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(516/517) «w e* , Selected Interest & Exchange Rates Weekly Series of Charts DIVISION OF INTERNATIONAL FINANCE Prepared by the FINANCIAL MARKETS SECTION BOARD OF GOVERNORS FEDERAL RESERVE SYSTEM Washington, D C. 20551 v 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. D A I L Y CERTIFIED SPOT EXCHANGE RATES-H.10 RELEASE CHARTS 1. SPOT EXCHANGE RATE INDICES 2. 3-MONTH FORWARD EXCHANGE RATES 3. GOLD PRICE- LONDON 4. C A L L 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 LINF) AVERAGES FOR WEEK ENDING WEDNESDAY :ALE 973=100 RATIO SCALE MARCH 197? 3 = 1 0 0 120 U.K. POUND 100 6( FOREIGN CURRENCY PRICE OF U.S. DOLLAR 60 180 160 JAPANESE YEN 140 N 120 I 100 GERMAN MARK 80 240 200 160 FRENCH FRANC SWISS FRANC !I DUTCH GUILDER 120 160 BELGIAN FRANC 140 120 100 100 ITALIAN LIRA 60 CANADIAN DOLLAR 40 1080 1982 1980 1982 CHART 2 3-MONTH FORWARD EXCHANGE RATES PREMIUM (+) OR ( - ) AVERAGES FOR WEEK ENDING WEDNESDAY :ENT PER ANNUM 6 - + 0 CANADIAN DOLLAR 6 y PERCENT PER AL ITALIAN LIRA 11111111111 — 11111111111 6 + 0 U. K. POUND 6 DUTCH GUILDER 12 12 SWISS FRANC GERMAN MARK 6 + 0 12 6 + 0 6 FRENCH FRANC JAPANESE YEN 12 1980 1982 1980 1982 CHART 3 PRICE OF GOLD IN LONDON AVERAGES FOR WEEK ENDING WEDNESDAY US. D U.S. D O L L A R S PER FINE 0 UNCE LARS PER FINE OUNCE 800 800 750 750 700 700 650 650 600 600 550 550 500 500 12.5 Kg BARS AFTERNOON FIXING PRICE 450 450 400 400 350 350 '300 300 250 250 200 200 150 150 I I I I I I I 100 1979 1980 1981 I I I I I I I I I 1982 100 CHART 4 CALL MONEY RATES WEEKLY SERIES ENT PER ANNUM PERCENT PER Al 28 24 U. S. FEDERAL FUNDS U. K. 2-DAY LOCAL AUTHORITY 20 16 12 8 4 24 20 CANADA EURO-SWISS FRAN 16 12 8 NETHERLANDS 4 + 0 24 20 GERMANY FRANCE 16 12 8 JAPAN 4 EURO-DM 0 1080 1082 1080 1082 CHART 5 3-MONTH INTEREST RATES WEEKLY SERIES NT PER ANNUM PERCENT PER Ah U.S. CD'S 20 16 12 WEIGHTED AVERAGE FOREIGN RATE U.K. INTERBANK STERLING 8 4 20 CANADIAN FINANCE CO. PAPER GERMAN INTERBANK RATE 16 12 8 4 0 112 JAPANESE BANK LOANS AND DISCOUNTS 8 SWISS INTERBANK RATE 1980 4 0 1982 1980 1982 CHART 6 EURO-DOLLAR DEPOSIT RATES LONDON AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER AN -NT PER ANNUM 24 20 16 12 8 OVERNIGHT 3-MONTH 7-DAY 6-MONTH 1-MONTH 1-YEAR 4 24 20 16 12 8 4 24 20 16 12 8 4 1980 1982 1980 1982 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 PERCENT PER ANNUM 26 26 — 3-MONTH 22 - - FEDERAL FUNDS ' 1 \\ I < ll 14 - 2 2 - 18 / \ 18 E U R O - D O L L A R DEPOSITS U/rlA \ !n H N — / I f y tj 10 f 14 — IWr I 10 90-DAY CD'S OVERNIGHT E U R O - D O L L A R DEPOSITS I I I I I I I i i I i i I i i I i i II I II 1 II 1 II I I I I 1 I II I M I I I 11 6 3 2 1 1 DIFFERENTIAL DIFFERENTIAL 2 3 ll M ll II II I 1980 1 P E R C E N T ON D I F F E R E N T I A L S C A L E I I I I I I I I I I I 1982 = 2 P E R C E N T ON R A T E S C A L E I I I I I I I I I I I 11 19-80 -11 1982 4 CHARTS INTEREST ARBITRAGE: 3-MONTH FUNDS DIFFERENTIAL: P L U S M , INDICATES FAVOR DOLLAR ASSETS AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER ANNUM PERCENT PER ANNUM 28 28 EURO-DOLLAR DEPOSITS DASHED LINE CANADIAN FINANCE CO. PAPER, COVERED - 20 12 INTERBANK STERLING U. S. COMMERCIAL PAPER COVERED LONDON DIFFERENTIAL DIFFERENTIAL - Wv - Vy* u i - 2 4 28 28 SWISS INTERBANK (SF) COVERED INTERBANK DM COVERED FRANKFURT 20 20 V j/y \ 12 12 — EURO-DOLLAR DEPOSITS — — EURO-DOLLAR DEPOSITS DASHED LINE I I I I I I DASHED LINE I l l DIFFERENTIAL DIFFERENTIAL VAA' ~ l 1980 1982 1 P E R C E N T ON D I F F E R E N T I A L S C A L E = 2 P E R C E N T ON R A T E S C A L E I A , * A . A A/1 A i A^AJ I 1980 1982 ,CHART 9 LONG-TERM GOVERNMENT BOND YIELDS WEEKLY SERIES PERCENT PER ANNUM PERCENT PER ANNUM 19 15 U. S. UNITED STATES - CORPORATE 19 MONTHLY Aaa BONDS — 15 11 — 11 EURO-DOLLAR BONDS 7 I I I 11111111111 9 15 11 iA/.VitI UNITED KINGDOM A\ - SWITZERLAND — — - 5 I l l l l l l l l l l 1 - - i i i i i 1 1 1 i MONTHLY JAPAN GERMANY FRANCE CANADA NETHERLANDS 1980 1982 1980 1982 CHART 10 INDUSTRIAL STOCK INDICES WEEKLY SERIES RATIO 180 160 140 120 100 UNITED STATES JAPAN 80 140 120 SWITZERLAND - - 100 - UNITED KINGDOM 80 I I I 11111111 l Y i 140 FRANCE GERMANY 120 Xx 100 y vv A z~^V\ . - a A V 80 - I l l I I I 140 120 100 NETHERLANDS CANADA 80 60 1980 1982 1980 1982 SERIES CHART 1. L A S 1 VALUE PLOTTED DATE VALUE NAME S P O T EXCHANGE R A T E S AND I N D I C E S WEEKLY A V E R A G E S , NOON BUYING RATES (U.S. CENTS) GERMAN MASK J A P A N E S E YEN DUTCH G U I L D E R U . K . POUND CANADIAN DOLLAR FRENCH FEANC S W I S S FRANC BELGIAN IRANC ITALIAN LIRA INDICES, MARCH 1973 BASE RATES = GHTED AVERAGE EXCHANGE VALUE I N D I C E S , ( G - 1 0 C O U N T R I E S P L U S SWITZERLAND) U . S . DOLLAE GERMAN MARK J A P A N E S E YEN DUTCH G U I L D E R U . K . POUND CANADIAN DOLLAR FRENCH FRANC S W I S S FEANC B E L G I A N FEANC ITALIAN LIRA SWEDISH KRONA 3 - M O N T H FORWARD EXCHANGE R A T E S , CANADIAN DOLLAE U . K . POUND GERMAN MAEK FEENCH FEANC S W I S S FRANC DUTCH G U I L D E R J A P A N E S E YEN I T A L I A N LIRA 6 6 6 6 6 6 6 6 6 44.51 0.45566 40.56 191.96 84.23 17.53 55.55 2.60827 0.08337 JAN. JAN. JAN. JANJAN. JAN. JANJAN. JAN. 6 6 6 6 6 6 6 6 6 125.21 119.31 116.45 77.64 83.95 79.01 178.71 102.78 47.36 6 6 6 6 6 6 6 6 6 6 6 104.91 136.90 127.12 122.53 78.84 86.26 80.20 188.91 1 0 7 . 10 46.56 82-76 6 6 6 6 6 6 6 6 -1.51 -1.57 3.10 -3.05 4-50 2-75 7.06 -9.53 100 GEEMAN MARK J A P A N E S E YEN DUTCH G U I L D E R U . K . POUND CANADIAN DOLLAR FRENCH FRANC S W I S S FRANC B E L G I A N FRANC ITALIAN LIRA !. JAN. JAN. JAN. JAN. JAN. JAN. JAN. JAN. JAN. MAR 1 9 7 3 = 100 JAN. JAN. JAN. JAN. JANJAN. JANJAN. JAN. JANJAN. PREMIUM OR D I S C O U N T JAN. JAN. JAN. JAN. JAN. JAN. JAN. JAN. SERIES CHART 3 . GOLD P R I C E U.S. 4. IN DOLLARS PER L A S T VALUE PLOTTED DATE VALUE NAME LONDON, FINE AFTERNOON F I X I N G OUNCE JAN. 6 400.00 JAN. JAN. JAN. DEC. JAN. DEC. JAN. JAN. DEC. DEC. 6 6 1 11 1 18 1 1 4 18 12.98 13.00 14.50 17.50 10.75 10.46 6.63 15.50 11.15 1.05 JAN. JAN. JAN. JAN. JAN. JAN. JAN. 6 6 6 6 6 6 6 12.94 10.62 6.52 15.13 15.61 8.00 12.15 JAN. JAN. JAN. JAN. JAN. JAN. 6 6 6 6 6 6 13.00 12.88 13.11 13.55 14.50 14.47 CALL MONEY R A T E S U . S . FEDERAL FUNDS O V E R N I G H T EURO-DOLLAR D E P O S I T S U . K . 2 - D A Y LOCAL AUTHORITY D E P O S I T S CANADA GERMANY EURC-DM JAPAN FRANCE NETHERLANDS E U R O - S W I S S FRANC 5. 3-MONTH I N T E R E S T RATES U . S . 9 0 - D A Y C D ' S , SECONDARY MARKET GERMAN I N T E R B A N K LOAN J A P A N E S E EANK LOANS & D I S C O U N T S CANADIAN rXNANCE PAPER INTERBANK STERLING S W I S S I N T E R B A N K LOAN WEIGHTED AVERAGE F O R E I G N I N T E R E S T RATE ( G - 1 0 COUNTRIES PLUS SWITZERLAND) 6. EURO-DOLLAR DEPOSIT RATES: LONDON OVERNIGHT 7-DAY 1-MONTH 3-MONTH 6-MONTH 1-YEAR 7. SELECTED EURO-DOLLAR AND U . S . MONEY MARKET R A T E S OVERNIGHT EURO-DOLLAR D E P O S I T S U . S . F E D E R A L FUNDS D I F F E R E N T I A L A D J . FOR RESERVE R E Q U I R E M E N T S JAN. JAN. JAN. 6 6 6 13.00 12.98 0.02 3 - M O N T H EURO-DOLLAR D E P O S I T U . S . 9 0 - D A Y C D ' S , SECONDARY DIFFERENTIAL JAN. JAN. JAN. 6 6 6 13.55 12.94 0.61 RATE MARKET < ^ • SERIES CHART 6 . INTEREST L A S T VALUE PLOTTED VALUE DATE NAME ARBITRAGE, 3-MONTH FUNDS EURO-DOLLAR D E P O S I T INTERBANK S T E R L I N G ( L O N D O N ) , DIFFERENTIAL e f U . S . COMMERCIAL P A P E R CANADIAN F I N A N C E PAPEjR, DIFFERENTIAL COVERED EURO-DOLLAR D E P O S I T INTERBANK DM ( F R A N K F U R T ) , DIFFERENTIAL e COVERED COVERED EURO-DOLLAR D E P O S I T S W I S S I N T E R B A N K , COVERED DIFFERENTIAL JAN. JAN. JAN. 6 6 6 13.55 13.97 -0.43 JAN. JAN. JAN. 6 6 6 12.60 13.56 -0.96 JAN. JAN. JAN. 6 6 6 13.55 13.81 — 0 . 2b JAN. JAN. JAN. 6 6 6 13.55 12.59 0.95 JAN. DEC. NOV. NOV. DEC. NOV. SEPT. DEC. 1 25 14.07 9.83 8.22 5.73 14.83 16.92 11.98 13.30 e CHART 9 . LONG TERM GOVERMENT BOND Y I E L D S UNITED STATES GERMANY J A P A N (MONTHLY) SWITZERLAND CANADA FRANCE NETHERLANDS U N I T E D KINGDOM e U.S. e CORPORATE _AAA BONDS EURO-DOLLAR # CHART * $ 10. 13 11 13 4 18 BONDS 14.22 1 3 . 19 NOV. OCT. STOCK I N D I C E S UNITED STATES U N I T E D KINGDOM CANADA GERMANY SWITZERLAND NETHERLANDS FRANCE JAPAN DEC. DEC. DEC. DEC. DEC. DEC. DEC. DEC. 30 30 30 30 30 30 30 30 126. 116. 192. 95. 87. 75. 93. 151. 44 26 78 04 09 79 58 22 • # # * ' e # # e # # • # ^ ..:o«LSa^.. FEDERAL RESERVE statistical release H.10(512) JANUARY FOREIGN EXCHANGE RATES FOR THE WEEK ENDING JANUARY 8, 12, 1982 1982 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 S R I LANKA SWEDEN SWITZERLAND UNITED KINGDOM MONETARY UNIT JAN. DOLLAR SCHILLING FRANC DOLLAR KRONE MARKKA FRANC D . MARK RUPEE POUND LIRA YEN RINGGIT PESO GUILDER DOLLAR KRONE ESCUDO RAND PESETA RUPEE KRONA FRANC POUND 112.9000 6.39795 2.62055 84.2744 13.6612 23.1374 17.5871 44.6170 11.0254 158.2500 0.08358 0.45714 44.6030 3.8052 40.6669 82.7000 17.2711 1.5385 105.0800 1.0412 4.9493 18.1291 55.8192 192.6000 4 JAN. 5 (RATE U . S . JAN. 112.7700 6.32111 2.59605 84.0689 13.5777 23.0627 17.4246 44.2184 10.9890 156.8500 0.08295 0.45517 44.5038 3.8023 40.3063 82.4600 17.2058 1.5314 104.4400 1.0281 4.9493 17.9921 55.2181 191.2000 CENTS) 6 112.7500 6.31313 2.60892 84.2957 13.6333 23.0415 17.5300 44.5236 10.9769 157.6000 0.08313 0.45537 44.6130 3.7994 40.5433 82.4000 17.2786 1.5291 104.7500 1.0355 4.9493 18.0995 55.2334 192.5300 JAN. 7 112.3700 6.30517 2.59875 84.2035 13.5455 22.9200 17.4246 44.2224 10.9290 15b.1500 0.08258 0.45045 44.6130 3.7960 40.3063 82.3000 17.1674 1.5198 104.1300 1.0253 4.9493 17.9759 54.6896 192.0000 JAN. 8 112.4000 6.31313 2.59067 84.2957 13.5410 22.9305 17.4216 44.2772 10.9409 156.5000 0.08264 0.45167 44.6130 3.7864 40.3470 82.2800 17.1674 1.5232 104.3500 1.0259 4.9493 18.0018 54.7345 192.0000 •
@FedFRASER