUE PLOTTED DATE VALUE S E R I E S NAME CHAfiT 3 . GOLD P R I C E I N LONDON, AFTERNOON F I X I N G U.S. CHART 4 . DOLLARS PER F I N S OUNCE JAN. 2 9 CALL MONEY BATES U . S . FEDERAL FUNDS OVEBNIGHT EURO-DOLLAR D E P O S I T S U.K. CANADA GERMANY JAPAN FRANCE NETHERLANDS SWITZERLAND CHART 5 . JAN. JAN. JAN. JAN. JAN. JAN. JAN. JAN. JAN. 7. 7. 11. 10. 4. 6. 8. 5. 4. JAN. JAN. JAN. JAN. JAN. JAN. JAN. JAN. JAN. 29 29 29 29 29 29 29 29 29 7.80 4.61 6.51 10.46 13.14 4.25 8 . 86 5.73 7.93 JAN. 29 JAN. 29 JAN. 29 JAN. 2 9 JAN. 29 JAN. 2 9 7.80 7 . 96 8.00 8.00 8.01 8.21 83 80 42 17 67 78 75 68 80 EURO-DOLLAR DEPOSIT BATES: LONDON OVERNIGHT 7-DAY 1-MONTH 3-MONTH 6-MONTH 1-YEAR CHART 7 . 29 29 29 29 29 29 29 29 29 3-MONTH INTEREST RATES U . S . 90-DAY C D ' S , SECONDARY MARKET GERMAN INTERBANK LOAN JAPANESE GENSAKX RATE CANADIAN FINANCE PAPER INTERBANK STERLING SWISS INTERBANK LOAN FRENCH INTERBANK RATE NETHERLANDS INTERBANK RATE WEIGHTED AVERAGE FOREIGN INTEREST RATE ( G - 1 0 COUNTRIES PLUS SWITZERLAND) CHART 6 . 353.79 SELECTED EURO-DOLLAR AND U . S . MONEY MARKET RATES OVERNIGHT EURO-DOLLAR DEPOSITS U . S . FEDERAL FUNDS DIFFERENTIAL JAN. 29 JAN. 29 JAN. 29 7 . 80 7. 83 - 0 . .03 3-MONTH EURO-DOLLAR DEPOSIT BATE U . S . 90-DAY C D ' S , SECONDARY MARKET DIFFERENTIAL JAN. 29 JAN. 29 JAN. 2 9 7.80 8.00 0.20 S E R I E S NAME CHART 8 . LAST VALUE PLOTTED DATE VALUE INTEREST ARBITRAGE, 3-MONTH FUNDS EURO-DOLLAR DEPOSIT INTERBANK STERLING (LONDON), COVERED DIFFERENTIAL JAN. 29 JAN. 2 9 JAN. 29 8 . 00 8 . 15 - 0 . 15 U . S . COMMERCIAL PAPER CANADIAN FINANCE PAPER, COVERED DIFFERENTIAL JAN. 29 JAN. 29 JAN. 2 9 7. 68 7 . 97 - 0 . 29 EURO-DOLLAR DEPOSIT INTERBANK DM (FRANKFURT), COVERED DIFFERENTIAL JAN. 29 JAN. 29 JAN. 2 9 8 . 00 8. 03 - 0 . 03 EURO-DOLLAR DEPOSIT SWISS INTERBANK, COVERED DIFFERENTIAL JAN. 29 JAN. 29 JAN. 2 9 8 . 00 8 . 10 - 0 . 10 JAN. 2 4 JAN. 24 JAN. J A N . 10 J A N . 17 J A N . 17 NOV. JAN. 24 9 . 24 6 . 31 6 . 29 4 . 49 10. 61 1 1. 12 7 . 01 10. 31 DEC. 10.16 CHART 9 . LONG TERM GOVERMENT BOND YIELDS UNITED STATES GERMANY JAPAN (MONTHLY) SMITZERLAND CANADA FRANCE NETHERLANDS (MONTHLY) UNITED KINGDOM U.S. CORPORATE AAA BONDS CHART 1 0 . STOCK I N D I C E S UNITED STATES UNITED KINGDOM CANADA GERMANY SWITZERLAND NETHERLANDS FRANCE JAPAN JAN. JAN. JAN. JAN. JAN. JAN. JAN. JAN. 22 22 22 22 22 22 22 22 212. 247. 274. 291. 196. 302. 272. 272. 40 03 29 84 58 31 99 46 FEDERAL RESERVE statistical release H.10 (512) 000: f EBHUARlf J, 19B6 FOREIGN EXCHANGE RATES FOB THE MEEK ENDING JAH0A8X 3 1 , 1986 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 following noon buying rates in New York City for cable transfers payable in foreign currencies: COUNTBY MONETABI UNIT •AUSTRALIA AUSTRIA BELGIUM BRAZIL CANADA CHINA,P.B. DENHABK FINLAND FBANCE GEBHANY DOLLAB SCHILLING FBANC CBU2EIB0 DOLLAB YUAN KBONE MARKKA FBANC Dm MARK DRACHMA GREECE DOLLAR HONG KONG BUPEE INDIA POUND •IBELAND LIBA ITALY YEN JAPAN RINGGIT MALAYSIA PESO MEXICO GUILDER NETHERLANDS DOLLAR •MEN ZEALAND KRONE NORNAY ESCUDO PORTUGAL DOLLAR SINGAPORE BAND •SOOTH AFRICA HON SOUTH KOBEA PESETA SPAIN RUPEE SBI LANKA KRONA SWEDEN FRANC SWITZERLAND DOLLAR TAINAN BART THAILAND •UNITED KINGDOM POUND ME HO: #UNITED STATES DOLLAR JAN. 27 (CURRENCY UNITS PES DOLLAB) JAN. 28 JAN. 2 9 JAN. 30 JAN. 3 1 71.28 16.870 49.050 11795.00 1.4155 3.2095 8.8575 5.3935 7.3700 2.3992 147.200 7.8080 12.4400 125.80 1634.00 195.75 2,4550 NA 2.7090 53.150 7.5075 156.700 2.1295 44.75 892.60 151.350 27.590 7.5695 2.0345 39.460 26.620 139.15 71.43 16.860 49.090 11885.00 1.4206 3.2095 8.8450 5.3660 7.3625 2.3980 147.200 7.8085 12.3400 126.00 1634.50 195.65 2.4655 NA 2.7095 52.700 7.4830 156.250 2.1390 43.45 892.20 151.000 27.590 7.5350 2.0315 39.410 26.620 140.80 71.51 16.800 48.870 11975.00 1.4156 3.2095 8.8080 5.3680 7.3280 2.3890 146.900 7.8045 12.3300 126.73 1629.00 194.10 2.4635 NA 2.7010 52.900 7.4790 156.400 2.1360 43.75 891.80 150.540 27.583 7.5300 2.0230 39.390 26.610 140.25 71.50 16.732 48.700 12065.00 1.4208 3.2095 8.7850 5.3390 7.2880 2.3790 146.600 7.8050 12.3000 127.15 1622.50 193.05 2.4740 NA 2.6875 53.900 7.4400 155.800 2.1465 43.75 891.40 150.000 27.592 7.5090 2.0200 39.370 26.610 140.90 71.38 16.795 48.880 12155.00 1.4233 3.2095 8.8250 5.3605 7.3200 2.3880 146.800 122.51 122.32 121.91 121.46 121.70 7 . 8 0 70 12.3400 126.63 1627.50 192.30 2.4665 NA 2.6975 53.550 7.4575 155.700 2.1395 43.75 891.00 150.630 27.575 7.5325 2.0360 39.360 26.570 141.20 tINDBX Of HEIGHTED AVERAGE EXCHANGE VALUE Of U . S . OOLLAB AGAINST COHERENCIES Of OTHER 6 - 1 0 COUBTBIBS. HABCH 1 9 7 3 = 1 0 0 . WEIGHTS ABB 1 9 7 2 - 7 6 GLOBAL TRADE Of EACH Of THE 10 COUNTRIES. SBBIBS REVISED AS Of AUGUST 1 9 7 8 . f O £ DESCRIPTION ABO BACK DATA, SEE "INDEX Of IBB BB1GHSBD-AV2BAGB EXCHANGE VALUE Of IBB U . S . DOLLAH: REVISION" OB PAGE 7 0 0 Of M B AUGUST 1 9 7 8 fBOSBAL RESERVE BULLETIN. *TALU£ I S U . S . CBWTS
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