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(5 1 6 / 5 1 7 ) Selected Interest Exchange Rates W e e kly Series o f Charts January 31, 1983 DIVISION OF INTERNATIO NAL FINANCE Prepared by the FIN 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 E R T IF IE D SPOT EXCHANGE RATES-H.10 RELEASE CHARTS 1. SPOT EXCHANGE RATE INDICES 2. 3-M ONTH FORW ARD EXCHANGE RATES 3. GOLD PRICE--LONDON 4. C ALL MONEY RATES 5. 3-M ONTH INTEREST RATES 6. EURO DOLLAR DEPOSIT RATES 7. SELECTED EURO-DOLLAR AND U.S. M O NEY M A RK ET RATES 8. INTEREST A RB ITRA G E: 3-M ONTH FUNDS 9. LONG-TERM G O V ER N M EN T BOND Y IE LD S 10. IN D U S T R 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=100 160 JAPANESE YEN 140 120 100 I I I I I I M I II I I I I I lllllllllll 80 240 200 SWISS FRANC r w / 160 140 i i i I l l lllllllllll .n il i .I. l l L l l 120 180 180 160 160 140 140 120 120 100 H 100 120 120 100 100 CANADIAN DOLLAR 80 80 H 60 60 IlllIlIIlII 80 70 60 40 + 9 /2 3 /8 2 #1 CHART 2 + + 3-MONTH FORWARD EXCHANGE RATES PREMIUM <+) OR ( - ) AVERAGES FOR WEEK ENDING WEDNESDAY PER C E N T PER A N N UM PER C E N T PER ANNUM 24 + 0 24 12 e ♦ c e 18 12 i ( + 9 /1 3 /8 2 2 CHART 3 PRICE OF GOLD IN LONDON AVERAGES FOR WEEK ENDING WEDNESDAY u.s. c U .S . D O L L A R S P E R F IN E O U N C E AR S P E R F IN E O U N C E 800 800 750 750 700 7 00 650 650 600 600 550 550 500 500 450 450 400 400 350 350 3 00 300 ■l l j j l l I 250 1980 1981 1982 1983 9 /1 3 /8 3 250 + CHART 4 + CALL MONEY RATES WEEKLY SERIES P ER C E N T PER ANN UM P E R C E N T P ER A N N U M 24 20 16 12 8 4 + 0 20 16 12 8 4 0 + 9/13/82 CHART 5 r 3-MONTH INTEREST RATES WEEKLY SERIES SIT P E R A N N U M P E R C E N T P ER 22 24 18 20 14 16 10 12 6 20 8 16 16 12 12 8 8 4 16 12 12 8 8 4 4 0 f 5 CHART 6 -h EURO-DOLLAR DEPOSIT RATES + Lo n d o n 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 + 1 /0 1 /8 2 F CHART 7 SELECTED EURO-DOLLAR AND U. S. MONEY MARKET RATES DIFFERENTIAL: PLUS<+), FAVORS BORROWING IN U. S. AVERAGES FOR WEEK ENDING WEDNESDAY P E R C E N T PER A N N U M PERCENT PER ANNUM 26 26 22 - 22 18 18 14 14 10 - 10 6 3 2 1 + 0 1 2 3 4 7 9/13/82 1 PE RC ENT ON D IF F E R E N T IA L S C A L E = 2 PERCENT ON RATE S C A LE CHART 8 INTEREST ARBITRAGE: 3-M ONTH FUNDS DIFFERENTIAL: PLUS(+), INDICATES FAVOR DOLLAR ASSETS AVERAGES FOR WEEK ENDING WEDNESDAY PER C E N T PER ANN UM P E R C E N T PER A N N U M 28 20 12 4 2 0 2 ■ PERCENT ON D IF F E R E N T IA L SCALE = 2 PERCENT ON RATE SCALE 9 /1 3 /8 2 8 CHART 9 LONG-TERM GOVERNMENT BOND YIELDS WEEKLY SERIES PERCENT PER ANNUM PERCENT PER ANNUM 1981 1983 1981 1983 9 /1 5 /8 2 9 CHART 10 INDUSTRIAL STOCK INDICES WEEKLY SERIES RATIO SCALE R A T IO S C A L E 1969=100 1969=100 180 _ JAPAN 160 j - 140 120 ■J 1981 1983 1 1. 1 1 1981 1 111 i l l Li h i . i i L l l I-L lI 1983 ll 100 LAST VALUE PLOTTED DATE VALUE SERIES NAME CHART 1. SEOT 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. JANJAN. JAN. JAN. JAN. JAN. JAN. 26 26 26 26 26 26 26 26 26 41.06 0.42266 37.43 155.34 81.19 14.49 50.14 2.09842 0.07142 JAN. JAN. JAN. JAN. JAN. JAN. JAN. JAN. JAN. 26 26 26 26 26 26 26 26 26 115.52 110.67 107.45 62.83 80.92 65.31 161.32 82.69 40.57 26 26 26 26 26 26 26 26 26 26 26 119.59 140.63 131.15 125.53 69.94 92.64 72.76 189.05 94.94 44.06 67.94 26 26 26 26 26 26 26 26 -1.34 -2.14 3.68 -9.85 6.37 4.10 2.55 -12.18 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 WEIGHTED AVERAGE EXCHANGE VALUE INDICES, (G-10 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 MAR 1973 = 100 JAN. JAN. JAN. JAN. JAN. JAN. JAN. JAN. JAN. JAN. JAN. CHART 2. 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. JAN. JAN. JAN. JAN. LAST VALUE PLOTTED DATE VALUE SERIES NAME CHART 3. GOLD PRICE IN LONDON, AFTERNOON FIXING O.S. DOLLARS PER FINE OUNCE JAN. 26 48«». 70 CHART 4. CALL HONEY RATES U.S. FEDERAL FUNDS OVER N I G H T EURO-DOLLAR DEPOSITS U.K. 2-DAY LOCAL AUTHORITY DEPOSITS CANADA GERHANY EURC-DM JAPAN F RANCE NETHERLANDS EURO-SWISS FRANC JAN. JAN. JAN. JAN. JAN. JAN. JAN. JAN. JAN. JAN. 26 26 21 7 21 21 21 21 1 21 8.44 8.76 11.50 9.45 6.00 5.31 6.56 12.88 10.30 0.92 JAN. JAN. JAN. JAN. JAN. JAN. JAN. 26 26 26 26 26 26 26 8.38 5.83 6.88 9.99 11.48 2.72 8.62 JAN. JAN. JAN. JAN. JAN. JAN. 26 26 26 26 26 26 8.76 8.96 9.08 9.19 9.39 9.56 O V ERNIGHT EURO-DOLLAR DEPOSITS U.S. FEDERAL FUNDS DIF F E R E N T I A L ADJ. FOR RESERVE REQUIREMENTS JAN. 26 JAN. 26 JAN. 26 8.76 8.44 0.32 3-MONTH EURO-DOLLAR DEPOSIT RATE U.S. 90-DAY CD'S, SECONDARY MARKET DIFFERENTIAL JAN. 26 JAN. 26 JAN. 26 9.19 8.38 0.81 CHART 5. 3— MONTH I NTEREST RATES U.S. 90-DAY CD'S, SECONDARY MARKET GERMAN INT E R B A N K LOAN JAP A N E S E BANK LOANS & DISCOUNTS CAN A D I A N FINANCE PAPER I N T E R B A N K STERLING SWISS INTERBANK LOAN WEIGHTED AVERAGE FOREIGN INTEREST RATE (G-10 COUNTRIES PLUS SWITZERLAND) CHART 6. E U R O -DOLLAR DEPOSIT RATES: LONDON OVERNIGHT 7-DAY 1-HCNTH 3-MONTH 6-MCNTH 1-YEAR CHA RT 7. SELECTED E U R O -DOLLAR AND U.S. MONEY MARKET RATES SERIES NAHE LAST VALUE PLOTTED DATE VALUE CHART 8. INTEREST ARBITRAGE, 3-MCNTH FUNDS EURC-DOLLAR DEPOSIT INTERBANK STERLING (LONDON), COVERED DIFFERENTIAL JAN. 26 JAN. 26 JAN. 26 9..19 9..28 -0..09 U.S. COMMERCIAL PAPER CANADIAN FINANCE PAPER, COVERED DIFFERENTIAL JAN. 26 JAN. 26 JAN. 26 8,.18 8..62 -0..50 EURO-DOLLAR DEPOSIT INTERBANK DM (FRANKFURT), COVERED DIFFERENTIAL JAN,. 26 JAN. 26 JAN. 26 9.,19 9.,56 -0.,37 EURC-DOLLAR DEPOSIT SWISS INTERBANK, COVERED DIFFERENTIAL JAN. 26 JAN. 26 JAN. 26 9. 19 9.,14 0. 05 JAN. 21 7 JAN. DEC. 7 JAN. JAN. 7 OCT. 8 JAN. 1 JAN. 21 10.41 7.57 7.50 4.19 11.70 15.70 11.12 10.86 DEC. NOV. 11.83 11.32 CHART 9. LONG TERN GOVERMENT BOND YIELDS UNITED STATES GERMANY JAPAN (MONTHLY) SWITZERLAND CANADA FRANCE NETHERLANDS UNITED KINGDOM . CORPORATE AAA BONDS EURO-DOLLAR BONDS CHART 10. STOCK INDICES UNITED STATES UNITED KINGDOM CANADA GERMANY SWITZERLAND NETHERLANDS FRANCE JAPAN JAN. JAN. JAN. JAN. JAN. JAN. JAN. JAN. 19 19 19 19 19 19 19 19 150.93 146.03 203.54 105.52 99.26 106.77 103.24 155.01
@FedFRASER