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(516/517) » . ' S „„ ~ ~ DAT/r FfCB X • ] OF CHICAGO Selected Interest & Exchange Rates Weekly Series of Charts July 23, 1 9 8 4 Prepared by the FINANCIAL MARKETS SECTION DIVISION O F 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 RATES-H.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 a EURO-DOLLAR DEPOSIT RATES 7. SELECTED EURO-DOLLAR A N D U.S. MONEY MARKET RATES 8. INTEREST ARBITRAGE: 3-MONTH F U N D S 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 LINE) AVERAGES FOR WEEK ENDING WEDNESDAY RATIO S MARCH 19731=100 ALE 973=100 160 — JAPANESE YEN FOREIGN CURRENCY PRICE OF U.S. DOLLAR 140 — 120 100 - " i l 80 I I I I I I I I I I I l 240 SWISS FRANC CANADIAN DOLLAR 200 r - x / — — — ^ _ %/ 160 - x : 120 11111111111 180 160 - GERMAN MARK 140 iDUTCH GUILDER r 120 100 11111111111 M l I M i I I I I I 120 100 FRENCH FRANC U.K. POUND 80 I - 60 50 " i 1 1 80 70 ITALIAN LIRA BELGIAN FRANC 60 50 40 30 1982 1984 1982 1984 CHART 2 3-MONTH FORWARD EXCHANGE RATES PREMIUM (+) OR ( - ) AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER ANNUM PERCENT PER ANNUM 6 24 \ ITALIAN LIRA - CANADIAN DOLLAR - A V-Uv I - I - I 24 /V DUTCH GUILDERI U. K. POUND \ - r^\ - 6 9 I I I 11111111111 6 12 — SWISS FRANC GERMAN MARK n aY - / : - | | | V - I I I FRENCH FRANC JAPANESE YEN 16 24 32 1982 1984 1982 1984 15 # CHART 3 PRICE OF GOLD IN LONDON AVERAGES FOR WEEK ENDING WEDNESDAY U.S. DOLLARS PER FINE OUNCE U.S. DOLLARS PER FINE OUNCE 600 600 550 550 - 12.5 Kg BARS AFTERNOON FIXING PRICE 500 - - 500 450 450 400 400 350 - - 350 300 300 250 250 1981 1982 1983 1984 CHART 4 CALL MONEY RATES WEEKLY SERIES PERCENT PER ANNUM PERCENT PER ANNUM 28 24 24 - - 20 — \ 20 V U YAU - - S. FEDERAL FUNDS 16 12 8 4 - - ^ A FRANCE - y W W [ A - - 16 - 12 - 8 JAPAN - 4 - I I I I I I 11111111111 I I I I I I ( | | | | | | | | | | 11111111111 CANADA EURO-SWISS FRANC NETHERLANDS U. K. 2 - D A Y LOCAL AUTHORITY GERMANY EURO-DM 1982 1984 1982 1984 0 CHART 5 3-MONTH INTEREST RATES WEEKLY SERIES PERCENT PER ANNUM PERCENT PER ANNUM 24 22 U.S. CD S CANADIAN FINANCE CO. PAPER WEIGHTED AVERAGE FOREIGN RATE 20 e |4 U.K. INTERBANK STERLING 16 12 GERMAN INTERBANK RATE - I I 8 I — I 11 SWISS INTERBANK RATE 9 JAPANESE BANK LOANS AND DISCOUNTS - 1 • 7 - - - 1 - - 5 - IV | | | 1 1 1982 I 11111111111 - I I I I I I I I I I I 11111111111 1984 1982 1984 CHART 6 EURO-DOLLAR DEPOSIT RATES LONDON AVERAGES FOR WEEK ENDING WEDNESDAY ENT PER ANNUM PERCENT PER At 24 24 20 20 OVERNIGHT 3-MONTH 16 16 12 12 8 8 4 4 24 24 20 20 7-DAY 6-MONTH 16 16 12 12 8 8 4 4 24 24 20 20 1-MONTH 1-YEAR 16 16 12 12 8 8 4 4 1982 1984 1982 1984 ^ B A R T 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 22 FEDERAL FUNDS 18 3-MONTH - 22 - 18 E U R O - D O L L A R DEPOSITS 14 14 OVERNIGHT 9 0 - D A Y CD' S E U R O - D O L L A R DEPOSITS 10 I I I I I I I I I I I J-L 10 I I I I I I I I I I I IDIFFERENTIAL 2 - - DIFFERENTIAL - 11111111111 1982 1984 1982 11111111111 1984 CHART 8 INTEREST ARBITRAGE: 3-MONTH FUNDS DIFFERENTIAL: F L U S H , INDICATES FAVOR DOLLAR ASSETS AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER ANNUM PERCENT PER ANNUM 28 28 EURO-DOLLAR DEPOSITS 20 20 DASHED LINE CANADIAN FINANCE CO. PAPER, COVERED INTERBANK STERLING COVERED LONDON ~ U. S. COMMERCIAL PAPER 4 2 4 DIFFERENTIAL DIFFERENTIAL 2 + 0 2 28 28 20 SWISS INTERBANK (SF) COVERED INTERBANK DM 20 COVERED FRANKFURT 12 EURO-DOLLAR DEPOSITS EURO-DOLLAR DEPOSITS DASHED LINE DASHED LINE 4 2 2 DIFFERENTIAL DIFFERENTIAL + 0 2 1982 1984 1 PERCENT ON D I F F E R E N T I A L S C A L E = 2 PERCENT ON RATE S C A L E 1982 1984 CHART 9 LONG-TERM GOVERNMENT BOND YIELDS WEEKLY SERIES NT PER ANNUM PERCENT PER AL 19 19 CANADA UNITED STATES - j\J 15 V 11 I 7 I I - 15 - 11 7 15 9 UNITED KINGDOM SWITZERLAND 11 5 I 7 I I 1 13 13 GERMANY - 9 9 - I 5 22 U.S. CORPORATE I I 5 22 MONTHLY FRANCE 18 18 Aaa BONDS 14 14 EURO-DOLLAR BONDS V 10 10 NETHERLANDS MONTHLY 6 6 1982 1984 1982 1984 CHART 10 INDUSTRIAL STOCK INDICES WEEKLY SERIES RATIO SCALE 1969=100 RATIO SCALE 1969=100 240 r JAPAN UNITED STATES - - 200 - 160 120 - I I I i i i ! 170 UNITED KINGDOM ' 170 — FRANCE , / V S / / — — 130 90 — I 70 I I I I lllllllllll I - — - - - 130 - 90 n i i i i i i i i i 70 — 190 1 i lllllllllll i i i i i lllllllllll — 190 150 110 210 — 210 GERMANY ^ - - I 70 I I I I SWITZERLAND - lllllllllll I - i i i I I - 150 - 110 I 70 — 360 A 180 NETHERLANDS CANADA J 140 - I 100 Y * - V 200 - 80 60 280 - - I I I I I 1982 I niiiiiiiii 1984 I I 1982 160 120 I 1984 LAST VALUE PLOTTED DATE V A LITE SERIES NAME ) CHART 1 . SPOT EXCHANGE RATES AND I N D I C E S WEEKLY AVERAGES, NOON BUYING RATES (U.S. GEBBAN MARK JAPANESE YEN DUTCH GUILDER U . K . POUND CANADIAN DOLLAR FRENCH FRANC SWISS FRANC BELGIAN FRANC I T A L I A N LIRA SWEDISH KRONA INDICES, 8ARCH 1 9 7 3 BASE RATES = GHTED AVERAGE EXCHANGE VALUE I N D I C E S , ( G - 1 0 COUNTRIES PLUS S W I T Z E R L A N D ) CHART 2 . JULY JULY JULY JULY JULY JULY JULY JULY JULY JULY 18 18 18 18 18 18 18 18 18 18 3 5 . 18 0.41288 31.18 131.76 7 5 . 17 1 1.46 41.58 1.73729 0.05722 12.05 JULY JULY JULY JULY JULY JULY JULY JULY JULY 18 18 18 18 18 18 18 18 18 98. 95 1 0 8 . . 11 8 9 . 50 5 3 . 29 74. 92 5 1 ., 6 5 133. 78 6 8 . 46 3 2 . 50 18 18 18 18 18 18 18 18 18 18 18 139.13 134.76 1 4 5 . 99 117.28 66.51 96.94 6 3.97 176.26 88.22 39.46 68.34 18 18 18 18 18 18 18 18 -0.92 0.05 6.26 -0.06 7 . 34 5.58 5.70 -3.95 100 GERMAN MARK JAPANESE YEN DUTCH GUILDER O . K . POUND CANADIAN DOLLAR FRENCH FRANC SWISS FRANC 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 LIRA SWEDISH KRONA CENTS) MAR 1 9 7 3 = 1 0 0 JULY JULY JULY JULY JULY JULY JULY JULY JULY JULY JULY 3-MONTH FORWARD EXCHANGE R A T E S , PREMIUM 0 8 DISCOUNT CANADIAN DOLLAR U . K . POUND GERMAN MARK FRENCH FRANC SWISS FRANC DUTCH GUILDER JAPANESE YEN ITALIAN LIRA JULY JULY JULY JULY JULY JULY JULY JULY SERIES LAST VALUE PLOTTED DATE VALUE NAME C H A R T 3, G O L D PRICE IN L O N D O N , A F T E R N O O N FIXING U. S. D O L L A R S PER CHART 4. C A L L V FINE O U N C E EURO-DOLLAR D E P O S I T R A T E S : 18 18 20 8 20 20 20 20 1 20 11.21 11.04 12.00 10.84 5.55 5 . 17 6 . 13 11.00 10.30 2. 75 J U L Y 18 JULY 18 J U L Y 18 JULY 18 J U L Y 18 J U L Y 18 JULY 18 11.54 6.09 6.31 13.24 11.94 4.80 9.12 JULY JULY JULY JULY JULY JULY 18 18 18 18 18 18 11.04 LONDON OVERNIGHT 7-DAY 1-MONTH 3-MONTH 6-MONTH 1-YEAR CHART 7 . JULY JULY JULY JUNE JULY JULY JULY JULY JAN. JULY 345.83 3-MONTH I N T E R E S T RATES U . S . 9 0 - D A Y C D ' S , SECONDARY MARKET GERMAN INTERBANK LOAN J A P A N E S E BANK LOANS 6 DISCOUNTS CANADIAN FINANCE PAPER INTERBANK S T E R L I N G S W I S S INTERBANK LOAN WEIGHTED AVERAGE FOREIGN I N T E R E S T RATE ( G - 1 0 COUNTRIES P L U S SWITZERLAND) CHART 6 . 18 MONEY R A T E S U . S . FEDERAL FUNDS OVERNIGHT EURO-DOLLAR D E P O S I T S U.K. CANADA GERMANY EURO-DM JAPAN FRANCE NETHERLANDS E U R O - S H I S S FRANC CHART 5 . JULY SELECTED EURO-DOLLAR AND U . S . 11.26 1 1.51 12.01 12.61 13.25 MONEY MARKET RATES OVERNIGHT EURO-DOLLAR D E P O S I T S U . S . FEDERAL FUNDS D I F F E R E N T I A L A D J . FOR RESERVE REQUIREMENTS JULY JULY JULY 18 18 18 11. 04 1 1. 2 1 - 0 . 17 3-MONTH EURO-DOLLAR D E P O S I T RATE U . S . 9 0 - D A Y C D ' S , SECONDARY MARKET DIFFERENTIAL JULY JULY JULY 18 18 18 1 2 . 01 11. 54 0 . 47 S E R I E S NAME CHART 8 . LAST VALUE PLOTTED DATE VALUE I N T E R E S T A R B I T R A G E , 3-MONTH FUNDS EURO-DOLLAR D E P O S I T INTERBANK S T E R L I N G (LONDON) # COVERED DIFFERENTIAL JULY JULY JULY 18 18 18 12.01 11.99 0.03 U . S . COMMERCIAL PAPER CANADIAN FINANCE P A P E R , COVERED DIFFERENTIAL JULY JULY JULY 18 18 18 11.20 12.29 -1.09 EURO-DOLLAR D E P O S I T INTERBANK DM ( F R A N K F U R T ) , COVERED DIFFERENTIAL JULY 1 8 JULY 18 JULY 18 12.01 12.44 -0.43 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 JULY 1 8 JULY 1 8 JULY 18 12.01 12.23 -0.21 JULY 1 3 JUNE 2 9 MARCH 6 JULY 8 JUNE MAY 4 FEB. JULY 1 3 13.46 8.02 6.64 4.69 13.65 13.73 8.56 10.75 CHART 9 . LONG TERM GOVBRHENT BOND Y I E L D S UNITED STATES GERMANY JAPAN (MONTHLY) SWITZERLAND CANADA FRANCE NETHERLANDS (MONTHLY) UNITED KINGDOM I. CORPORATE AAA BONDS EURO-DOLLAR BONDS CHART 1 0 - 13.55 10.29 STOCK I N D I C E S UNITED STATES UNITED KINGDOM CANADA GERMANY SWITZERLAND NETHERLANDS FRANCE JAPAN JUNE NOV. JULY 11 JULY 1 1 JULY 1 1 JULY 1 1 JULY 11 JULY 1 1 JULY 11 JULY 1 1 158.08 171.92 217.58 142.37 121.41 149.89 169.65 208.69 •EDERAL RESERVE statistical release h: - m JULY 2 0 , H 10 (512) 1^P4 FOREIGN EXCHANGE RATES BOB T H E WEEK ENDING JULY 20, 1984 Jhp. 3-r:ird of Governors of the Federal Reserve S y s t e m is advised that the Federal Reserve Bank of N e w York h a s certified for c u s t o m s p u r p o s e s the following n o o n buying rates in N e w York City for c a b l e transfers payable in foreign currencies: MONETARY UNIT COUNTRY DOLLAR SCHILLING FRANC BELGIUM CBUZEIRO BRAZIL DOLLAR CANADA YUAN CHINA,P.R. KRONE DENMARK MARKKA FINLAND FRANC FRANCE Dm MARK GERMANY DRACHMA GREECE DOLLAR HONG KONG RUPEE J^DIA POUND ^ • e l a n d SHEKEL ISRAEL LIRA ITALY YEN JAPAN RINGGIT MALAYSIA PESO MEXICO GUILDER NETHERLANDS DOLLAR •NEW ZEALAND KRONE NORWAY PESO PHILIPPINES ESCUDO PORTUGAL DOLLAR SINGAPORE RAND •SOUTH AFRICA WON S O U T H KOREA PESETA >SPAIN RUPEE S R I LANKA KRONA SWEDEN FRANC SWITZERLAND DOLLAR TAIWAN BAHT THAILAND • U N I T E D KINGDOM P O U N D BOLIVAR VENEZUELA •AUSTRALIA AUSTRIA MEMO: tUNITED « DOLLAR STATES JULY 16 CURRENCY U N I T S JULY 17 83.75 19.788 57.190 1809.00 1.3271 2.2983 10.3050 5.9720 8.6690 2.8220 111.680 7.8200 11.3200 108.60 NA 1739.00 240.70 2.3375 194.7500 3. 1850 NA 8.1750 NA 153.000 2.1375 68.10 810.80 160.300 25.240 8.2625 2.3870 39.510 23.020 132.65 12.8500 83.10 19.982 57.630 1809.00 1.3305 2.2914 10.4050 6.0050 8.7410 2.8487 112.270 7.8300 11.3500 107.60 NA 1746,75 242.35 2.3465 195.5000 3.2145 NA 8.2250 NA 154.000 2.1455 67.30 810.80 161.100 25.240 8.3050 2.4075 39.520 23.020 131.75 13.0500 138.28 139.28 PER D O L L A R ) JULY 18 82.57 20.092 57.810 1842.00 1.3316 2.3028 10.4490 6.0400 8.7860 2.8630 112.500 7.8375 11.3700 107.02 NA 1757.50 243.85 2.3500 195.7500 3.2310 50.100 8.2740 NA 155.000 2.1520 66.87 811.20 161.700 25.240 8.3330 2.4215 39.520 23.020 131.40 13.0500 139.90 JULY 19 83.00 19.990 57.530 1842.00 1.3285 2.3028 10.3870 6.0125 8.7300 2.8445 112.550 7.8350 11.4000 107-85 NA 1751.00 243.15 2.3485 198.0000 3. 2095 49.850 8.2265 NA 154.000 2. 1490 67.40 812.20 161.950 25.240 8.2820 2.4075 39.490 23.020 132.80 13.1000 1 3 9 . 11 JULY 20 82.73 20.048 57.840 1842.00 1.3278 2.3028 10.4435 6.0260 8.7750 2.8595 112.850 7.8325 11.4000 107.35 26 7 . 1 7 0 1756.50 245.20 2.3505 196.7500 3.2260 49.550 8.2610 NA 153.000 2.1510 67.00 812.20 161.850 25.240 8.3130 2.4230 39.470 23.020 132.32 13.0000 139.77 # I N D ^ X OF W E I G H T E D A V E R A G E E X C H A N G E V A L U E OF U . S . D O L L A R A G A I N S T C U R R E N C I E S O F OTHER G - 1 1 U N I F I E S . MARCH 1 9 7 3 = 1 0 0 . H E I G H T S A R E 1 9 7 2 - 7 6 G L O B A L T R A D E O F EACH OF THE 1 0 C O U N T R I E S . R I E S R E V I S E D AS O F A U G U S T 1 9 7 8 . FOR D E S C R I P T I O N AND BACK D A T A , S E E " I N D E X O F T H E I G H T E D - A V E B A G E EXCHANGE V A L U E OF THE U . S . D O L L A R : R E V I S I O N " ON P A G E 7 0 0 O F T H E A U G U S T 1978 •VALUE FEDERAL IS U.S. RESERVE CENTS BULLETIN.
@FedFRASER