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S DATA FILE i FEDERAL RESERVE / / - ^ ... BANK OF H H i n A f i f ) C # 7 — &1,L Selected Interest & Exchange Rates \Afeekly Series of Charts February 5,1979 DIVISION OF INTERNATIONAL FINANCE Prepared by the FINANCIAL MARKETS SECTION BOARD OF GOVERNORS FEDERAL RESERVE SYSTEM Washington, D C. 20551 ? 19/a 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 1973=100 RATIO SCALE MARCH 1973=100 120 120 100 - FOREIGN CURRENCY PRICE OF U.S. DOLLAR 80 100 80 CANADIAN DOLLAR 60 60 180 160 GERMAN MARK - . FRENCH FRANC - 140 - 120 - 100 120 - 100 I I I I I 80 M11, i M i , 7 I 160 140 120 240 . AA - JAPANESE YEN — A / — ~ ^ - SWISS FRANC - R W Jj V . —200 V - — 100 — A — 80 I I I I I 160 — I I 11 l i i h i l i i 11111111111 ^TThri i 140 U||| hill I BELGIAN FRANC DUTCH GUILDER ITALIAN LIRA U.K. POUND 1977 1979 1977 1979 120 CHART 2 3-MONTH FORWARD EXCHANGE RATES PREMIUM (+) OR ( - ) AVERAGES FOR WEEK ENDING WEDNESDAY PER CENT PER ANNUM PER CENT PER ANNUM 6 ITALIAN LIRA CANADIAN DOLLAR - + 0 - - 24 ~ T I M I I IM I f T I I I DUTCH GUILDER U. K. POUND 12 - 12 18 18 12 GERMAN MARK V - SWISS FRANC 12 / - m 1 1 i I,, M i i i FRENCH FRANC I n i 11111111111 JAPANESE YEN i i l n l i i l i i 12 jJ 1 - - - 1 1977 1979 1 1 1 1 1977 1 M IM IIIIII 1979 CHART 3 PRICE OF GOLD IN LONDON AVERAGES FOR WEEK ENDING WEDNESDAY U.S. DOLLARS PER FINE OUNCE U.S. DOLLARS PER FINE OUNCE 240 220 12.5 Kg BARS AFTERNOON FIXING PRICE 100 I I I I I I I I I I I 1976 1977 1978 I I I I I I I I I 1979 - 200 - 180 CHART 4 CALL MONEY RATES WEEKLY SERIES PER CENT PER ANNUM PER CENT PER ANNUM 14 12 JAPAN OVERNIGHT EURO-DOLLARS US. FEDERAL FUNDS 16 | I 12 UK, 2-DAY LOCAL AUTHORITY NETHERLANDS - w 6 - 4 - - 0 I I 11111111111 I 111,11MI,, — — 12 - - CANADA 8 FRANCE I - 12 i — 4 I I I 1 1 1 | | |. I | 1 , | 1 1 1 1 1 e I GERMANY t EURO-DM EURO-SWISS FRANC < 1 1 II1 1 1 1977 1979 1977 1979 # CHART 5 3-MONTH INTEREST RATES WEEKLY SERIES NT PER ANNUM PER CENT PER Ah 16 U.K. INTERBANK STERLING 12 U.S. CD'S 8 WEIGHTED AVERAGE FOREIGN RATE 4 1_L 8 GERMAN INTERBANK RATE - — JAPANESE BANK LOANS AND DISCOUNTS 4 - I I I I I I 0 SWISS INTERBANK RATE 4 /s CANADIAN FINANCE CO. PAPER I 1977 1979 I I I I 1977 vV + 0 I 1979 CHART 6 EURO-DOLLAR DEPOSIT RATES LONDON AVERAGES FOR WEEK ENDING WEDNESDAY PER PER CENT PER AN :ENT PER ANNUM 12 __ OVERNIGHT 3-MONTH I — 8 i 4 i 1 1 1 1 i 12 6-MONTH 7-DAY 8 4 12 1-MONTH 1-YEAR - J - 8 - I 4 1977 1979 I I I I 1977 I 1979 CHART 7 SELECTED EURO-DOLLAR AND U. S. MONEY MARKET RATES AVERAGES FOR WEEK ENDING WEDNESDAY PER CENT PER ANNUM PER CENT PER ANNUM 12 - f ryi 10 1 * V' — - — OVERNIGHT f EURO-DOLLAR DEPOSITS fi 3-MONTH EURO-DOLLAR DEPOSITS — FEDERAL FUNDS I V/X A I I f/ DASHED LINE I I I I 90-DAY CD'S -V A\<7 1 1 1 1 1 1 1 11 1 1 1 1 1 1 1 1 1 1 I I I DASHED LINE I i i I i i I M I i i l l l l l l l l l l l l DIFFERENTIAL DIFFERENTIAL ADJUSTED FOR RESERVE REQUIREMENTS - « — - VLWvvyi V I i i 1 1 1 1977 FAVORS BORROWING IN U. S. IF POSITIVE n 111111111 1111 i l l 1111 1979 I I I I I 1977 I I I I I I I I I I I I I I I I I I I I I I 1979 CHART 8 INTEREST ARBITRAGE: 3-MONTH FUNDS DIFFERENTIAL: PLUS(+), INDICATES FAVOR DOLLAR ASSETS AVERAGES FOR WEEK ENDING WEDNESDAY PER CENT PER ANNUM PER CENT PER ANNUM 16 14 12 EURO-DOLLAR DEPOSITS CANADIAN FINANCE CO. PAPER, COVERED - 12 - to 8 # INTERBANK STERLING COVERED LONDON U.S. COMMERCIAL PAPER JJJ DIFFERENTIAL J DIFFERENTIAL i i i I I ' n | u |, 11,7 I SWISS INTERBANK (SF) COVERED INTERBANK DM COVERED FRANKFURT I1 EURO-DOLLAR DEPOSITS EURO-DOLLAR DEPOSITS DASHED LINE DIFFERENTIAL DIFFERENTIAL 1977 1979 1977 1979 4 CHART 9 LONG-TERM GOVERNMENT BOND YIELDS WEEKLY SERIES CENT PER ANNUM PER CENT PER AL 11 UNITED STATES — CANADA , 9 I I I I I I M i n i , , I n Mil,I,ll," 7 7 JAPAN INDUSTRIAL SWITZERLAND 5 3 GERMANY 1 16 FRANCE UNITED KINGDOM 14 12 NETHERLANDS 10 iiliiln U. S . CORPORATE MONTHLY 8 U. S . CORPORATE MONTHLY 10 EURO-DOLLAR BONDS V 8 ^ ^ Aaa BONDS EURO-DM BONDS III I I 1977 Al 1979 1977 1979 6 CHART 10 INDUSTRIAL STOCK INDICES WEEKLY SERIES SCALE 00 RATIO 196 UNITED STATES UNITED KINGDOM M »If MI I I I I I I I I JAPAN 280 240 200 140 120 SWITZERLAND CANADA 100 80 11 150 1 130 1; FRANCE GENERAL INDEX 110 GERMANY - 90 70 I 1977 1979 I I I I 1977 I i 1979 - V - i e SERIES CHART 1 . LAST VALUE PLOTTED PATE VALUE NAME S p HT 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 INDICES, MARCH 1 9 7 3 WEIGHTED AVERAGE EXCHANGE VALUE I N D I C E S , ( 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 3-MONTH FORWARD EXCHANGE RATES, CANADIAN DOLLAR U . K . POUND GERMAN MARK FRENCH FRANC SWISS FRANC DUTCH GUILDER JAPANESE YEN ITALIAN LIRA 31 31 31 31 31 31 31 31 31 5 3 ,. 7 3 0 ,, 4 9 9 2 2 4 9 , .82 1 9 9 ,. 3 8 8 3 .. 7 2 2 3 . .43 5 9 . .15 . 3 .. 4 1 1 5 9 0 ., 1 1 8 ° 3 JAN. JAN. JAN. JAN. JAN. JAN. JAN. JAN. JAN. 31 31 31 31 31 31 31 31 31 151.14 130.71 143.01 80.64 93.44 105.57 190.31 134.43 67.56 31 31 31 31 31 31 31 31 31 31 31 88.38 145.89 121.04 132.00 70.84 74.09 95.31 175.41 123.26 59.05 91.50 31 31 31 31 31 31 31 31 - 0 ..51 - 2 ..67 7 ,. 1 0 2 ..33 11,, 5 1 3 ,. 3 3 8,. 8 3 - 2 ,.38 BASE RATES = 100 GERMAN MARK JAPANESE YEN DUTCH GUILDER U . K . POUND CANADIAN DOLLAR FRENCH FRANC SWISS FRANC BELGIAN FRANC ITALIAN LIRA CHART 2 . JAN. JAN. JAN. JAN. JAN. JAN. JAN. JAN. JAN." MAR 1 9 7 3 = 100 JAN. JAN. JAN. JAN. JAN. JAN. JAN. JAN. JAN. JAN. JAN. PREMIUM OR DISCOUNT JAN. JAN. JAN. JAN. JAN. JAN. JAN. JAN. # LAST VALUE PL DATE VALUE SERIES NAME CHART 3 . GOLD PRICE U.S. CHART 4 . I N LONDON, DOLLARS PER F I N E AFTERNOON F I X I N G JAN. OUNCE # EURO-DOLLAR DEPOSIT RATES: 1 0 . ,12 1 0 ,, 2 6 1 1 .. 6 3 1 1 ,. 0 0 3 ,, 0 0 3 ,. 1 5 4 ,. 3 8 6 .. 4 4 8 .. 1 5 0 ,. 0 6 JAN. JAN. JAN. JAN. JAN. JAN. JAN. 31 31 31 31 31 31 31 10.20 4.11 4.50 10.97 13.05 0.13 6.03 JAN. JAN. J AN. JAN. JAN. JAN. 31 31 31 31 31 31 10.26 10.43 10.31 10.65 11.08 11.08 LONDON OVERNIGHT 7-DAY 1-MONTH 3-MONTH 6-MONTH 1-YEAR CHART 7 . JAN. 3 1 JAN. 31 J A N . 26 J A N . 19 J A N . 26 J A N . 26 JAN. 26 J A N . 26 JAN. 5 JAN. 26 3-MONTH INTEREST RATES U . S . 9 0 - D A Y C D ' S , SECONDARY MARKET GERMAN INTERBANK LOAN JAPANESE BANK LOANS & DISCOUNTS CANADIAN FINANCE PAPER INTERBANK STERLING SWISS INTERBANK LOAN WEIGHTED AVERAGE FOREIGN INTEREST RATF CG-10 COUNTRIES PLUS SWITZERLAND) CHART 6 . 234.34 CALL MONEY RATES U . S . FEDERAL FUNDS OVERNIGHT EURO-DOLLAR DEPOSITS U . K . 2 - D A Y LOCAL AUTHORITY DEPOSITS CANADA GERMANY EURO-DM JAPAN FRANCE NETHERLANDS EURO-SWISS FRANC CHART 5 . 31 SELECTED EURO-DOLLAR AND U . S . MONEY MARKET RATES OVERNIGHT EURO-DOLLAR DEPOSITS U . S . FEDERAL FUNDS D I F F E R E N T I A L A D J . FOR RESERVE REQUIREMENTS JAN. JAN. JAN. 31 31 31 1 0 . 26 1 0 . 12 14 3-MONTH EURO-DOLLAR DEPOSIT RATE U . S . 9 0 - D A Y C D ' S , SECONDARY MARKET DIFFERENTIAL JAN. JAN. JAN. 31 31 31 10. 10. 2# 45 0. 4 0. + e , LAST VALUE PLOTTED DATE VALUE SERIES NAME CHART ? . INTEREST ARBITRAGE, 3-MONTH FUNDS EURO-DOLLAR DEPOSIT INTERBANK STERLING ( L O N D O N ) r COVERED DIFFERENTIAL JAN. 31 JAN. 3 1 J AN. 3 1 1 0 ,,65 1 0 . ,38 0 ,. 2 7 U . S . COMMERCIAL PAPER CANADIAN FINANCE PAPER, DIFFERENTIAL JAN. JAN. JAN. 31 31 31 1 0 . .02 1 0 .. 4 6 - 0 .,44 JAN. 3 1 JAN. 3 1 JAN. 31 1 0 .. 6 5 1 1 .. 2 1 - o ..56 JAN. JAN. JAN. 31 31 31 1 0 ,. 6 5 1 1 .. 6 3 - 0 ..98 JAN. JAN. DEC. JAN. JAN. JAN. JAN. JAN. 26 26 9.04 6.52 6.10 3.11 9.91 9.50 7.83 12.31 COVERED EURO-DOLLAR DEPOSIT INTERBANK DM ( F R A N K F U R T ) , DIFFERENTIAL COVERED EURO-DOLLAR DEPOSIT SWISS INTERBANK, COVERED DIFFERENTIAL CHART 9 . e LONG TERM GOVERMENT "OND Y I E L D S UNITED STATES GERMANY JAPAN (MONTHLY) SWITZERLAND CANADA FRANCE NETHERLANDS UNITED KINGDOM # U.S. CORPORATE AAA BONDS EURO-DM BONDS FURO-OOLLAR BONDS # CHART 1 0 . # • l ^ 19 19 19 5 26 9.16 6.63 9.55 DEC. DEC. DEC . I N D U S T R I A L STOCK I N D I C E S U N I T E D STATES JAPAN CANADA FRANCE UNITED KINGDOM SWITZERLAND GERMANY JAN. JAN. DEC. DEC » JAN. JAN. JAN. 26 12 29 22 19 26 26 104.86 304.2 5 113.81 124.60 114.08 78.15 108.40 4 FEDERAL H.10 RESERVE s-totisticol FEBRUARY FOREIGN EXCHANGE RATES FOR THE WEEK ENDING FEBRUARY 2t releose 6, 1979 1979 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 rate in New York City for cable transfers payable in foreign currencies: COUNTRY„ AUSTRALIA AUSTRIA BELGIUM, CANADA ' DENMARK FINLAND FRANCE GERMANY INDIA IRELAND ITALY JAPAN MALAYSIA MEXICO NETHERLANDS NEW ZEALAND NORWAY PORTUGAL SOUTH AFRICA SPAIN SRI LANKA SWEDEN SWITZERLAND UNITED KINGDOM MONETARY UNIT JAN. DOLLAR SCHILLING FRANC DOLLAR KRONE MARKKA FRANC 0 . MARK RUPEE POUND LIRA YEN DOLLAR PESO GUILDER DOLLAR KRONE ESCUDO RAND PESETA RUPEE KRONA FRANC POUND 113.4700 7.32332 3.41180 83.7600 19.4081 25.1004 23.4192 53.7750 12.0700 199.5200 0.11876 0.49975 45.4500 4.4014 49.7760 105.0500 19.5733 2.1142 114.7500 1.4288 6.4400 22.8676 59.3120 199.5200 29 JAN. 30 CRATE U . S . CENTS I JAN. 31 113.5000 7.33138 3.41064 83.8300 19.4081 25.1319 23.4000 53.6740 12.0700 199.6000 0.11876 0.49813 45.3900 4.4014 49.7389 105.2000 19.5695 2.1209 114.7500 1.4302 6.4400 22.8336 59.1716 199.6000 1 1 3 , 3600 7 . 29395 3 . 39674 8 3 . 3 050 19. 3050 2 5 . 0941 2 3 . 3019 5 3 . 3903 12.0 7 0 0 198. 9600 0 . 11848 0 . 49456 4 5 . 1975 4 . 4033 4 9 . 4805 1 0 5 . 3000 19. 4401 2. 1119 1 1 4 . 7500 1 . 4263 6. 4 4 0 0 22. 7273 5 8 . 8235 1 9 8 . 9600 FEB. FEB. 112.8 8 0 0 112.7 8 0 0 7 . 24375 3 . 37496 A3. 2650 1 9 . 2215 2 5 . 0062 2 3 . 1615 5 3 . 1068 12.0 7 0 0 1 9 8 .. 0 5 0 0 0 .. 1 1 8 1 3 0 .. 4 9 3 2 2 45 .1675 4. 4033 49. 2126 104. 7000 19. 3 6 1 1 2 .0942 114 .7500 1.4225 6 .4400 22 . 6 8 8 6 58 . 4 7 9 6 198 . 0 5 0 0 7 . 23066 3 . 36814 83. 4200 1 9 . 2123 2 4 . 9688 2 3 . 1160 5 3 .. 0 2 2 3 12.. 0 7 0 0 197. 9000 0 .. 1 1 7 9 6 0 .. 4 9 6 0 3 4 4 .. 9 9 5 0 4. 4014 49. 1521 104. 7500 19 . 3 6 8 6 2.0899 114 . 7 5 0 0 1.4255 6 .4400 22 . 6 8 8 6 58 . 5 1 3 7 197 . 9 0 0 0
@FedFRASER