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(516/517) Selected Interest Exchange Rates W eekly Series of Charts January 24. 1983 Prepared by the F IN A N C IA L M A R K E T S S E C TIO N DIVISION O F IN T E R N A T IO N A L F IN A N C E BOARD O F GOVERNORS F E D E R A L R ESER 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 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-M ONTH FUNDS 9. LONG-TERM G O VERNM ENT BOND YIELDS 10. IN D U S TR IA L STOCK INDICES CH AR T 1 SPOT EXCHANGE INDICES DOLLAR PRICES OF FOREIGN CURRENCIES AND WEIGHTED AVERAGE VALUES (THIN LINE) AVERAGES FOR WEEK ENDING WEDNESDAY R A T IO S C A L E RATIO S C A L E M ARCH 1 9 7 3 = 1 0 0 M A RCH 1 9 7 3 = 1 0 0 1981 1983 1981 1983 C H A RT 2 3-MONTH FORWARD EXCHANGE RATES PREMIUM <♦) OR ( - ) AVERAGES FOR WEEK ENOING WEDNESDAY P E R C E N T PER AN ENT PER ANNUM 6 24 CANADIAN DOLLAR ♦ 0 t\ A \ A J L l ■ l ♦ 0 A /u V 6 ~ I I i 11111111111111111111111 24 6 12 ♦ 0 6 6 ♦ 0 12 6 16 12 12 6 1 6 ♦ 0 0 8 12 ♦ 0 6 8 ♦ 0 6 16 1981 1983 1981 1983 CHART 3 PRICE OF GOLD IN LONDON AVERAGES FOR WEEK ENDING WEDNESDAY u.s.c ARS P E R P IN E O UNCE U .S. D O L L A R S PER F IN E :u n c e 800 8CC 750 750 700 700 650 650 600 600 550 550 500 500 450 450 400 400 350 350 300 300 250 250 1980 1981 1982 1983 CHAm F 4 CALL MONEY RATES WEEKLY SERIES PER ANNUM PERCENT PER 28 24 24 20 U. S. FEDERAL FUNDS 20 16 16 12 12 8 8 4 4 0 24 24 20 20 EURO-SWISS FRANC 16 16 12 12 8 8 4 4 ♦ 0 + 0 20 24 20 U .K . 2 -DAY LOCAL AUTHORITY 16 12 16 8 12 8 4 0 4 1081 1083 1061 1083 CHART 5 3-MONTH INTEREST RATES WEEKLY SERIES PERCENT PER ANNUM PERCENT PER ANNUM 0 1981 1983 1981 1983 CHART 6 EURO-DOLLAR DEPOSIT RATES London AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER 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<-0, FAVORS BORROWING IN 0 . S. AVERAGES FOP WEEK ENDING WEDNESDAY PER C E N T PER ANN UM PERCENT PER ANNUM 26 26 22 18 14 10 6 3 2 Io+ 1 1 2 3 4 1 PERCENT ON DIFFERENTIAL SCALE = 2 PERCENT ON RATE SCALE CHART 8 INTEREST ARBITRAGE: 3-MONTH FUNDS DIFFERENTIAL: PLUS(+), INDICATES FAVOR DOLLAR ASSETS AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT n p R ANNUM PERCENT PER ANNUM 28 20 12 4 2 ♦ 0 - 2 20 - 12 DIFFERENTIAL A "J K " _L_L I I i I 111111111111111111111111 1981 1983 1 P ER CEN T ON D IFFER EN TIA L S C A LE = 2 PER CEN T ON RATE S C A LE CHART 9 LONG-TERM GOVERNMENT BOND YIELDS WEEKLY SERIES NT PER ANNUM PERCENT PER Al 19 19 CANADA 15 15 11 11 _ 7 I l I I I I. 111 ! 111 1111 llllilllllt 15 7 9 SWITZERLAf40 11 5 I 7 I I !III II II III I I I I I I I I I II 13 13 9 9 GERMANY I 5 22 1 U. S. CORPORATE I I ..... I . . . J L II III I II II I I I III I II II I 5 22 m o n th ly 18 18 Aaa 80NUS 14 14 / \ \ 10 / \NV /* EURO-DOLLAR BONDS 10 6 Mil n i l 6 1981 1983 1981 1983 CHART 10 INDUSTRIAL STOCK INDICES WEEKLY SERIES RATIO SCALE RATIO SCALE 1969=100 1969=100 180 H 160 140 120 100 140 120 - 100 80 120 - 1 120 100 NETHERLANDS / •0 80 I I I I l I 11111111111 11111111111 60 280 240 200 160 120 1981 1983 1981 1983 LAST VALUE PLOTTED DATE VALUE SEBIES NAME CHART 1. SPOT EXCHANGE BATES AND INDICES MEEKLY AVERAGES, NOON BUYING BATES (U.S. CENTS) GEfiHAN MABK JAPANESE YEN DUTCH GUILDEB U.K. POUND CANADIAN DOLLAfi FBENCH FRANC SHISS FRANC BELGIAN FBASC ITALIAN LIBA JAN. JAN. JAN. JAN. JAN. JAN. JAN. JAN. JAN. 19 19 19 19 19 19 19 19 19 42.16 0.43245 38.30 157.96 81.76 14.87 51.43 2. 14768 0.07338 JAN. JAN. JAN. JAN. JAN. JAN. JAN. JAN. JAN. 19 19 19 19 19 19 19 19 19 118.59 113.23 109.95 63.89 81.48 67.01 165.45 84.63 41.68 19 19 19 19 19 19 19 19 19 19 19 116.99 142.14 131.97 126.30 69.89 91.62 73.44 190.16 95.53 44.53 67.88 19 19 19 19 19 19 19 19 -1.25 -2.25 3.44 -11.63 6.25 3.79 2.43 -13.13 INDICES, 9ABCH 1973 BASE BATES = 100 GERMAN MABK JAPANESE YEN DUTCH GUILDEB U.K. POUND CANADIAN DOLLAfi FRENCH FRANC SHISS FBANC BELGIAN FBANC ITALIAN LIB* HEIGHTED AVERAGE EXCHANGE VALUE INDICES, MAR 1973 = 100 (G-10 COUNTRIES PLUS SHITZEBIAND) U.S. DOLLAR GERMAN MABK JAPANESE YEN DUTCH GUILDER U.K. POUND CANADIAN DOLLAfi FBENCH FBANC SHISS FBANC BELGIAN FBANC ITALIAN LIBA SHEDISH KRONA JAN. JAN. JAN. JAN. JAN. JAN. JAN. JAN. JAN. JAN. JAN. CHART 2. 3-MONTH FOBHARD EICHANGE BATES, PREMIUM OB DISCOUNT CANADIAN DOLLAR U.K. POUND GERMAN MARK FRENCH FBANC SHISS FBANC DUTCH GUILDER JAPANESE YEN ITALIAN LIBA JAN. JAN. JAN. JAN. JAN. JAN. JAN. JAN. SERIES HARE LAST VALUE PLOTTED DATE VALUE CHART 3. GOLD PRICE IN LONDON, AFTERNOON FIXING U.S. DOLLARS PER FINE OUNCE JAN. 19 490.10 JAN. JAN. JAN. JAN. JAN. JAN. JAN. JAN. JAN. JAN. 19 19 14 7 14 14 14 14 1 14 8.49 8.85 11. 13 9.45 5.50 5.43 6.63 12.63 10.30 0.95 JAN. JAN. JAN. JAN. JAN. JAN. JAN. 19 19 12 19 19 19 19 8.15 5.53 6.97 9.75 10.99 2.50 8.42 JAN. 19 JAN. 19 JAN. 19 JAN. 19 JAN. 19 JAN. 19 8.85 8.72 8.75 8.76 8.94 9.06 CH&fiT 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 >. 3-MONTH INTEREST RATES U.S. 90-DAY CD'S, SECONDARY MARKET GERMAN INTERBANK LOAN JAPANESE BANK LOANS £ DISCOUNTS CANADIAN FINANCE PAPER INTERBANK STERLING SWISS INTERBANK LOAN WEIGHTED AVERAGE FOREIGN INTEREST RATE (G-10 COUNTRIES PLUS SWITZERLAND) CHART . EURO-DOLLAR DEPOSIT RATES: LONDON OVERNIGHT 7-DAY 1-MONTH 3-MONTH 6-MCNTH 1-YEAR CHART 7. SELECTED EURO-DOLLAR AND U.S. HONEY MARKET RATES OVERNIGHT EURO-DOLLAR DEPOSITS U.S. FEDERAL FUNDS DIFFERENTIAL ADJ. FOR RESERVE REQUIREMENTS JAN. 19 JAN. 19 JAN. 19 8.85 8.49 0.36 3-MONTH EURO-DOLLAR DEPOSIT RATE U.S. 90-DAY CD'S, SECONDARY MARKET DIFFERENTIAL JAN. 19 JAN. 19 JAN. 19 8.76 8.15 0.61 SERIES NAME LAST VALUE PLOTTED DATE VALUE CHAET 8. INTEREST ARBITRAGE, 3-MONTH FUNDS EURO-DOLLAR DEPOSIT INTERBANK STERLING (LONDON) , COVERED DIFFERENTIAL JAN. JAN. JAN. 19 19 19 8..76 8..68 0..08 U.S. COMMERCIAL PAPER CANADIAN FINANCE PAPER, COVERED DIFFERENTIAL JAN. 19 JAN. 19 JAN. 19 8..01 8..47 -0..46 EURO-DOLLAR DEPOSIT INTERBANK DM (FRANKFURT), COVERED DIFFERENTIAL JAN. 19 JAN. 19 JAN. 19 8..76 9.,02 -0.25 EURO-DOLLAR DEPOSIT SWISS INTERBANK, COVERED DIFFERENTIAL JAN. 19 JAN. 19 JAN. 19 8. 76 8. 78 -0. 02 JAN. 14 7 JAN. NOV. JAN. 7 JAN. 7 OCT. 8 JAN. 1 JAN. 14 10.32 7.57 8. 13 4.19 11.70 15.70 11. 12 10.88 DEC. NOV. 11.83 11.32 CHART 9. LONG TERM GOVERMENT BCND YIELDS UNITED STATES GERMANY JAPAN (MONTHLY) SWITZERLAND CANADA FRANCE NETHERLANDS UNITED KINGDOM CCRPORATE AAA BONDS EURC-DOLLAfi BONDS CHART 10. STOCK INDICES UNITED STATES Un i t e d k i n g d o m CANADA GERMANY SWITZERLAND NETHERLANDS FRANCE JAPAN JAN. 12 JAN. 12 JAN. 12 JAN. 12 JAN. 12 JAN. 12 JAN. 12 JAN. 12 152.01 131.63 206.14 108.27 98.76 110.14 101.63 156.15
@FedFRASER