Full text of H.13 Selected Interest and Exchange Rates, Weekly Series of Charts : July 2, 1990

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Selected Interest &
Exchange Rates
Weekly Series of Charts

July 2,1990
Prepared by the
FINANCIAL MARKETS
SECTION
New Series: JAPANESE
3-MONTH CD RATE
Revised Series: WEIGHTED
AVERAGE INTEREST RATE




DIVISION OF
INTERNATIONAL FINANCE
BOARD OF GOVERNORS
FEDERAL RESERVE SYSTEM
Washington, DiC. 20551

Table of Contents

TABLES
1 LATEST FIGURES PLOTTED
2 DAILY CERTIFIED SPOT
EXCHANGE RATES—
H.iO 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




SUBSCRIPTION RATES:
Weekly $24.00 per year or $.60 each in the United
States, its possessions, Canada, and Mexico. 10 or
more of the same issue to one address. $22.50 per
year or $.55 each. Elsewhere. $30.00 per year or S 70
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 m a
form collectible at par in
S Currency.

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
140
FOREIGN CURRENCY
130
PRICE
OF U.S. DOLLAR
120

__

RATIO SCALE
MARCH 1973=100
140
130
120

BELGIAN FRANC

110

110

100

100

90

90

80

80
i

70
280
260
240

i

i

I

'

i

'

I

i

'

'

i

'

'

i

I

SWISS FRANC

I

I

—

I

'

I

'

I

'

•

•

I

I

I

JAPANESE YEN

220

220

200

200

180

180

160

160

140

140
I

120
100

I

I

90

I

'

I

'

»

I

.

.

I

I

I

I

I

I

__

U.K. POUND

I

I

I

I

I

I

I

I

I

I

I

I

CANADIAN DOLLAR

120
100
90

80

80

70

70

60

60

'

50
200

1

'

180

1

I

1

1

1

'

1

'

1

'

1

|

I

I

I

I

I

I

I

I

»

I

I

I

I

I

GERMAN MARK

DUTCH GUILDER

160 —

——

«

—

"

—

-

—

^

50
200

160

nZ"

120

I

180
^

140

140
120

100 — I — L
120

I

I

I

1

1

I

1

lM

i

l

l

l

1

1

1

1

1

1

1

1

1

1

1

1

1

1

1

110

50

FRENCH FRANC

90

100
60
55

ITALIAN LIRA

100

45

80

40

70

35

60
50

70
280
260
240

30
*

1

1

1




1

1

1988

1

I

I

I

'

1

|

|
1990

|

I

I

I

»
1988

I

I

I

I

»

I

I

I I
1990

25

CHART 2

3-MONTH FORWARD EXCHANGE RATES
PREMIUM (+) OR (-)
AVERAGES FOR WEEK ENDING WEDNESDAY
PERCENT PER ANNUM
4

PERCENT PER ANNUM
4
CANADIAN DOLLAR

U.K. POUND

+

•

0

/ A V j ^

4

e

8

i

i i I i

i i 1 i

i i 11 M

i

1

i

i

l

i

1

1

I I

1

1

1

1

1

1

1

1

1

i

I

i

i

i

I

i

i

i

JAPANESE YEN

GERMAN MARK

•

1

i

i

l

i

i

i

i

i

i

I

i

i

DUTCH GUILDER

SWISS FRANC

T 7 "

I

v

x

w

A

V \

i

i

i




1

i

I

I

I

1

I

I

I

1

I

I

I

1

i

i

I

i

»

i

I

i

1

1

t

Va

12

I

ITALIAN LIRA

FRENCH FRANC
J

I

i i
1988

1

i

i

ii

1

i

i i
1990

_

1

»

»

I

1988

1990

12

CHART3

PRICE OF GOLD IN LONDON
AVERAGES FOR WEEK ENDING WEDNESDAY
U.S. DOLLARS PER FINE OUNCE
520

U.S. DOLLARS PER FINE OUNCE
520

500 —

500

12.5 Kg BARS
AFTERNOON FIXING PRICE

480

480

460 —

460

440

440

420 —

420

400 — 1

400

380 —

380

360

360

340

340

320

J
1987




1988

1

i
1989

i

I

i

i
1990

320

CHART 4

CALL MONEY RATES
WEEKLY SERIES
PERCENT PER ANN

ENT PER ANNUM
16

12

—

U.S. FEDERAL FUNDS

FRANCE

8
JAPAN
4

0
16

'

i

'

l

1

'

1

1

I

1

1

1

I

•

1

»

i

I

i

i

•

i

•

'

1

1

I

1

1

•

I

•

'

•

12
CANADA
GERMANY

8

4

0
16

I

I

I

I

I

I

I

I

I

I

I

I

I

I

I

•

»

i

l

•

1

1

l

1

1

SWITZERLAND

UNITED KINGDOM

12

8

4




NETHERLANDS

•

I

i

i
1988

i

I

'

'

'

I

'

i
1990

i

I
1988

»

I

»

I

I

I

I

I
1990

I

CHARTS

3-MONTH INTEREST RATES
WEEKLY SERIES
zENTPER ANNUM

PERCENT PER AN

12

10

—

U.S. CD'S

SWISS INTERBANK RATE

8

6
WEIGHTED AVERAGE
FOREIGN RATE

4
i

2

i

i

I

» '

i

I

'

i

i

I

i

i

•

•

•

I

'

'

•

I

'

'

16

14

U.K. INTERBANK STERLING
CANADIAN FINANCE CO.
PAPER

12

10

8

•

6

1

1

I

I

1

I

I

I

1

'

I

1

'

•

1

1

I

I

I

I

I

I

I

I

I

I

»

I

I

I

I

I

I

I

I

I

I

I

I

10
—

8

GERMAN INTERBANK RATE

FRENCH INTERBANK RATE

6
4
'

\2

»

'

I

I

I

1

I

I

'

I

'

•

'

•

I

I

I

I

I

I

I

I

I

I

10
NETHERLANDS INTERBANK RATE

8

6

JAPANESE CD RATE

.

-4
2

i

i

1




I

i

< i
1988

I

i

i

i

I

i

I ' I
1990

•

•

'

I

I

I
1988

I

I

1

I

1990

CHART 6

EURO-DOLLAR DEPOSIT RATES LONDON
AVERAGES FOR WEEK ENDING WEDNESDAY
PERCENT PER ANNUM
14

PERCENT PER ANNUM
14

OVERNIGHT

12

3-MONTH

12

10

4
14

10

•

1

i

l

1

1

1

I

1

1

•

I

'

i

'

•

•

'

I

•

•

•

I

•

'

i

I

•

i

i
14

7-DAY

12

6-MONTH

12

10

4
14

10

1

1

» I

1

1

1

1

I

1

« i

« « •

i

'

i

l

» '

i

I

i

i

i

I

i

i

i
— I 14

1-MONTH

12

1-YEAR

12

10

10

•

•

'




l

'

« •
1988

I

•

'

i

i

»

1_L
1990

»

i

'

I

i

'
1988

'

l

'

'

» i

I

I
1990

I

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
14 i —

PERCENT PER ANNUM
14

12

12

10

OVERNIGHT
EURO-DOLLAR DEPOSITS

FEDERAL FUNDS
DASHED LINE

J — l — l

I

I

l

10

3-MONTH
EURO-DOLLAR DEPOSITS ,

90-DAY CD'S
DASHED LINE

l

I

I

'

l

l

'

'

J — I — l — l — I

I

l

I

i

I

l

'

'

'

I

'

'

'

I

L

DIFFERENTIAL
DIFFERENTIAL

1

I

I

I




I

I

I
1988

I

I

I

I

1

I

I

I
1990

I

J—i

i

I

i

i
1988

i

J

1990

CHART 8

INTEREST ARBITRAGE: 3-MONTH FUNDS
DIFFERENTIAL: PLUS(+), INDICATES FAVOR DOLLAR ASSETS
AVERAGES FOR WEEK ENDING WEDNESDAY
PERCENT PER ANNUM
16

12

PERCENT PER ANNUM
16

INTERBANK STERLING
COVERED LONDON

12

CANADIAN FINANCE
CO. PAPER, COVERED

—

/ a \

EURO-DOLLAR DEPOSITS
DASHED LINE

i

i

I

i

'

'

I

'

'

U.S. COMMERCIAL PAPER
DASHED LINE

—

'

I

'

'

•

1

1

1

DIFFERENTIAL

i

I

1

1

1

I

1

1

1

i

I

12

•

'

i

I

*

i

'




l

V v A /

•

I

'

»

i

I

i

i

i

1

1

1

1

1

1

1

1

1

1

1

1

1

INTERBANK DM
COVERED FRANKFURT

SWISS INTERBANK (SF) COVERED

EURO-DOLLAR DEPOSITS
DASHED LINE

EURO-DOLLAR DEPOSITS
DASHED LINE

'

I

'

•

•

I

•

» '

I

•

•

'

I

DIFFERENTIAL

I

i

'

I

I

I
1988

t

l

DIFFERENTIAL

rv—^ -Arv ' V v-yAW v

2
16

f

'

I

I

I

I

I

»

'

»

I

I

1

1

1

12

I

I

DIFFERENTIAL

I

I

I

I

I

I

I
1990

»

1

1

1

I

1

« » 1 '
1988

1

1

1 I

2
16

J_L
1990

CHART 9

LONG-TERM GOVERNMENT BOND YIELDS
WEEKLY SERIES
PERCENT PER ANNUM
14 e
UNITED STATES

PERCENT PER ANNUM
14
CANADA

12

12

10

10

1

»

»

1

I

'

I

I

I

1

I

1

I

I

I

I

I

I

I

'

I

»

I

'

'

'

I

'

6
14

14
UNITED KINGDOM

FRANCE

12

12

10

10

—

'

6
10

» l

'

'

'

I

'

•

•

i

•

i

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l

i

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i
10

SWITZERLAND

i

i

JAPAN

i

i

i

I

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i

i

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i

i

i

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i

I

i

i

i

I

i

i

i

l

i

i

'

'

I

I

I

I

I

I

I

I

I

10
NETHERLANDS
MONTHLY

•

i

i




l

'

8

GERMANY

'
1988

'

l

'

•

i

l

i

i
1990

i

I

'

'

I

I

1988

1990

2
10

CHART 10

STOCK INDICES
WEEKLY SERIES
• SCALE

RATIOS

100

198

200
175 — UNITED STATES

— NETHERLANDS

150
125

100
75

'

50
400
350

'

'

l

•

'

'

i

» '

i

I

i

i

I

. JAPAN

»

I

1

I

I

I

I

I

I

I

I

I

I

|

I—GERMANY

300
250
200
150

100

I

I

I

I

I

I

I

1

»

I

I

I

I

I

I

1

1

1

I

1

'

'

I

'

»

»

I

I

»

«

I

i

i

i

I

i

•

i

I

i

i

'

I

I

I

I

I

I

I

I

I

200
175 — SWITZERLAND

— FRANCE

150
125

100
75

50
200

•

•

•

I

•

'

•

'

•

•

•

I

•

JL-1

175 — CANADA

»

i

i

— UNITED KINGDOM

150 .
125

100
75

50

1

1




1

I

1

1

1

1988

I

1

1

•

l

i

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1990

•

I

'

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1988

1990

i

SERIES
30-May-9 0 6 - J u n - 9 0
Chart 1.

S p o t Exchange R a t e s a n d I n d i c e s

Noon b u y i n g r a t e s

(U.S.

cents, weekly averages)

Belgian franc
Canadian d o l l a r
French f r a n c
German mark
Italian lira
Japanese yen
Netherlands guilder
Swiss f r a n c
U . K . pound
Indices,

M a r c h 1973 base r a t e s

Belgian franc
Canadian d o l l a r
French f r a n c
German mark
Italian lira
Japanese yen
Netherlands guilder
$wiss franc
U K . pound

2.8944
84.578
17.687
59.572
0.08106
0.66288
52.929
70.470
169.16

2.8691
85.147
17.517
59.068
0.08029
0.65719
52.454
69.704
168.13

2.8722
85.352
17.548
59.067
0.08040
0.64953
52.494
69.478
169.37

2.8893
85.300
17.677
59.428
0.08101
0.64967
52.799
70.326
171.34

2.9114
85.032
17.796
59.750
0.08154
0.64561
53.091
70.930
173.34

1 1 4 . 05
8 4 . 30
7 9 . 70
167 . 58
46 . 53
1 7 3 . 56
151 . 95
226. 71
6 8 . 42

1 1 3 . 06
8 4 . 86
7 8 . 94
166 . 16
46 . 09
1 7 2 . 07
1 5 0 . 58
2 2 4 . 25
6 8 . 00

1 1 3 . 18
8 5 . 07
7 9 . 07
1 6 6 . 16
46 . 15
1 7 0 . 07
1 5 0 . 70
2 2 3 . 52
68 . 50

1 1 3 . 85
8 5 . 02
7 9 . 66
167 . 18
4 6 . 50
1 7 0 . 11
151 . 58
226 . 25
6 9 . 30

1 1 4 . 72
8 4 . 75
8 0 . 19
1 6 8 . 08
46 . 80
1 6 9 . 04
1 5 2 . 41
2 2 8 . 19
7 0 . 11

107 . 25
7 8 . 94
7 2 . 17
171 . 31
4 0 . 42
1 6 9 . 89
1 4 5 . 77
67 . 40
2 1 5 . 56
6 1 . 80
9 2 . 92

107 . 40
7 8 . 50
7 2 . 40
171 . 63
4 0 . 56
1 6 9 . 07
1 4 5 . 96
67 . 43
217 . 25
6 2 . 28
9 2 . 39

107 . 88
77 . 95
7 2 . 67
172. 04
40. 69
167. 25
146 . 30
6 7 . 56
2 1 8 . 41
6 2 . 85
91. 99

- 5 . 37
- 1 . 64
0. 10
- 3 . 25
1 . 03
- 0 .. 0 1
- 0 .. 5 1
- 6 . .60

- 5 .17
- 1 .65
0 .08
- 2 .99
0 .99
- 0 .12
- 0 .66
- 6 .40

- 5 . 24
- 1 ..70
0..12
- 2 .84
0 .98
- 0 .14
- 0 .59
- 6 .34

- 5 .18
- 1 .65
0 .13
- 2 .79
0 .91
- 0 .01
- 0 .57
- 6 .24

366 .78

360 .23

353 . 4 5

347 . 5 1

350 . 3 1

8 .19
8 .08
13 . 7 5
9 .84
7 .81
7 .20
7 .83
8 .38
15 .00

8 .26
8 .09
13 . 6 8
9 .75
6 .60
7 .19
8 .24
8 .38
14 . 8 3

8 .30
8 .14
13 .68
9 .51
7 .73
7 .15
8 .19
8 .38
14 . 4 0

8 .28
8 .09
13 . 2 5
9 .78
7 .74
7 .07
7 .75
8 .38
14 . 7 5

8 .28
8 .20
13 .23
9 .81
7 .76
7 .33
7 .84
8 .38
14 .89

100

Mar.

U.S.

- 5 . .44
- 1 . .47
0 .15
- 3 .28
1 .04
0 .14
- 0 .44
- 6 .46

Gold P r i c e i n

d o l l a r s per f i n e

Chart 4.

107 . 11
7 8 . 72
7 2 . 02
171 . 29
4 0 . 36
1 7 2 . 11
1 4 5 . 63
67 . 45
2 1 6 . 26
6 1 . 29
9 2 . 91

'remium or D i s c o u n t

3 - M o n t h Fc

Canadian d o l l a r
French f r a n c
German mark
Italian lira
Japanese yen
Netherlands guilder
Swiss f r a n c
U . K . pound
Chart 3.

1973 = 100

107 . 47
77 . 69
7 2 . 35
171 . 88
4 0 . 53
1 7 2 . 70
146. 16
6 7 . 48
217 . 44
61 . 32
9 2 . 25

Belgian franc
Canadian d o l l a r
French f r a n c
German mark
Italian lira
Japanese yen
Netherlands guilder
Swedish krona
Swiss f r a n c
U . K . pound
U.S. d o l l a r
Chart 2.

13-Jun-90 20-Jun-90 27-Jun-90

Fi x i n g
London, A f t e r n o o n F

ounce

C a l l Money R a t e s

U.S. f e d e r a l funds
Overnight Euro-dollar
Canada
France
Germany
Japan
Netherlands
Switzerland
U n i t e d Kingdom




deposits

SERIES
30-May-90 6 - J u n - 9 0
Chart 5.

3-Month I n t e r e s t

Rates

U.S. 90-day CD's, secondary market
Canadian f i n a n c e paper
French i n t e r b a n k r a t e
German i n t e r b a n k r a t e
J a p a n e s e CD r a t e
Netherlands interbank rate
Swiss i n t e r b a n k r a t e
U.K. i n t e r b a n k s t e r l i n g
Weighted average f o r e i g n i n t e r e s t r a t e
CG-10 C o u n t r i e s )
Chart 6.

8 .27
13 . 9 8
9 .75
8 .28
7 .36
8 .14
8 .88
15 . 0 5
10 . 0 0

8.22
13.68
9.86
8.24
7.36
8.18
8.63
15.11
9.97

8 .23
13 . 7 3
9 .93
8 .25
7 .37
8 .31
8 .75
14 . 9 4
9 .95

8 .22
13 . 7 6
9 .93
8 .26
7 .38
8 .30
8 .68
14 . 8 7
9 .92

8 .26
13 .77
9 .96
8 .24
7 .46
8 .24
8 .75
14 . 8 9
9 .92

8.08
8.13
8.15
8.24
8.36
8.63

8.09
8.13
8.16
8.23
8.31
8.50

8.14
8.13
8.19
8.24
8.29
8.44

8.09
8.13
8.19
8.20
8.25
8.40

8 .20
8 .20
8 .21
8 .25
8 .31
8 .46

E u r o - D o l l a r Deposit Rates

Overnight
7-day
1-month
3-month
6-month
1-year
Chart 7.

13-Jun-90 20-Jun-90 27-Jun-90

S e l e c t e d E u r o - d o l l a r & U.S.

Mone / M a r k e t R a t e s

Overnight Euro-dollar deposits
U.S. f e d e r a l f u n d s
Differential

8.08
8.19
-0.11

8.09
8.26
-0.17

8.14
8.30
-0.17

8.09
8.28
-0.19

8 .20
8 .28
- 0 .08

3-month E u r o - d o l l a r d e p o s i t
U.S. 90-day CD's, s e c o n d a r y market
Differential

8.24
8.27
-0.03

8.23
8.22
0.01

8.24
8.23
0.01

8.20
8.22
-0.02

8 .25
8 .26
- 0 .01

8.24
8.34
-0.10

8.23
8.25
-0.03

8.24
8.31
-0.07

8.20
8.29
-0.09

8 .25
8 .42
- 0 .17

8.17
8.36
-0.19

8.12
8.13
-0.01

8.13
8.38
-0.25

8.13
8.34
-0.21

8 .16
8 .41
- 0 , 25

8.24
8.43
-0.19

8.23
8.34
-0.11

8.24
8.34
-0.10

8.20
8.38
-0.18

8. 25
8 . 37
- 0 . 12

8.24
8.43
-0.19

8.23
8.11
0.12

8.24
8.08
0.16

8.20
8.07
0.13

8 . 25
8 . 17
0. 08

10.86
10.06
8.97
6.75
6.38
10.90
8.65

10.69
10.12
8.94
6.70
6.32
10.73
8.48

10.68
10.22
8.99
6.78
6.32
10.83
8.46

10*. 92
10.42
9.00
ND
6.28
10.63
8.48

ND
1 0 . 27
8 . 93
ND
6 . 16
1 0 . 47
8 . 54

1 1 8 . 82
1 5 5 . 52
1 1 6 . 92
1 8 2 . 77
1 0 8 . 11
1 4 3 . 11
1 4 4 . 10
1 4 4 . 64

120 .37
151 . 9 4
117 .86
183 . 2 2
107 .56
143 . 1 8
145 . 9 4
146 . 4 0

Chart 8.

Interest

Arbitrage,

Euro-dollar deposit
Interbank s t e r l i n g (London),
Differential
U.S. commercial paper
Canadian f i n a n c e p a p e r ,
Differential

3 - M o n t h Funds
covered

covered

Euro-dollar deposit
I n t e r b a n k DM ( F r a n k f u r t ) ,
Differential

covered

Euro-dollar deposit
Swiss i n t e r b a n k , covered
Differential
Chart 9.

Long Term G o v e r n m e n t Bond Y i e l d s

Canada
France
Germany
Japan
Switzerland
U n i t e d Kingdom
United States
C h a r t 10.

Stock I n d i c e s

Canada
France
Germany
Japan
Netherlands
Switzerland
U n i t e d Kingdom
United States

(Wednesday f i g u r e s )
120
149
113
179
108
143
149
146

.16
.53
.78
.85
.00
.90
.98
.29

117
148
117
178
107
142
147
143

.65
.53
.12
.97
.51
.95
.67
.97

117
150
119
178
107
144
147
142

.28
.33
.37
.64
.73
.62
.61
.52

I n d i c e s ( i n o r d e r , r e b a s e d t o 1 9 8 6 = 1 0 0 ) a r e T o r o n t o C o m p o s i t e , CAC G e n e r a l , FAZ A k t i e n ,
T o k y o SE ( T o p i x ) , CBS A l l - G e n e r a l , S w i s s Bank I n d e x , F i n a n c i a l T i m e s O r d i n a r y , NYSE C o m p o s i t e



JAPANESE 3-MONTH CDs — STATEMENT WEEK AVERAGE— SOURCE: BANK OF JAPAN
J a p a n e s e CD r a t e s a r e n o t a v a i l a b l e p r i o r t o J u n e 18# 1 9 8 4 .
20 - J u n --84
27 Jun--84
4 - J u l - -84
11-- J u l - -84
18 - J u l - -84
25 - J u l - -84
1 -Aug--84
8 -Aug--84
15 -Aug--84
22 -Aug--84
29 -Aug--84
5 Sep -84
12 -Sep -84
19 -Sep -84
26 Sep -84
3 - O c t -84
10 - O c t -84
17 - O c t -84
24 - O c t -84
31 - O c t - 8 4
7 -Nov -84
14 -Nov - 8 4
21 -Nov - 8 4
28 -Nov - 8 4
5 -Dec - 8 4
12 -Dec - 8 4
19 -Dec-- 8 4
26 -Dec - 8 4
2 - J a n -85
9 - J a n -85
16 - J a n - 8 5
23 - J a n - 8 5
30 - J a n - 8 5
6 -Feb-- 8 5
13 - F e b - 8 5
20 - F e b - 8 5
27 - F e b - 8 5
6 -Mar-- 8 5
13 -Mar-- 8 5
20 - M a r - 8 5
27 - M a r - 8 5
3-Apr -85
10 - A p r - 8 5
17 - A p r - 8 5
24 - A p r - 8 5
1 -May - 8 5
8 -May - 8 5
15 -May - 8 5
22 -May - 8 5
29 -May - 8 5
5-Jun -85
12 - J u n - 8 5
19 - J u n - 8 5
26 - J u n - 8 5
3- J u l -85
10 - J u l - 8 5
17 - J u l - 8 5
24 - J u l - 8 5
31 - J u l - 8 5
7-Aug -85
14 - A u g - 8 5
21 - A u g - 8 5
28 - A u g - 8 5
4-Sep -85
11 - S e p - 8 5
18 - S e p - 8 5
25 - S e p - 8 5
2-Oct -85
9-Oct -85
16 - O c t - 8 5
23 - O c t - 8 5
30 - O c t - 8 5
6 -Nov - 8 5
13 -Nov - 8 5
20 -Nov - 8 5
27 - N o v - 8 5

6 .48
6 .47
6 .46
6 .44
6 .44
6 .46
6 .47
6 .46
6 .45
6 .44
6 .44
6 .45
6 .46
6 .46
6 .46
6 .43
6 .42
6 .40
6 .39
6 .39
6 .38
6 .38
6 .40
6 .42
6 .43
6 .43
6 .42
6 .40
6 .38
6 .37
6 .37
6 .39
6 .42
6 .42
6 .45
6 .47
6 .49
6 .50
6 .49
6 .49
6 .48
6 .42
6 .38
6 .35
6 .34
6 .33
6 .33
6 .35
6 .37
6 .36
6 .35
6 .34
6 .33
6 .32
6 .31
6 .31
6 .32
6 .34
6 .35
6 .36
6 .37
6 .37
6 .38
6 .38
6 .39
6 .39
6 .40
6 .38
6 .38
6 .38
6 .40
6 .96
7 .08
7 .27
7 .65
7 .63




4- Dec--85
11- Dec- 85
18--Dec--85
25- Dec--85
1 - J a n - 86
8 - J a n --86
15- J a n - -86
22- J a n - 86
2 9 - J a n - 86
5 - Feb- 86
12- Feb- 86
19- Feb- 86
26- Feb- 86
5 - Mar- 86
12- Mar- 86
19- M a r - 86
2 6 - M a r - 86
2 - A p r - 86
9 - A p r - 86
16- A p r - 86
23- A p r - 86
30- A p r - 86
7 - May- 86
14- May- 86
21- May- 86
28- May- 86
4 - J u n - 86
11- J u n - 86
18- J u n - 86
2 5 - J u n - 86
2 - J u l - 86
9 - J u l - 86
16- J u l - 86
23- J u l - 86
30- J u l - 86
6 - Aug- 86
13- Aug--86
20- Aug- 86
27- Aug- 86
3 - Sep--86
10- Sep- 86
17- Sep- 86
24--Sep- 86
1 - O c t - 86
8 - O c t - -86
15- O c t - -86
22- O c t - -86
29- O c t --86
5- Nov--86
12--Nov--86
19--Nov--86
26- Nov--86
3- Dec--86
10--Dec--86
17- Dec--86
24--Dec--86
31--Dec--86
7--Jan--87
14-- J a n -87
21-- J a n -87
28 - J a n -87
4 -Feb -87
11--Feb -87
18 -Feb -87
25 -Feb -87
4- Mar -87
11- Mar -87
18- Mar -87
25--Mar -87
1- A p r -87
8 - A p r -87
15 A p r -87
22 - A p r -87
29 - A p r -87
6 May -87
13- May -87

7 . 59
7 . 59
7 . 50
6 . 85
6 . 79
6 . 68
6 . 59
6 . 62
6 . 19
5 . 95
5 . 96
5 . 94
5 . 91
5 . 82
5 . 34
5 . 40
5 . 37
5 . 18
4 . 98
4 . 79
4. 61
4 . 62
4 . 64
4 . 64
4 . 72
4 . 77
4 . 70
4 . 70
4 . 70
4 . 70
4 . 67
4 . 63
4. 61
4 . 63
4 . 70
4. 71
4 . 75
4 . 75
4 . 73
4 . 72
4 . 72
4 . 76
4 . 86
4 . 86
4 . 87
4 . 93
4 . 92
4 . 92
4 . 48
4 . 54
4 . 59
4 . 59
4 . 54
4 . 47
4 . 48
4 . 48
4 . 44
4. 42
4. 41
4. 27
4..07
4..12
4,.14
4 .26
4..10
4,.14
4,.20
4 .20
4 .19
4 .06
4 .00
3 .98
4 .06
4 .02
3 .84
3 .79

20--May- 87
27 -May- 87
3 - J u n - 87
10-- J u n - 87
17 - J u n - 87
24 - J u n r 87
1 - J u l - 87
8 - J u l - 87
15- J u l - 87
22 - J u l - 87
29 - J u l - 87
5 -Aug- 87
12 -Aug- 87
19--Aug- 87
26 -Aug- 87
2 -Sep- 87
9 -Sep--87
16--Sep- 87
23 -Sep--87
30 -Sep- 87
7 - O c t - 87
14 - O c t - -87
21 - O c t - -87
28 - O c t - 87
4 -Nov--87
11 -Nov- 87
18 -Nov--87
25 -Nov- 87
2 -Dec- 87
9 -Dec- 87
16 -Dec- 87
23 Dec- 87
30 Dec--87
6 - J a n --88
13 - J a n --88
20 - J a n - 88
27 - J a n - 88
3 - F e b - 88
10 - F e b - 88
17 - F e b - 88
24 - F e b --88
2 - M a r - 88
9 - M a r - 88
16 - M a r --88
23 - M a r - 88
30 - M a r --88
6 - A p r - -88
13 - A p r - -88
20 - A p r - -88
27 - A p r - -88
4 -May--88
11 -May--88
18 -May--88
25 -May--88
1 - J u n --88
8 - J u n --88
15 - Jun--88
22 - J u n --88
29 - J u n --88
6 - J u l - -88
13 - J u l - -88
20 - J u l - -88
27 - J u l - -88
3 -Aug--88
10 -Aug--88
17 -Aug--88
24 -Aug--88
31 -Aug--88
7 - S e p -88
14 - S e p -88
21 - S e p -88
28 - S e p -88
5 - O c t -88
12 - O c t -88
19 - O c t -88
26 - O c t -88

3 . 76
3 . 79
3. 81
3 . 80
3 . 82
3 . 86
3 . 95
3 . 98
4 . 00
4 . 02
4 . 03
4 . 02
4 . 04
4 . 04
4 . 04
4 . 04
4 . 07
4 . 11
4 . 15
4 . 36
4 . 55
4 . 76
4 . 82
4 . 74
4 . 41
4 . 22
4 . 26
4 . 33
4 . 36
4 . 39
4 . 47
4 . 47
4 . 38
4 . 36
4 . 33
4 . 23
4 . 25
4 . 25
4 . 23
4 . 28
4 . 33
4 . 33
4 . 34
4 . 35
4 . 35
4 . 32
4 . 14
4 . 11
4 . 11
4. 11
4. 10
4. 09
4. 14
4. 23
4. 22
4. 22
4..27
4 .28
4 .31
4 .58
4 .58
4 .66
4 .70
4 .67
4 .72
4 .75
4 .78
4 .80
4 .96
4 .89
4 .89
4 .86
4 .73
4 .70
4 .62
4 .47

2 - N o v - 88
9 - N o v - 88
1 6 - H o v - 88
2 3 - N o v - 88
3 0 - Nov- 88
7 - Dec- 88
1 4 - Dec- 88
2 1 - Dec- 88
2 8 - Dec- 88
4 - J a n - 89
1 1 - J a n - 89
1 8 - J a n - 89
2 5 - J a n - 89
1 - Feb- 89
8 - Feb- 89
15- Feb- 89
2 2 - Feb- 89
1 - M a r - 89
8 - Mar- 89
15- Mar--89
22- Mar- 89
2 9 - Mar- 89
5 - A p r - 89
12-- A p r - 89
19- A p r - 89
26- A p r - -89
3- May--89
10- May- 89
17- May--89
24--May--89
31- May- 89
7 - J u n - 89
14- J u n - 89
21--Jun- 89
28--Jun--89
5-- J u l - -89
12-- J u l - -89
19-- J u l - -89
26-- J u l - -89
2 Aug--89
9- Aug--89
16- Aug--89
23 -Aug--89
30 Aug--89
6 -Sep--89
13--Sep--89
20 -Sep -89
27--Sep -89
4 - O c t -89
11 - O c t -89
18-- O c t -89
25 - O c t -89
1 -Nov - 8 9
8 -Nov - 8 9
15 -Nov - 8 9
22 -Nov - 8 9
29 -Nov - 8 9
6 -Dec - 8 9
13 -Dec - 8 9
20 -Dec - 8 9
27 -Dec - 8 9
3 -Jan -90
10 - J a n - 9 0
17 - J a n - 9 0
24 - J a n - 9 0
31 - J a n - 9 0
7 -Feb -90
14 - F e b - 9 0
21 - F e b - 9 0
28 - F e b - 9 0
7 -Mar -90
14 - M a r - 9 0
21 - M a r - 9 0
28 - M a r - 9 0
4- A p r -90
11 - A p r - 9 0

4 . 39
4 . 37
4 . 30
4 . 31
4 . 40
4 . 36
4. 41
4 . 44
4 . 46
4 . 46
4 . 40
4 . 45
4 . 50
4 . 50
4 . 52
4 . 54
4 . 54
4 . 59
4 . 60
4 . 64
4 . 67
4 . 65
4 . 54
4 . 56
4 . 59
4 . 67
4 . 69
4 . 77
4 . 83
5 . 07
5 . 12
5 . 09
5 . 22
5 . 31
5 . 37
5. 53
5. 49
5, 45
5. 46
5..37
5. 40
5..46
5..46
5 .48
5 .53
5 .68
5 .71
5 .65
5 .70
5 .92
6 .34
6 .45
6 .51
6 .70
6 .79
6 .68
6 .80
6 .63
6 .65
6 .80
6 .92
6 .93
6 .99
7 .05
7 .07
7 .04
7 .05
7 .09
7 .25
7 .27
7 .35
7 .54
7 .70
7 . 65
7 .50
7 .50

18-Apr-90
25-Apr-90
2-May-90
9-May-90
16-May-90
23-May-90
30-May-90
6-Jun-90
13-Jun-90
20-Jun-90
27-Jun-90

7.52
7.50
7.47
7.39
7.36
7.40
7.36
7.36
7.37
7.38
7.46

REVISED: WEIGHTED-AVERAGE 3-MONTH FOREIGN INTEREST RATE

I




f

12-Oct-88

7.06

28-Mar-90

S
l JS

.0% GOVr

FEDERAL RESERVE statistical release
H. 1 0 ( 5 1 2 )

June 2 9 , 1990

FOREIGN EXCHANGE RATES
FOR THE MEEK ENDING

JUNE 2 9 , 1990

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

J u n . 25

^AUSTRALIA
AUSTRIA
BELGIUM
CANADA
CHINA,P.R.
DENMARK
*EURO COMMUNITY
FINLAND
FRANCE
GERMANY
GREECE
HONG KONG
INDIA
*1RELAND
ITALY
JAPAN
MALAYSIA
NETHERLANDS
*NEH ZEALAND
NORWAY
PORTUGAL
SINGAPORE
SOUTH AFRICA
SOUTH KOREA
SPAIN
SRI LANKA
SWEDEN
SWITZERLAND
TAIWAN
THAILAND
•UNITED KINGDOM

DOLLAR
SCHILLING
FRANC
DOLLAR
YUAN
KRONE
ECU
MARKKA
FRANC
D. MARK
DRACHMA
DOLLAR
RUPEE
POUND
LIRA
YEN
RINGGIT
GUILDER
DOLLAR
KRONE
ESCUDO
DOLLAR
RAND
WON
PESETA
RUPEE
KRONA
FRANC
DOLLAR
BAHT
POUND

0.7851
11.810
34.370
1.1794
4.7339
6.3885
1.2300
3.9485
5.6335
1.6780
164.30
7.7855
17.440
1.5975
1229.25
155.37
2.7120
1.8881
0.5852
6.4540
147.50
1.8435
2.6670
719.60
103.18
40.018
6.0730
1.4107
27.330
25.880
1.7305

0.7846
11.750
34.360
1.1732
4.7339
6.3590
1.2352
3.9400
5.6100
1.6717
163.35
7.7865
17.400
1.6055
1223.50
155.15
2.7120
1.8817
0.5873
6.4175
146.75
1.8450
2.6520
719.60
102.67
40.018
6.0475
1.4060
27.336
25.880
1.7355

0.7875
11.704
34.150
1.1705
4.7339
6.3375
1.2402
3.9175
5.5910
1.6636
162.90
7.7890
17.420
1.6110
1221.00
154.38
2.7110
1.8739
0.5872
6.4050
146.55
1.8450
2.6625
719.40
102.43
40.018
6.0335
1.4080
27.320
25.840
1.7428

0.7853
11.735
34.210
1.1698
4.7339
6.3495
1.2368
3.9245
5.6040
1.6687
163.30
7.7895
17.450
1.6075
1224.00
153.17
2.7115
1.8797
0.5872
6.4200
146.80
1.8410
2.6570
719.30
102.53
40.018
6.0440
1.4137
27.220
25.840
1.7393

0.7916
11.720
34.220
1.1665
4.7339
6.3390
1.2396
3.9150
5.5945
1.6658
162.90
7.7885
17.430
1.6100
1223.00
152.35
2.7110
1.8748
0.5883
6.4090
146.60
1.8410
2.6480
719.00
102.45
40.018
6.0375
1.4155
27.195
25.810
1.7450

MEMO:
BtUNITED STATES

DOLLAR

92.21

91.90

91.55

91.63

91.42

COUNTRY

(CURRENCY UNITS PER 1
DOLLAR)
J u n . 26
J u n . 27
J u n . 28

J u n . 29

*VALUE I S U . S . DOLLARS
**INDEX OF WEIGHTED AVERAGE EXCHANGE VALUE OF U . S .
DOLLAR AGAINST CURRENCIES OF OTHER G-10
COUNTRIES. MARCH 1973 = 100. HEIGHTS ARE 1972-76 GLOBAL TRADE OF EACH OF THE 10 COUNTRIES.
SERIES REVISED AS OF AUGUST 1978.
FOR DESCRIPTION AND BACK DATA, SEE "INDEX OF THE
WEIGHTED-AVERAGE EXCHANGE VALUE OF THE U . S . DOLLAR: REVISION" ON PAGE 700 OF THE AUGUST
1978 FEDERAL RESERVE BULLETIN.