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Selected Interest & Exchange Rates Weekly Series of Charts JANUARY 13,1976 Prepared by the FINANCIAL MARKETS SECTION DIVISION OF INTERNATIONALJFINANCE f / B O A R D OF GOVERNORS ^FEDERAL RESERVE SYSTEM 'X "Bible of Contents CHARTS TABLES 1. SPOT EXCHANGE RATE INDEXES 1. LATEST FIGURES PLOTTED 2. 3-MONTH FORWARD EXCHANGE RATES 2. DAILY CERTIFIED SPOT EXCHANGE RATES-H.10 RELEASE « 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 INDEXES SPOT EXCHANGE RATES I N D E X E S O F D O L L A R PRICES O F F O R E I G N C U R R E N C I E S A V E R A G E S FOR W E E K E N D I N G W E D N E S D A Y FOREIGN CURRENCY PRICE OF U.S. DOLLAR Weighted average 100 120 CANADIAN DOLLAR 9C 100 80 _I_L J _ L - JAPANESE YEN 140 140 120 VV- 'r~— A / A - FRENCH FRANC 120 ^ — - - 100 100 I I I I I I lllllllllll r - 180 - i GERMAN MARK 160 SWISS FRANC V - 140 140 120 - 100 120 100 I I I I I I i.ImImIm i.I.iImIm — 160 DUTCH GUILDER 160 BELGIAN FRANC 140 140 ;—r 120 ^/ 120 100 100 i i i I I I I I l u l l . I n 120 120 ITALIAN LIRA U.K. POUND ^ . - - 100 100 - 80 180 180 I I I 1 1 1 in in 11111! 111 i i I I I I I 1973 I 80 1875 Chart 2 3-MONTH FORWARD EXCHANGE RATES PREMIUM (+L OR DISCOUNT H AVERAGES FOR WEEK ENDING WEDNESDAY PER CENT PER ANNUM 6 CANADIAN DOLLAR 5 \ - 1 1 1 1 1 1 SWISS FRANC U.K. POUND GERMAN MARK DUTCH GUILDER FRENCH FRANC JAPANESE YEN 2 per cent on scale equals 1 per cent on all others - : 1 1 1 1 1 1 <> . Chart 3 PRICE OF GOLD IN LONDON AVERAGES FOR WEEK ENDING WEDNESDAY 810 12.5 Kg BARS Afternoon fixing price 180 150 180 80 80 30 1873 1876 Chart 4 CALAMONEYRATES WEEKLY SERIES PER ANNUM PER CENT PER OVERNIGHT EURO—DOL LA Kb 15 JAPAN 10 5 U.S. FEDERAL FUNDS 0 20 U.K. 2 - D A Y LOCAL AUTHORITY 15 FRANCE 10 5 0 15 10 NETHERLANDS CANADA s 0 20 EURO-SWISS FRANC 15 10 GERMANY 5 I VEURO-DM 0 5 1873 1975 1873 1875 Chart 5 3-MONTH INTEREST RATES 1 WEEKLY SERIES PER CENT PER AK SENT PER ANNUM CANADIAN FINANCE CO. PAPER 12 UNITED STATES CD's 12 8 8 4 4 U.K. INTERBANK STERLING 16 16 12 12 8 8 4 4 16 12 EURO-DOLLAR 8 12 SWISS DEPOSIT RATE 8 JAPAN Monthly 4 4 0 Chart 6 EURO-DOLLAR DEPOSIT RATES London AVERAGES FOR WEEK ENDING WEDNESDAY PER CENT PER A» 18 16 3-MONTH OVERNIGHT 12 12 8 8 4 4 16 16 6-MONTH 7-DAY - 12 12 8 8 - 4 4 " l 1 1 1 1 1 16 16 1-MONTH 1-YEAR 12 12 8 8 4 4 lllllllll 1 1 I Chart 7 SELECTED EURO-DOLLAR AND U.S. MONEY MARKET RATES AVERAGES FOR WEEK ENDING WEDNESDAY 3-MONTH Euro-dollar deposits FEDERAL FUNDS 10 OVERNIGHT [ Euro-dollar deposits 60-89 DAY CD'S 5 0 DIFFERENTIAL Adjusted for reserve requirements DIFFERENTIAL Adjusted for reserve requirements 1 1973 http://fraser.stlouisfed.org/ Favors Borrowing in U.S. if Positive Federal Reserve Bank of St. Louis 1975 1973 1975 r» Chart 8 INTEREST ARBITRAGE: 3-MONTH FUNDS AVERAGES FOR WEEK ENDING WEDNESDAY DIFFERENTIAL: PLUS (+), INDICATES FAVOR DOLLAR ASSETS 20 20 INTERBANK DM, Covered Frankfurt EURO-DOLLAR DEPOSITS INTERBANK STERLING Covered London ^ EURO-DOLLAR DEPOSITS DIFFERENTIAL DIFFERENTIAL 15 - C A N A D I A N FINANCE CO. PAPER, COVERED EURO-DOLLAR DEPOSITS 10 U.S. COMMERCIAL PAPER 5 SWISS DEPOSITS (SF) ! | COVERED • I 6 r A/1 A — \ DIFFERENTIAL 5 for FRASER Digitized 1973 1975 J\A V I J DIFFERENTIAL 1973 1975 Chart 9 LONG-TERM GOVERNMENT BOND YIELDS WEEKLY SERIES 9 UNITED STATES CANADA 7 1 5 12 SWITZERLAND GERMANY 10 / JAPAN Industrial 8 6 18 14 UNITED KINGDOM 12 FRANCE 10 8 NETHERLANDS 6 4 12 — U.S. CORPORATE Monthly U.S. CORPORATE Monthly Euro Dm bonds 10 ^ Aaa bonds Euro-dollar bonds 8 8 1073 1076 1073 1076 \ l ^ Chart 10 INDUSTRIAL STOCK INDEXES WEEKLY SERIES RATIO SCALE UNITED STATES 100 8C 45 320 140 UNITED KINGDOM JAPAN 240 100 160 80 35 180 180 CANADA SWITZERLAND 100 100 60 45 180 180 ( FRANCE General index GERMANY 100 100 80 J1 45 1873 1875 nlnliiliil 1873 1875 is SERIES NAME LAST VALUE PLOTTED DATE VALUE CHART 1. SPOT EXCHANGE RATES U.S. DOLLAR, WEIGHTED AVERAGE JAPANESE YEN GERMAN MARK DUTCH GUILDER U.K. POUND CANADIAN DOLLAR FRENCH FRANC SWISS FRANC BELGIAN FRANC ITALIAN LIRA JAN. JAN. JAN. JAN. JAN. JAN. JAN. JAN. JAN. JAN. 8 8 8 8 8 8 8 8 8 8 80.97 119.67 153.09 146.01 97.74 108.92 125.66 171.51 139.41 96.55 JAN. JAN. JAN. JAN. JAN. JAN. JAN. 8 8 8 8 8 8 8 0 .34 -8 .33 2 .38 -7 .97 1 .07 1 .36 -3.04 JAN. 8 174.40 JAN. 8 JAN. 8 JAN. 3 DEC. 20 JAN. 3 JAN. 3 DEC. 27 JAN. 3 DEC. 27 JAN. 3 7 .70 8 .07 9 .63 7 .35 7.00 7 .63 13.50 11.00 7.00 6 .88 8 8 1 8 8 8 8 7.88 7.62 9.29 9.73 9.55 12.25 7.00 CHART 2. 3-MONTH FORWARD EXCHANGE RATES CANADIAN DOLLAR U.K. POUND GERMAN MARK FRENCH FRANC SWISS FRANC DUTCH GUILDER JAPANESE YEN CHART 3. GOLD PRICE IN LONDON U.S. DOLLAR PER FINE OUNCE CHART 4. CALL MONEY RATES U.S. FEDERAL FUNDS OVERNIGHT EURO-DOLLAR DEPOSITS U.K. 2-DAY LOCAL AUTHORITY DEPOSITS CANADA GERMANY EURO-DM JAPAN FRANCE NETHERLANDS EURO-SWISS FRANC CHART 5. 3-MONTH INTEREST RATES U.S. CD'S C60—89 DAYS) GERMAN INTERBANK LOAN JAPANESE COMPOSITE LOAN EURO-DOLLAR DEPOSIT CANADIAN FINANCE COMPANY PAPER INTERBANK STERLING SWISS DEPOSIT JAN. JAN. NOV. JAN. JAN. JAN. JAN. 1 i) ' , SERIES NAME LAST VALUE PLOTTED ' DATE VALUE CHART 6. EURO-DOLLAR DEPOSIT RATES: LONDON 8 8 8 8 8 8 8.07 8.57 9.34 9.73 9.71 9.53 JAN. JAN. JAN. JAN. JAN. JAN. 8 8 8 8 8 8 8.07 7.70 1.07 9.73 7.88 2.19 EURO-DOLLAR DEPOSIT INTERBANK STERLING (LONDON), COVERED DIFFERENTIAL JAN. JAN. JAN. 8 8 8 9.73 3.92 5.80 U.S. COMMERCIAL PAPER CANADIAN FINANCE CO. PAPER, COVERED DIFFERENTIAL JAN. JAN. JAN. 8 8 8 8.43 9.89 -1.46 EURO-DOLLAR DEPOSIT INTERBANK DM (FRANKFURT), COVERED DIFFERENTIAL JAN. JAN. JAN. 8 8 8 9.73 10.00 -0.27 EURO-DOLLAR DEPOSIT SWISS DEPOSIT (SF), COVERED DIFFERENTIAL JAN. JAN. JAN. 8 8 8 9.73 8.07 1.66 OVERNIGHT 7-DAY 1-MONTH 3-MONTH 6-MONTH 1-YEAR JAN. JAN. JAN. JAN. JAN. JAN. SELECTED EURO-DOLLAR AND U.S. MONEY MARKET RATES OVERNIGHT EURO-DOLLAR DEPOSITS U.S. FEDERAL FUNDS DIFFERENTIAL ADJ. FOR RESERVE REQUIREMENTS 3-MONTH EURO-DOLLAR DEPOSIT RATE U.S. CD'S (60-89 DAYS) DIFFERENTIAL ADJ. FOR RESERVE REQUIREMENTS CHART 8. INTEREST ARBITRAGE, 3-MONTH FUNDS \b SERIES NAME LAST VALUE PLOTTED DATE VALUE CHART 9. LONG TERM GOVERNMENT BOND YIELDS UNITED STATES GERMANY JAPAN (MONTHLY) SWITZERLAND. CANADA FRANCE NETHERLANDS UNITED KINGDOM 27 27 1 13 20 13 27 20 7 .37 9 .75 10 .88 7.14 8.80 10,,93 8.72 17,,18 NOV. 29 NOV. 29 NOV. 29 8.89 9.28 9.41 DEC. DEC. NOV. DEC. DEC. DEC. DEC. DEC. U.S. CORPORATE AAA BONDS EURO-DM BONDS EURO-DOLLAR BONDS CHART 10. INDUSTRIAL STOCK INDEXES UNITED STATES JAPAN CANADA FRANCE UNITED KINGDOM SWITZERLAND GERMANY JAN. DEC. DEC. DEC. DEC. JAN. DEC. 3 13 20 20 20 3 20 71 .92 187 .67 83,.11 82 .00 38.95 52.62 74.51 K / # # # . F E D E R A L R E S E R V E s t a t i s t i c a l r e l e a s e JANUARY 10, 1975 FOREIGN EXCHANGE RATES FOR THE WEEK ENDING JANUARY 1 0 , 1975 The Board of Governors of the Federal Reserve System is advised t h a t the Federal Reserve Bank of New York has c e r t i f i e d for customs purposes the f o l l o w i n g noon buying r a t e in New York City for cable t r a n s f e r s payable in f o r e i g n currencies: COUNTRY AUSTRALIA AUSTRIA BELGIUM CANADA DENMARK FINLAND FRANCE GERMANY INDIA IRELAND ITALY JAPAN MALAYSIA MEXICO NETHERLANDS NEW ZEALAND NORWAY PORTUGAL SOUTH A F R I C A SPAIN S R I LANKA SWEDEN SWITZERLAND U N I T E D KINGDOM MONETARY UNIT JAN. DOLLAR SCHILLING FRANC DOLLAR KRONE MARKKA FRANC D . MARK RUPEE POUND LIRA YEN DOLLAR PESO GUILDER DOLLAR KRONE ESCUDO RAND PESETA RUPEE KRONA FRANC POUND 132.4500 5.87000 2.81300 100.8400 17.6700 28.1100 22.7000 42.1100 12.3000 235.3500 0.15530 0.33220 43.2200 8.0000 40.5800 131.0000 19.4400 4.0600 144.5000 1.7835 14.9000 24.9200 39.4600 235.3500 6 JAN. 7 (RATE U . S . JAN. 132.7500 5.91000 2.81200 100.6300 17.7200 28.1700 22.7500 42.1100 12.3000 235.4000 0.15500 0.33230 43.2200 8.0000 40.6300 131.3500 19.5000 4.0800 144.5000 1.7840 14.9000 24.7800 39.4600 235.4000 CENTS 1 8 132.7000 5.90000 2.78450 100.6200 17.7300 28.1300 22.6500 41.7500 12.3000 234.7000 0.15460 0.33250 43.2000 8.0000 40.2800 131.5000 19.3800 4.0800 144.5000 1.7820 14.9000 24.5900 38.8000 234.7000 JAN. * 9 132.4900 5.88000 2.79400 100.3400 17.6900 28.0500 22.7100 42.0100 12.3000 235.0000 0.15430 0.33240 4?.0900 P.0000 40.3800 131.1700 19.3200 4.0700 144.5000 1.7770 14.9000 24.6300 3°.0400 235.0000 JAN. 10 132.7500 5.90000 2.79900 100.1800 17.7700 28.1300 22.7500 42.0400 12.3000 235.2000 0.15440 0.33240 43.3500 8.0000 40.5400 131.2500 19.4400 4.0800 144.7000 1.7805 14.9000 24.6200 39.0300 235.2000
@FedFRASER