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S-Wto (516/517) LIBRARY J U L 1 8 1985 0 £ CHICAGO BAN< SS&SBB Selected Interest & Exchange Rates Weekly Series of Charts July 15, 1 9 8 5 Prepared by the FINANCIAL MARKETS SECTION DIVISION OF INTERNATIONAL FINANCE BOARD OF GOVERNORS F E D E R A L 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, 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. DAILY CERTIFIED SPOT EXCHANGE RATESH.10 RELEASE CHARTS 1. SPOT EXCHANGE RATE INDICES 2. 3-MONTH FORWARD EXCHANGE RATES 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 INDICES CHART 1 SPOT EXCHANGE INDICES DOLLAR PRICES OF FOREIGN CURRENCIES AND WEIGHTED AVERAGE VALUES (THIN L I N E ) AVERAGES FOR WEEK ENDING WEDNESDAY RATIO S C A L E RATIO S C A L E MARCH 1 9 7 3 = 1 0 0 MARCH 1 9 7 3 = 1 0 0 JAPANESE YEN FOREIGN CURRENCY PRICE OF U.S. DOLLAR CANADIAN DOLLAR SWISS FRANC GERMAN MARK DUTCH GUILDER I - 80 70 I I II I II l u l l I i 1111 i 111111 100 FRENCH FRANC U.K. POUND 80 J 70 V 60 / A ^ l — I 50 I I I I I I I illilllllI I IIIIIIIIIII BELGIAN FRANC 1983 ITALIAN LIRA 1985 1983 1985 CHART 2 3-MONTH FORWARD EXCHANGE RATES PREMIUM (+) OR ( - ) AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER ANNUM PERCENT PER ANNUM 6 r~ ITALIAN LIRA CANADIAN DOLLAR 6 24 6 U. K. POUND DUTCH GUILDER + 0 6 12 GERMAN MARK SWISS FRANC 6 0 8 16 FRENCH FRANC JAPANESE YEN 24 32 1983 1985 1983 1985 CHART 3 PRICE OF GOLD IN LONDON AVERAGES FOR WEEK ENDING WEDNESDAY U.S. C L L A R S PER F I N E O U N C E U.S. D O L L A R S PER F I N E < U N C I 600 600 560 560 520 520 480 480 12.5 Kg BARS A F T E R N O O N F I X I N G PRICE 440 440 400 400 360 360 320 320 280 280 • M I N I 240 1982 1983 1984 240 1985 CHART 4 CALL MONEY RATES WEEKLY SERIES PERCENT PER 24 20 16 FRANCE U. S. FEDERAL FUNDS 12 8 JAPAN 4 0 24 20 16 SWITZERLAND — CANADA k - 12 8 4 - - 0 4 20 16 12 - - GERMANY 8 4 NETHERLANDS I I II il 0 1983 1985 I I 1983 1985 CHART 5 3-MONTH INTEREST RATES WEEKLY SERIES PERCENT PER ANNUM PERCENT PER ANNUM 18 16 14 - U . S . CD'S 12 10 8 6 - in - - WEIGHTED AVERAGE FOREIGN RATE i I CANADIAN FINANCE CO. PAPER - A - 11111111111 I U K INTERBANK STERLING GERMAN INTERBANK RATE A i FRENCH INTERBANK RATE I 1 A/M I I I I - I IIIIIIIIII NETHERLANDS INTERBANK RATE - - JAPANESE GENSAKI RATE A Vi SWISS INTERBANK RATE - - I IIIIIIIIII 1983 1985 1983 1985 CHART 6 EURO-DOLLAR DEPOSIT RATES LONDON AVERAGES FOR WEEK ENDING WEDNESDAY 24 20 3-MONTH 16 OVERNIGHT 12 8 4 24 20 16 6-MONTH 12 8 4 24 20 16 1-MONTH 12 8 4 1983 1985 1983 1985 • e • • • • . # # # # . . # # • CHART 7 SELECTED EURO-DOLLAR AND U. S.MONEY MARKET RATES DIFFERENTIAL: P L U S H , FAVORS BORROWING IN U. S. AVERAGES FOR WEEK ENDING WEDNESDAY P E R C E N T PER ANNUM PERCENT PER ANNUM 20 20 18 - 18 16 - 16 14 FEDERAL FUNDS 3-MONTH DASHED EURO-DOLLAR LINE 14 DEPOSITS 12 - 12 10 - 10 8 - A/V V 90-DAY CD' S OVERNIGHT EURO-DOLLAR 6 DEPOSITS — I 1 PERCENT I I I I I I 11111111111111111111111 I I I I I I I I I I I I I I I I I I I I I I I I I I I 4 3 DIFFERENTIAL DIFFERENTIAL — I I I I I I I I I I I 11111111111 1985 1983 ON D I F F E R E N T I A L SCALE = 2 PERCENT ON RATE SCALE I I 11111111111 I 1983 11111111111 1985 CHART 8 INTEREST ARBITRAGE: 3-MONTH FUNDS DIFFERENTIAL: PLUS(+), INDICATES FAVOR DOLLAR ASSETS AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER ANNUM PERCENT PER ANNUM CANADIAN FINANCE CO. PAPER, COVERED EURO-DOLLAR DEPOSITS D A S H E D LINE INTERBANK STERLING 6 COVERED LONDON U. S. COMMERCIAL PAPER 2 4 2 DIFFERENTIAL DIFFERENTIAL 2 22 22 SWISS INTERBANK (SF) COVERED INTERBANK DM COVERED FRANKFURT EURO-DOLLAR DEPOSITS EURO-DOLLAR DEPOSITS D A S H E D LINE D A S H E D LINE 2 2 DIFFERENTIAL DIFFERENTIAL 0 2 1 9 8 3 1 9 8 5 1 PERCENT ON DIFFERENTIAL SCALE = 2 PERCENT ON RATE SCALE 1 9 8 3 1 9 8 5 CHART 9 LONG-TERM GOVERNMENT BOND YIELDS WEEKLY SERIES ENT PER ANNUM P E R C E N T PER AL 19 19 UNITED STATES CANADA 15 15 11 11 I 7 I I I 7 9 15 UNITED KINGDOM SWITZERLAND — - 11 5 I 7 13 I I 1 13 MONTHLY GERMANY - JAPAN - 9 9 - I 5 I I 5 22 22 U. S. CORPORATE MONTHLY 18 - FRANCE 18 Aaa BONDS 14 14 — — NETHERLANDS MONTHLY 10 - I 6 1 9 8 3 1 9 8 5 I 1 9 8 3 I I i l l l l l l l l I 1 9 8 5 10 6 CHART 1 0 INDUSTRIAL STOCK INDICES WEEKLY SERIES RATIO S C A L E 1969=100 RATIO S C A L E 1969=100 260 — 220 - 260 220 UNITED STATES UNITED KINGDOM 180 - 180 140 - 140 260 260 220 220 180 180 NETHERLANDS FRANCE 140 140 100 100 80 80 220 220 180 180 GERMANY SWITZERLAND 140 140 100 100 80 80 320 320 280 CANADA 280 240 240 JAPAN 200 200 160 160 120 120 1983 1985 1983 1985 LAST VALDE PLOTTED DATE VALUE S B B I E S NAME CHART 1 . SPOT EXCHANGE BATES AMD I N D I C E S WEEKLY AVERAGES, NOON BUYING BATES (U.S. CENTS) GERMAN MARK JAPANESE YEN DUTCH GUILDER U. K. POUND CANADIAN DOLLAR FRENCH FBANC SWISS FBANC BELGIAN FBANC ITALIAN LIRA SWEDISH KRONA INDICES, a ARCH 1973 BASE RATES = [GHTED AVERAGE EXCHANGE VALUE I N D I C E S , ( G - 1 0 COUNTRIES PLUS SWITZERLAND) CHART 2 . 10 10 10 10 10 10 10 10 10 10 33.65 0.40786 29.89 135,54 7 3 . 77 11.06 40.22 1.66844 0.05265 11.64 JULY JULY JULY JULY JULY JULY JULY JULY JULY 10 10 10 10 10 10 10 10 10 94.66 106.79 85.81 54.82 7 3 . 53 4 9 . 83 129.40 65.75 29.91 10 10 10 10 10 10 10 10 10 10 10 143.39 131.47 147.88 114.99 70.44 97.46 6 3 . 10 174.54 86.68 37.01 67.58 100 GERMAN MARK JAPANESE YEN DUTCH GUILDER U . K . POUND CANADIAN DOLLAR FRENCH FRANC SWISS FBANC BELGIAN FRANC ITALIAN LIRA U. S . DOLLAR GERMAN MARK JAPANESE YEN DUTCH GUILDER U . K . POUND CANADIAN DOLLAR FRENCH FRANC SWISS FRANC BELGIAN FRANC ITALIAN LIBA SWEDISH KBONA JULY JULY JULY JULY JULY JULY JULY JULY JULY JULY MAR 1 9 7 3 = 100 JULY JULY JULY JULY JULY JULY JULY JULY JULY JULY JULY 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 JULY JULY JULY JULY JUL? JULY JULY JULY 10 10 10 10 10 13 10 10 - 1 . 66 -4. 48 2. 6 3 -2.73 2. 66 1. 16 1. 54 — 6. 03 LAST VALUE PLOTE DATE VALUE S E R I E S NAME CHART 3 . GOLD PRICE IN LONDON, AFTERNOON F I X I N G U.S. 4. DOLLARS PER F I N E OUNCE 10 10 10 10 10 10 10 10 10 8.07 8.03 12.85 9.77 5.28 6 . 13 1 0 . 13 6.82 2.70 JOLT JULY JULY JOLT JULY JOLY JULY JULY JULY 10 10 10 10 10 10 10 10 10 7.4W 5 . #7 6.28 9 . 46 12.41 5.15 1 0 . 15 6.50 8.34 JULY JOLT JULY JOLY JULY JULY 10 10 10 10 10 10 EURO-DOLLAR DEPOSIT RATES: LONDON OVERNIGHT 7-DAT 1-80NTH 3-MONTH 6-MONTH 1-YEAR CHART 7 . JOLT JULY JULY JULY JULY JOLT JULY JULY JOLY 3-MONTH INTEREST RATES U . S . 90—DAT C D ' S , SECONDARY MARKET GERMAN INTERBANK LOAN JAPANESE GENSAKI BATE CANADIAN FINANCE PAPER INTERBANK STERLING SWISS INTERBANK LOAN FRENCH INTERBANK BATE NETHERLANDS INTERBANK RATE WEIGHTED AVERAGE FOREIGN INTEREST RATE ( G - 1 0 COUNTRIES PLOS SWITZERLAND) CHART 6 . 3 1 2 . 25 CALL MONEY RATES U . S . FEDERAL FUNDS OVERNIGHT EURO-DOLLAR DEPOSITS U.K. CANADA GERMANY JAPAN FRANCE NETHERLANDS SWITZERLAND CHART 5 . JULY 10 SELECTED EURO-DOLLAR AND U . S . 8. 7. 7. 7. 7. 8. 03 75 66 74 83 16 MONEY MARKET RATES OVERNIGHT EURO-DOLLAR DEPOSITS U.S. FEDERAL FUNDS DIFFERENTIAL JULY 10 JULY 10 JULY 10 8.03 8 . 07 -0.04 3-HCNTH EURO-DOLLAR DEPOSIT RATE U.S. 90—DAI CD'S, SECONDARY MARKET DIFFERENTIAL JULY 10 JULY 10 JULY 10 7.7 7.44 0.30 S E R I E S NAME CHART 8 . LAST 7ALOE PLOTTED DATE VALUE INTEREST ARBITRAGE, 3-MONTH FDNDS EURO-DOLLAR DEPOSIT INTERBASE STERLING (LONDON), COVERED DIFFERENTIAL JULY 10 JOLT 10 J O L I 10 "0. 06 U . S . COMMERCIAL PAPER CANADIAN FINANCE PAPER, COVERED DIFFERENTIAL JOLT 10 JULY 10 JULY 10 7.39 7. 77 •0.38 BUBO-DOLLAR DEPOSIT INTERBANK DM (FRANKFURT), COVERED DIFFERENTIAL JULY 10 JULY 10 JULY 10 7 . 74 8 . 14 0.40 EURO-DOLLAR DEPOSIT SWISS INTERBANK, COVERED DIFFERENTIAL JULY 10 J U T 1 10 JULY 10 7.74 7. 85 •0.11 JULY 5 5 JULY JAN. JUNE 2 1 5 JULY JULY 5 DEC. JULY 5 1 0 . 14 6.70 6.29 4.83 10.66 10.68 7.72 1 0 . 10 CHART 9 . LONG TERM GOVEBHENT BOND YIELDS UNITED STATES GERMANY JAPAN (MONTHLY) SWITZERLAND CANADA FRANCE NETHERLANDS (MONTHLY) UNITED KINGDOM U.S. CORPORATE AAA BONDS CHART 1 0 . 7 . 74 7.80 APRIL 12.23 STOCK I N D I C E S UNITED STATES UNITED KINGDOM CANADA GERMANY SWITZERLAND NETHERLANDS FBANCE JAPAN JULY JULY JULY JULT JULY JULY JULY JULY 3 3 3 3 3 3 3 3 195.07 207.17 269.33 212.82 151.80 219.91 224.89 272.88 FEDERAL RESERVE statistical release JOil H.10 (512) 12, 1985 FOREIGN EXCHANGE RATES FOB THE WEEK ENDING JOLT 12, 1985 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 rates In New York City for cable transfers payable In foreign currencies: MONETARY UNIT COUNTRY •AUSTRALIA AUSTRIA BELGIUM BRAZIL CANADA CHINA,P.R. DENMARK FINLAND FRANCE GERMANY GREECE HONG KONG INDIA •IRELAND ISRAEL ITALY JAPAN MALAYSIA MEXICO NETHERLANDS •NEW ZEALAND NORWAY PHILIPPINES PORTUGAL SINGAPORE •SOOTH AFRICA SOUTH KOREA SPAIN S R I LANKA SWEDEN SWITZERLAND TAIWAN THAILAND • U N I T E D KINGDOM VENEZUELA DOLLAR SCHILLING FRANC CRUZEIRO DOLLAR YUAN KRONE MARKKA FRANC D . MARK DRACHMA DOLLAR RUPEE POUND SHEKEL LIRA YEN RINGGIT PESO GUILDER DOLLAR KRONE PESO ESCODO DOLLAR RAND WON PESETA RUPEE KRONA FRANC DOLLAR BAHT POUND BOLIVAR MEMO: • U N I T E D STATES DOLLAR JULY 8 67.88 20.965 60.200 6100.00 1.3574 2.8793 10.7000 6.2050 9.0800 2.9830 133.700 7.7610 12.3200 105.00 NA 1905.00 246.05 2.4880 321.0000 3.3515 47.350 8.6050 NA 173.500 2.2295 51.05 875.60 170.650 27.363 8.6150 2.5005 40.050 27.280 134.35 NA 143.96 ICOBBENCI OMITS PER DOLLAR JULY 9 JULY 1 0 68.20 20.807 59.680 6120.00 1.3546 2.8793 10.6400 6.1650 9.0025 2.9603 132.500 7.7590 12.1700 105.85 NA 1893.00 244.25 2.4760 314.0000 3.3350 47.550 8.5500 NA 172.000 2.2200 51.50 875.10 169.650 27.363 8.5650 2.4740 40.050 27.200 136.50 WA 142.82 69.18 20.660 59.300 6140.00 1.3525 2.8793 10.5750 6.1100 8.9375 2.9380 131.500 7.7570 12.0200 106.65 NA 1882.00 243.45 2.4700 334.0000 3.3100 47.950 8.4750 NA 169.700 2.2095 51.87 874.60 168.500 27.363 8.5100 2.4510 40.080 27.140 138.60 NA 141.81 JULY 11 7 0 . 10 20.506 58.800 6160.00 1.3537 2.8793 10.4780 6.0750 8.8775 2.9185 130.600 7.7570 12.0200 107.35 NA 1886.00 243.00 2.4660 342.0000 3.2870 48.350 8.4600 MA 170.000 2.2090 51.95 874.40 168.000 27.313 8.5770 2.4360 40.110 27.080 138.10 MA 141.41 JULY 12 70.04 20.280 58.200 6180.00 1.3525 2.8793 10.4015 6.0535 8.7775 2.8905 129.500 7.7500 12.0200 108.60 NA 1879.00 240.95 2.4645 340.0000 3.2495 48.350 8.3865 NA 168.000 2.2090 52.35 875.40 166.300 27.313 8.4275 2.3990 NA 27.040 138.50 NA 140.25 t I S D E I OF WEIGHTED ATEBAGE EXCHANGE VALUE OF O . S . DOLLAR AGAINST COBREHCIES OF OTHER G - 1 1 COUNTRIES. HABCH 1 9 7 3 = 1 0 0 . WEIGHTS ABB 1 9 7 2 - 7 6 GLOBAL TBADE OF EACH OF THE 1 0 C O U N T R I E S . S E R I E S R E V I S E D AS OF AUGUST 1 9 7 8 . FOB D E S C R I P T I O N AMD BACK DATA, SEE " I N D E X OF THE WEIGHTED-AVERAGE EXCHANGE VALUE OF THE O . S . DOLLAR: R E V I S I O N " ON PAGE 7 0 0 OF THE A0GUST 1 9 7 8 FEDERAL RESEBVE B U L L E T I N . •VALUE I S O . S . CENTS
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