The full text on this page is automatically extracted from the file linked above and may contain errors and inconsistencies.
5 (516/517) .=4'EEr" Selected Interest & Exchange Rates Weekly Series of Charts .July 26,1982 • Prepared by the FINANCIAL MARKETS SECTION DIVISION O F INTERNATIONAL FINANCE BOARD OF GOVERNORS FEDERAL 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 a 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 a 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 SCALE MARCH 1 9 7 3 = 1 0 0 RATIO SCALE MARCH 1 9 7 3 = 1 0 0 160 120 • p — A/\/V — 100 JAPANESE YEN FOREIGN CURRENCY PRICE OF U.S. DOLLAR 140 V v - — - # 80 " T V T r i V / l i 1111111111 I I I I I I I I I 11 U.K. POUND 200 160 140 SWISS FRANC I I hi 120 180 — DUTCH GUILDER — V - 160 - 140 - 120 - GERMAN MARK 100 I I 11111111111 l l l l l l l l l l l I 120 120 100 CANADIAN DOLLAR - 80 80 - vy - r \ 60 100 - 1 1 1 I FRENCH FRANC I I ' 11111111111 ' 60 I,,In 80 70 60 50 ITALIAN LIRA BELGIAN FRANC - 1980 1982 1980 1982 40 CHART 2 3-MONTH FORWARD EXCHANGE RATES PREMIUM (+) OR ( - ) AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER ANNUM 24 — ITALIAN LIRA - CANADIAN DOLLAR - 11111111111 24 i r i 11111111111 I I I U. K. POUND DUTCH GUILDER SWISS FRANC GERMAN MARK 12 A A - FRENCH FRANC JAPANESE YEN - - i 1980 1982 i i I I 1980 I III I I I I ill I 111111 i 1982 iln CHART 3 PRICE OF GOLD IN LONDON AVERAGES FOR WEEK ENDING WEDNESDAY U.S. D U.S. DOLLARS PER FINE C .LARS PER FINE OUNCE 800 750 700 650 600 550 500 12.5 Kg BARS AFTERNOON FIXING PRICE 450 400 350 300 250 200 150 I I I I I I I I 100 1979 1980 1981 I I I I I I I 1982 CHART 4 CALL MONEY RATES WEEKLY SERIES PERCENT PER ANNUM PERCENT PER ANNUM 28 28 U. S. FEDERAL FUNDS U. K. 2-DAY LOCAL AUTHORITY CANADA EURO-SWISS FRANC NETHERLANDS GERMANY FRANCE JAPAN 1980 EURO-DM 1982 1980 1982 CHART 5 3-MONTH INTEREST RATES WEEKLY SERIES •NT PER ANNUM PERCENT PER AH 20 U . S . CD'S 16 12 WEIGHTED AVERAGE FOREIGN RATE U.K. INTERBANK STERLING 8 4 26 CANADIAN FINANCE CO. PAPER GERMAN INTERBANK RATE 22 18 14 10 6 16 JAPANESE BANK LOANS AND DISCOUNTS 12 8 SWISS INTERBANK RATE 4 1980 1982 1980 1982 CHART 6 EURO-DOLLAR DEPOSIT RATES LONDON AVERAGES FOR WEEK ENDING WEDNESDAY ENT PER ANNUM PERCENT PER AL 24 20 16 12 OVERNIGHT 8 3-MONTH 4 24 20 16 12 8 7-DAY 6-MONTH 1-MONTH 1-YEAR 4 24 20 16 12 8 4 1980 1982 1980 1982 0 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 /| \ h l/ I 18 4 II 14 / i f EURO-DOLLAR DEPOSITS 1 1 Ufrtk I \ IfJ \ H J V y 10 \ VM* 90-DAY CD S f | OVERNIGHT EURO-DOLLAR DEPOSITS 1 1 111111111111 111111M111 ^ A A V V/Ahr/VvvAAvyV^A 1 DIFFER ENTIAL DIFFERENTIAL 2 3 I IIIIIIIIII 1980 1 PERCENT ON DIFFERENTIAL SCALE = 2 PERCENT ON RATE SCALE IIIIIIIIIII 1982 1 1111111111 1980 1 1111111I 11 1982 4 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 EURO-DOLLAR DEPOSITS DASHED LINE CANADIAN FINANCE CO. PAPER, COVERED 20 20 12 INTERBANK STERLING U. S. COMMERCIAL PAPER COVERED LONDON 4 2 4 DIFFERENTIAL DIFFERENTIAL 2 + 0 2 28 28 SWISS INTERBANK (SF) COVERED INTERBANK DM COVERED FRANKFURT 20 EURO-DOLLAR DEPOSITS EURO-DOLLAR DEPOSITS DASHED LINE DASHED LINE 2 2 DIFFERENTIAL DIFFERENTIAL + 0 III III I I I 2 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 RATE S C A L E 1980 1982 CHART 9 LONG-TERM GOVERNMENT BOND YIELDS WEEKLY SERIES PERCENT PER ANH T PER ANNUM 19 U. S. CORPORATE UNITED STATES 15 — 19 MONTHLY Aaa BONDS / S r\ - XS. 11 15 — — - 11 EURO-DOLLAR BONDS 11111111111 7 7 9 15 UNITED KINGDOM — SWITZERLAND — 5 11 — 1 7 13 13 MONTHLY JAPAN 9 9 GERMANY I I I I I I I 5 5 22 22 18 18 FRANCE CANADA 14 14 10 10 NETHERLANDS 6 6 1980 1982 1980 1982 CHART 10 INDUSTRIAL STOCK INDICES WEEKLY SERIES RATIO S 1969=1 RATIO SC 1969= ,LE 180 160 140 120 100 JAPAN UNITED STATES 80 — 140 GERMANY 120 \ VYV ^ 100 UNITED KINGDOM 80 I I - zx - ll — 140 FRANCE - SWITZERLAND - 120 100 ^ 80 I I I 140 120 100 CANADA NETHERLANDS 1980 1982 1980 1982 - LAST VALUE PLOTTED DATE VALUE S E R I E S NAME CHART 1 . SPOT EXCHANGE RATES AND I N D I C E S WEEKLY AVERAGES, NOON BUYING RATES (U.S. GERMAN MARK JAPANESE YEN DUTCH GUILDER U . K . POUND CANADIAN DOLLAR FRENCH FRANC SWISS FRANC BELGIAN FRANC ITALIAN LIRA INDICES, MARCH 1 9 7 3 WEIGHTED AVERAGE EXCHANGE VALUE I N D I C E S , ( G - 1 0 COUNTRIES PLUS SWITZERLAND) U . S . DOLLAR GERMAN MARK JAPANESE YEN DUTCH GUILDER U . K . POUND CANADIAN DOLLAR FRENCH FRANC SWISS FRANC BELGIAN FRANC ITALIAN LIRA SWEDISH KRONA 3-MONTH FORWARD EXCHANGE RATES, 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 JULY 21 21 21 21 21 21 21 21 21 4 0 . 57 0 . 39358 3 6 . 72 1 7 3 . 51 79. 35 14. 58 47. 73 2. 1 3 0 5 9 0. 07242 JULY JULY JULY JULY JULY JULY JULY JULY JULY 21 21 21 21 21 21 21 21 21 114.13 103.05 1 0 5 . 43 7 0 . 18 79.08 65.69 153.55 83.96 4 1 . 14 21 21 21 21 21 21 21 21 21 21 21 118.79 137.74 120.37 122.32 7 8 . 56 89.87 72.81 178.72 9 5 . 94 44.47 82.55 21 21 21 21 21 21 21 21 -2.08 1.95 5.22 -1.63 10.51 5.20 6.85 -6.02 BASE RATES = 1 0 0 GERMAN MARK JAPANESE YEN DUTCH GUILDER U . K . POUND CANADIAN DOLLAR FRENCH FRANC SWISS FRANC BELGIAN FRANC ITALIAN LIRA :HART 2 . CENTS) MAR 1 9 7 3 = 1 0 0 JULY JULY JULY JULY JULY JULY JULY JULY JULY JULY JULY PREMIUM OR DISCOUNT JULY JULY JULY JULY JULY JULY JULY JULY LAST VALUE PLOTTED DATE VALUE S E R I E S NAME CHART 3 . GOLD P R I C E I N LONDON, AFTERNOON FIXING U.S. 4. DOLLARS PER F I N E OUNCE JULY 2 1 351.80 CALL MONEY PATES U . S . FEDERAL FUNDS OVERNIGHT EURO-DOLLAR DEPOSITS U . K . 2-DAY LOCAL AUTHORITY DEPOSITS CANADA GERMANY EURO-DM JAPAN FRANCE NETHERLANDS EURO-SWISS FRANC JULY JULY JULY JUNE JULY JULY JULY JULY JAN. JULY 21 21 16 18 16 2 16 16 1 2 12.14 12.23 12.38 15.80 9.00 8.52 7.25 15.00 10.30 2.56 JULY JULY JULY JULY JULY JULY JULY 21 21 21 21 21 21 21 13.34 9.42 7.31 16.05 12.26 3.97 11.31 JULY JULY JULY JULY JULY JULY 21 21 21 21 21 21 12.23 12.69 13.33 1 4 . 10 14.58 14.51 OVERNIGHT EURO-DOLLAR DEPOSITS U . S . FEDERAL FUNDS DIFFERENTIAL A D J . FOR RESERVE REQUIREMENTS JULY 2 1 JULY 2 1 JULY 2 1 1 2 . 23 12.14 0.09 3-MONTH EURO-DOLLAR DEPOSIT RATE U . S . 90-DAY C D ' S , SECONDARY MARKET DIFFERENTIAL JULY 2 1 JULY 2 1 JULY 2 1 14.10 13.34 0.76 5. 3-MONTH INTEREST RATES U . S . 90-DAY C D ' S , SECONDARY MARKET GERMAN INTERBANK LOAN JAPANESE BANK LOANS S DISCOUNTS CANADIAN FINANCE PAPER INTERBANK STERLING SWISS INTERBANK LOAN WEIGHTED AVERAGE FOREIGN INTEREST RATE ( G - 1 0 COUNTRIES PLUS SWITZERLAND) CHART 6 . EURO-DOLLAR DEPOSIT RATES: LONDON OVERNIGHT 7-DAY 1-MONTH 3-MONTH 6-MONTH 1-YEAR . SELECTED EURO-DOLLAR AND U . S . MONEY MARKET RATES S E R I E S NAME CHART 8 . LAST VALUE PLOTTEI DATE VALUE INTEREST ARBITRAGE, 3-MONTH FUNDS EURO-DOLLAR DEPOSIT INTERBANK STERLING (LONDON), COVERED DIFFERENTIAL JULY 2 1 JULY 2 1 JULY 2 1 1 4 . 10 1 4 . 27 - 0 . 17 U . S . COMMERCIAL PAPER CANADIAN FINANCE PAPER, COVERED DIFFERENTIAL JULY 2 1 JULY 2 1 JULY 2 1 1 2 . 61 13. 88 - 1 . 27 EURO-DOLLAR DEPOSIT INTERBANK DM (FRANKFURT), COVERED DIFFERENTIAL JULY 2 1 JULY 2 1 JULY 2 1 1 4 . 10 14. 76 - 0 . 66 EURO-DOLLAR DEPOSIT SWISS INTERBANK, COVERED DIFFERENTIAL JULY 2 1 JULY 2 1 JULY 2 1 1 4 .,10 1 4 ., 5 9 -0.49 16 16 13. 93 9.40 8.53 5.00 15.60 16.09 11.12 12.29 CHART 9 . LONG TERM GOVERMENT BOND YIELDS UNITED STATES GERMANY JAPAN (MONTHLY) SWITZERLAND CANADA FRANCE NETHERLANDS UNITED KINGDOM i. 11 18 11 1 9 CORPORATE AAA BONDS EURO-DOLLAR BONDS CHART 1 0 . JULY JULY JUNE JUNE JUNE JUNE JAN. JULY 14.81 13.02 JUNE MAY STOCK I N D I C E S UNITED STATES UNITED KINGDOM CANADA GERMANY SWITZERLAND NETHERLANDS FRANCE JAPAN JULY JULY JULY JULY JULY JULY JULY JULY 7 7 7 7 7 7 7 7 110.84 122.06 133.92 96.24 80.73 79.63 98.61 139.66 ooSJgte?' FEDERAL RESERVE statistical release H. 10 ( 5 1 2 ) JOLT 2 6 , FOREIGN EXCHANGE RATES FOB THE WEEK EHDISG JOLT 2 3 , [[[ 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 followinfgnoon buying rate in New York City for cable transfers payable in foreign currencies: COUNTRY ARGENTINA •AUSTRALIA AUSTRIA BELGIUM BRAZIL CANADA CHILE CHINA, P . R . COLOMBIA DENMARK FINLAND FRANCE GERMANY GREECE HONG KONG INDIA INDONESIA IRAN •IRELAND ISRAEL ITALY JAPAN MALAYSIA MEXICO NETHERLANDS •NEW ZEALAND NORWAY PERU PHILIPPINES PORTUGAL SINGAPORE •SOUTH AFRICA SOUTH KOREA SPAIN S P I LANKA SWEDEN SWITZERLAND THAILAND •UNITED KINGDOM VENEZUELA • MONETARY UNIT PESO DOLLAR SCHILLING FRANC CRUZEIRO DOLLAR PESO YUAN PESO KRONE MARKKA FRANC D. MARK DRACHMA DOLLAR RUPEE RUPIAH RIAL POUND SHEKEL LIRA YEN DOLLAR PESO GUILDER DOLLAR KRONE SOL PESO ESCUDO DOLLAR RAND WON PESETA RUPEE KRONA FRANC BAHT POUND BOLIVAR VALUE IN U . S . CENTS JULY 19 20100.00 101.32 17.320 47.140 179.46 1.2607 47.300 1.9298 64.320 8.5450 4.7240 6.8825 2.4740 69.450 5.8700 9.5300 660.50 NA 139.15 25.640 1384.00 254.65 2.3510 48.6200 2.7320 74.300 6.3250 696.00 8.4800 84.900 2.1510 87.25 741.65 111.400 20.900 6.1060 2.1050 23.000 173.50 4.2955 (CURRENCY UNI1 S PES DOLLAR) JULY 20 JULY 2 1 20100.00 101.15 17.340 46.640 179.46 1.2570 47.300 1.9298 64.320 8.4900 4.7265 6.8225 2.4510 69.600 5.8985 9.5600 660.50 NA 140.40 25.520 1373.00 253.75 2.3520 48.6550 2.7120 74.220 6.3200 696.00 8.4800 84.700 2.1420 87.34 741.65 111.660 20.900 6.0900 2.0850 23.000 173.90 4.2955 20100.00 101.09 17.140 46.210 179.46 1.2537 47.300 1.9298 64.320 8.4100 4.6910 6.7675 2.4305 68.700 5.8625 9.5400 660.50 NA 141.60 25.540 1365.00 252.05 2.3450 48.7000 2.6890 74.260 6.2750 696.00 8.4800 84.000 2.1340 87.82 741.65 110.700 20.900 6.0500 2.0600 23.000 175.60 4.2955 JULY 2 2 20100.00 100.91 17.160 46.440 179.46 1.2603 47.300 1.9086 64.320 8.4300 4.6960 6.7725 2.4328 68.900 5.8760 9.5300 660.50 NA 141.25 25.390 1367.00 251.85 2.3430 48.7400 2.6865 74.270 6.2850 696.00 8.4800 83.700 2.1330 87.73 741.65 110.850 20.900 6.0600 2.0625 23.000 174.75 4.2955 JULY 2 3 20100.00 100.40 16.910 45.700 179.46 1.2565 47.050 1.9086 64.320 8.3150 4.6520 6.6780 2.3960 65.750 5.8575 9.4700 660.50 NA 143.40 25.390 1348.00 249.20 2.3320 48.8500 2.6480 74.270 6.2200 705.50 8.4800 83.000 2.1240 88.18 743.00 109.550 20.900 5.9850 2.0210 23.000 176.65 4.2965
@FedFRASER