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(516/517) Selected Interest Exchange Rates W e e k ly Series o f Charts July 25, 1983 Prepared by the F IN A N C IA L M A R K ETS S E C T IO N DIVISION O F I N T E R N A T I O N A L F IN A N C E BOARD OF GOVERNORS F E D E R A L R E S E R V E SYSTEM Washington, D.C. 20551 Table o f Contents TABLES SUBSCRIPTION RATES: 1. LATEST FIGURES PLOTTED 2. DAILY CERTIFIED SPOT EXCHANGE RATES-H.10 RELEASE 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. 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 LINE) AVERAGES FOR WEEK ENDING WEDNESDAY RATIO S MARCH 19/3= RATIO SCALE MARCH 1973=100 160 160 140 120 100 100 80 120 - 200 100 160 - 120 180 160 140 120 100 120 CANADIAN DOLLAR 100 80 60 l l l I l I 11111111111 11111111111 160 140 BELGIAN FRANC — . 80 — 70 - 120 60 V* _ - 100 80 ITALIAN LIRA _ 'v 50 _ " I I I I I I 198t I i i I i i I i i I m 11111111111 1983 , H , I I 1981 I 11 i 111111111111 m Ti l l . 1983 40 CHART 2 + + 3-MONTH FORWARD EXCHANGE RATES PREMIUM (+) OR ( - ) AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER ANNUM PER C EN T PER ANNUM 24 + 0 24 12 6 + 0 6 18 12 6 0 1981 1983 1981 1983 CHART 3 + PRICE OF GOLD IN LONDON AVERAGES FOR WEEK ENDING WEDNESDAY u . s . D; .LARS PER FINE OUNCE U.S. DOLLARS PER F-NE OUNCE 800 8CC 750 750 700 7 00 650 650 600 600 550 550 500 500 450 450 400 400 350 350 300 300 250 250 1980 1981 1982 1983 CHARI 4 + CALL MONEY RATES W EEK LY S E R IE S rjM 28 24 24 20 20 16 16 12 12 8 8 4 4 0 24 24 20 20 16 16 12 12 8 8 4 4 + 0 + 0 24 20 20 16 16 12 12 8 8 4 0 4 1981 1983 1981 1983 CHART 5 -f 3 -MONTH INTEREST RATES + WEEKLY SERIES l R annum PERCENT PER 22 24 U. S. CD* 3 18 20 14 16 10 12 6 20 8 16 16 12 12 8 8 4 16 12 12 8 8 4 4 0 CHART 6 -h EURO-DOLLAR DEPOSIT RATES ~r Londo n AVERAGES Ftfa WEEK ENDING WEDNESDAY P E R C E N T P ER ENT PER A NN UM 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 1981 1983 1981 1983 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 22 18 14 10 6 3 2 1 + 0 1 2 3 4 1 PERCENT ON DIFFERENTIAL SCALE = 2 PERCENT ON RATE SCALE 9/13/82 CHART 8 + + INTEREST ARBITRAGE: 3-MONTH FUNDS DIFFERENTIAL: PLUS(+), INDICATES FAVOR DOLLAR ASSETS AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER ANNUM PERCENT PER ANNUM 28 28 20 12 4 2 - 2 4 28 20 12 4 2 DIFFERENTIAL - f t " V I L L - I - L - U . . . . i l l II i l l i l l 1981 i i l i i l n l n 1983 * °F.RCENT ON DIFFERENTIAL SCALE = 2 PERCENT ON RATE SCALE + 9/13/82 ft CHART 9 +- -h LONG-TERM GOVERNMENT BOND YIELDS WEEKLY SERIES NT PER ANNUM PERCENT PE-- a: NOV 19 19 UNITED STATES 15 15 11 11 7 7 15 9 11 5 7 1 13 13 MONTHLY JAPAN — 9 5 l l, ..I . I I I iitiiliiln 9 11111111111 5 22 22 18 18 14 14 10 10 6 6 1981 1983 1981 1983 CHART 10 + + INDUSTRIAL STOCK INDICES W E E K L Y SERIES RATIO SCALE 1969=100 RATIO SCAcE 1969=100 180 180 160 160 140 140 120 120 100 100 1981 1983 1981 1983 LAST VALUE PLOTTED DATE VALUE SERIES HAHE CHART 1. SPOT EXCHANGE RATES AND INDICES WEEKLY AVERAGES, NOON BUYING RATES (U.S. CENTS) GERHAN BARK J A P A N E S E YEN DUTCH GUILDER U.K. POUND CANADIAN DOLLAR FRENCH FRANC S8ISS FRANC BELGIAN FRANC ITALIAN LIRA JULY JULY JULY JULY JULY JULY JULY JULY JULY 20 20 20 20 20 20 20 20 20 38.63 0.41589 34.55 152.12 81. 10 12.85 47.24 1.92978 0.06530 JULY JULY JULY JULY JULY JULY JULY JULY JULY 20 20 20 20 20 20 20 20 20 108.68 108.89 99.18 61.53 80.83 57.90 151.99 76.04 37.09 20 20 20 20 20 20 20 20 20 20 20 126.60 137.93 135.43 120.90 71.81 97.11 66.88 186.21 91. 13 41.99 68.44 20 20 20 20 20 20 20 20 0.63 0.27 5.02 -4.18 5.44 4.43 3.51 -6.69 INDICES, MARCH 1973 BASE RATES = 100 GERHAN HARK J A P A N E S E YEN DUTCH GUILDER U.K. POUND CANADIAN DOLLAR FRENCH FRANC SHISS FRANC BELGIAN FRANC ITALIAN LIRA WEIGHTED AVERAGE EXCHANGE VALUE INDICES, HAR 1973 = 100 <G-10 COUNTRIES PLUS SWITZERLAND) U.S. DOLLAR G E R H A N HARK J A P A N E S E YEN DUTCH GUILDER U.K. POUND CANADIAN DOLLAR FRENCH FRANC SWISS FRANC BELGIAN FRANC ITALIAN LIRA SWEDISH KRONA JULY JULY JULY JULY JULY JULY JULY JULY JULY JULY JULY CHART 2. 3— HONTH FORWARD EXCHANGE BATES, PREHIUH O R DISCOUNT CANADIAN DOLLAR U.K. POUND GERH A N HARK FREN C H FRANC SWISS FRANC DUTCH GUILDER JAPANESE YEN ITALIAN LIRA JULY JULY JULY JU L Y JULY JULY JULY JULY SERIES NAME LAST VALUE PLOTTED DATE VALUE CHART 3. GOLD PRICE IN LONDON, AFTERNOON FIXING U.S. DOLLARS PEB FINE OUNCE JULY 20 424.58 CHART 4. CALL HONEY BATES U.S. FEDERAL FUNDS OVERNIGHT EURO-DOLLAR DEP O S I T S U.K. CANADA GERHANY EURO-DM JAPAN FRANCE NETHERLANDS EURO-SHISS FRANC JULY JULY JULY JUNE JULY JULY JULY JULY JAN. JULY 20 20 15 10 15 8 15 15 1 8 9.43 9.35 9.25 8.73 5.00 4.69 6.44 12.38 10.30 3.95 JULY JULY JULY JULY JULY Ju l y JULY 20 20 20 20 20 20 20 9.55 5.54 6.63 9.41 9.86 4.72 8.28 JULY J ULY JULY JULY JULY JULY 20 20 20 20 20 20 9-35 9.54 9.65 10.04 10.48 10.65 OVERNIGHT EURO-DOLLAR DEPOSITS U.S. FEDERAL FUNDS DIFFERENTIAL ADJ. FOR RESERVE REQUIREHENTS JULY 20 JULY 20 JULY 20 9.35 9.43 -0.08 3-HONTH EURO-DOLLAR DEPOSIT RATE U.S. 90-DAY CD'S, SECONDARY HARKET DIFFERENTIAL JULY 20 J ULY 20 JULY 20 10.04 9.55 0.49 CHART 5. 3-MONTH I NTEREST RATES U.S. 90-DAY CD'S, SECONDARY HARKET GERHAN I N TERBANK LOAN JAPA N E S E BANK LOANS 8 DISCOUNTS C A N A D I A N FINANCE PAPER INT E R B A N K STERLING SHISS INTERBANK LOAN HEIGH TED AVERAGE FOREIGN INTEREST RATE |G— 10 COUNTRIES PLUS SWITZERLAND) CHART 6. EURO-DOLLAR DEPOSIT BATES: LONDON OVEBNIGHT 7-DAY 1— MONTH 3-HONTH 6-HONTH 1-YEAR CHART 7. SELECTED EURO-DOLLAR AND U.S. HONEY HARKET RATES SERIES NAME LAST VALUE PLOTTED DATE VALUE CHART 8. INTEREST ARBITRAGE, 3-MONTH FUNDS EURO-DOLLAR DEPOSIT INTERBANK STERLING (LONDON), COVERED DIFFERENTIAL JULY 20 JULY 20 JULY 20 10-04 10.14 -0.10 U.S. COMMERCIAL PAPER CANADIAN FINANCE PAPER, COVERED DIFFERENTIAL JULY 20 JULY 20 JULY 20 9.30 10.05 -0.75 EURO-DOLLAR DEPOSIT INTERBANK DM (FRANKFURT), COVERED DIFFERENTIAL JULY 20 JULY 20 JULY 20 10.04 10.63 -0.60 EURO-DOLLAR DEPOSIT SNISS INTERBANK, COVERED DIFFERENTIAL JULY 20 JULY 20 JULY 20 10.04 10.23 -0.19 JULY 15 JULY 8 JUNE JULY 8 JUNE 10 APRIL 8 FEB. HAY 27 11.40 8.07 7.49 4.53 (1.46 14.60 8.20 9.74 JUNE APR I L 11.74 9.90 CHART 9. LONG TERN GOVERMENT BOND YIELDS UNITED STATES GERNANY JAPAN (HONTHLY) SWITZERLAND CANADA FRANCE NETHERLANDS (HONTHLY) UNITED KINGDOH U.S. CORPORATE AAA BONDS EURO-DOLLAR BONDS CHART 10. STOCK INDICES UNITED STATES UNITED KINGDOM CANADA GERMANY SWITZERLAND NETHERLANDS FRANCE JAPAN JULY JULY JULY JULY JULY MAY JUNE JULY 13 13 6 6 13 25 29 6 172.30 148.82 245.67 140.06 113.13 123.83 124.67 174.97
@FedFRASER