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(5 1 6 / 5 1 7 ) Selected Interest Exchange Rates W eekly Series o f Charts January 17,1983 DIVISION OF IN T E R N A T I O N A L F IN A N C E Prepared by the F IN A N C IA L MARKETS SECTION 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, 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 ER TIFIE D SPOT EXCHANGE RATES H.10 RELEASE CHARTS 1. SPOT EXCHANGE RATE INDICES 2. 3-MONTH FORWARD EXCHANGE RATES 3. GOLD PRICE-LO N D O N 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 YIELDS 10. IN D U S TR 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 SCALE MARCH 1973=100 1981 1983 1981 1983 CHART 2 3-MONTH FORWARD EXCHANGE RATES PREMIUM (+) OR ( - ) AVERAGES FOR WEEK ENDING WEDNESDAY P E R C E N T P ER A N N U M PER C EN T PER ANNUM 1981 1983 1981 1983 CHART 3 + + PRICE OF GOLD IN LONDON AVERAGES FOR WEEK ENDING WEDNESDAY U.S. [ ARS PER FINE OUNCE U.S. DOLLARS PER FINE OUNCE 800 800 750 750 700 700 650 650 600 600 550 550 500 500 450 450 400 400 350 350 300 300 l 250 1980 1981 1982 L u -L i i . 1. i . i 1 i i 1983 9 /1 3 /8 3 250 CHART 4 + CALL MONEY RATES + WEEKLY SERIES PERCENT PER ANNUM 20 16 12 + 4 CHART 5 + 3-MONTH INTEREST RATES WEEKLY SERIES 22 24 18 20 14 16 0 12 6 20 8 16 16 12 12 8 8 4 16 12 12 8 8 4 4 0 9 /1 3 /8 2 + CHART 6 EURO-DOLLAR DEPOSIT RATES -h Lo n d o n AVERAGES FOR WEEK ENDING WEDNESDAY ENT PER ANN UM P E R C E N T P E R Af 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 4 1983 1 /m /«a F 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 io+ PERCENT PER ANNUM 1983 1981 1 PERCENT ON D IF F E R E N T IA L SCALE = 2 PERCENT ON RATE SCALE 1981 1983 CHART 8 + + INTEREST ARBITRAGE: 3-MONTH FUNDS DIFFERENTIAL: PLUS(+), INDICATES FAVOR DOLLAR ASSETS AVERAGES FOR WEEK ENDING WEDNESDAY P E R C E N T PER ANNUM PER CENT PER ANNUM 28 20 12 4 2 ♦ 0 2 4 28 20 12 4 2 ♦ 0 2 1 PERCENT ON D IF F E R E N T IA L S C A LE = 2 PERCENT ON RATE SC ALE + 9 /1 3/8 2 8 CHART 9 LONG-TERM GOVERNMENT BOND YIELDS WEEKLY SERIES NT P E R A N N U M 19 19 UNITED STATES 15 15 11 11 7 7 15 9 11 5 1 7 13 13 MONTHLY JAPAN 9 9 5 5 22 U. S. CORPORATE 22 m o n thly 18 18 Aaa BONUS 14 14 10 10 IIlIIlII 6 1981 1983 6 1981 1983 CHART 10 INDUSTRIAL STOCK INDICES WEEKLY SERIES RATIO SCALE 1969=100 R A T IO S C A L E 1969=100 1981 1983 1981 1983 LAST VALUE PLOTTED DATE VALUE SERIES NAME CHART 1. SPOT EXCHANGE RATES AND INDICES 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 JAN. JAN. JAN. JAN. JAN. JAN. JAN. JAN. JAN. 12 12 12 12 12 12 12 12 12 42.65 0.43669 38.61 159.30 81.57 15.04 51.57 2.16604 0.07409 INDICES, MARCH 1973 BASE RATES = 100 GERMAN MARK JAPANESE YEN DUTCH GUILDER U.K. POUND CANADIAN DOLLAR FRENCH FRANC SWISS FRANC BELGIAN FRANC ITALIAN LIRA JAN. 12 JAN. 12 JAN. 12 JAN. 12 JAN. 12 JAN. 12 JAN. 12 JAN. 12 JAN. 12 119.97 114.34 110.85 64.43 81.30 67.78 165.92 85.35 42.09 WEIGHTED AVERAGE EXCHANGE VALUE INDICES, MAR 1973 = 100 (G-10 COUNTRIES PIUS 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 JAN. JAN. JAN. JAN. JAN. JAN. JAN. JAN. JAN. JAN. JAN. 12 12 12 12 12 12 12 12 12 12 12 116.00 142.97 132.43 126.50 70.03 90.74 73.83 189.84 95.72 44.67 67.90 JAN. 12 JAN. 12 JAN. 12 JAN. 12 JAN. 12 JAN. 12 JAN. 12 JAN. 12 -1.04 -1.99 3.39 -12.80 5.93 3.95 2.40 -14.99 CHART 2. 3-MONTH FORWARD EXCHANGE RATES, PREMIUM OR DISCOUNT CANADIAN DOLLAR U.K. POUND GERMAN HARK FRENCH FRANC SWISS FRANC DUTCH GUILDER JAPANESE YEN ITALIAN LIRA SERIES NAME .LAST VALUE PLOTTER DATE VALUE CHART 3. GOLD PRICE IN LONDCN, AFTERNOON FIXING U.S. DOLLARS PER FINE OUNCE JAN. 12 471.70 JAN. JAN. JAN. DEC. JAN. JAN. JAN. JAN. JAN. JAN. 12 12 7 17 7 7 7 7 1 7 8.42 8.80 10.25 10.64 5.90 5.81 6.63 12.75 10.30 1.25 JAN. 12 JAN. 12 JAN. 12 JAN. 12 JAN. 12 JAN. 12 JAN. 12 8.30 5.74 6.97 9.75 10. 63 2.85 8.52 JAN. 12 JAN. 12 JAN. 12 JAN. 12 JAN. 12 JAN. 12 8.80 8.73 8.71 8.75 8.90 9.10 CHART 4. CALL HONEY 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. 90-DAY CD'S, SECONDARY MARKET GERMAN INTERBANK LOAN JAPANESE BANK LOANS 6 DISCOUNTS CANADIAN FINANCE PAPER INTERBANK STERLING SWISS INTERBANK LOAN WEIGHTED AVERAGE FOREIGN INTEREST RATE (G-10 COUNTRIES PLUS SWITZERLAND) CHART 6. EURO-DOLLAR DEPOSIT RATES: LONDON OVERNIGHT 7-DAY 1-MONTH 3-MONTH 6-MONTH 1-YEAR CHART 7. SELECTED EURO-DOLLAR AND U.S. MONEY MARKET RATES OVERNIGHT EURO-DOLLAB DEPOSITS U.S. FEDERAL FUNDS DIFFERENTIAL ADJ. FOR RESERVE REQUIREMENTS JAN. 12 JAN. 12 JAN. 12 8.80 8.42 0.38 3-MONTH EURO-DOLLAR DEPOSIT RATE U.S. 90-DAY CD'S, SECONDARY MARKET DIFFERENTIAL JAN. 12 JAN. 12 JAN. 12 8.75 8.30 0.45 SERIES NAME LAST. VALUE PLOTTED DATE VALUE CHABT 8. INTEBEST ABBITBAGE, 3-MONTH FUNDS EUBO-DOLLAB DEPOSIT INTEBBANK STEELING (IONDON), COVEBED DIFFEBENTIAL JAN. 12 JAN. 12 JAN. 12 8..75 8..58 0..17 U.S. COMMEBCIAL PAPEB CANADIAN FINANCE PAPIB, COVEBED DIFFEBENTIAL JAN. 12 JAN. 12 JAN. 12 8..11 8..69 -0.,58 EUBO-DOLLAB DEPOSIT INTEBBANK DM (FBANKFUBT), COVEBED DIFFEBENTIAL JAN. 12 JAN. 12 JAN. 12 8.,75 9.,18 -0.,43 EUBO-DOLLAB DEPOSIT SWISS INTEBBANK, COVIBED DIFFEBENTIAL JAN. 12 JAN. 12 JAN. 12 8. 75 8. 83 -0.,08 7 JAN. DEC. 31 NOV. DEC. 24 DEC. 17 OCT. 8 1 JAN. JAN. 7 10.36 7.74 8.13 4.24 11.99 15.70 11.12 10.53 DEC. NOV. 11.83 11.32 CHABT 9. LONG TEBM GOVEfiMENU BOND YIELDS UNITED STATES GEBMANY JAPAN (MONTHLY) SWITZEBLAND CANADA FBANCE NETHEBLANDS UNITED KINGDOM . COBPOBATE AAA BONDS EUBO-DOLLAB BONDS CHABT tO. STOCK INDICES UNITED STATES UNITED KINGDOM CANADA GEBMANY SWITZEBLAND NETHEBLANDS FBANCE JAPAN DEC. DEC. DEC. DEC. DEC. DEC. DEC. DEC. 29 29 29 29 29 29 29 29 146.28 130.53 191.57 108.40 96.08 100.89 102.84 157.43
@FedFRASER