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(516/517) Selected Interest Jk Exchange Rates W eekly Series o f Charts July 5, 1983 Prepared by the F IN A N C IA L MARKETS SECTION DIVISION OF INTERNATIO NAL FINANCE BOARD OF GOVERNORS FEDERAL RESERVE SYSTEM Washington, D.C. 20551 Table o f 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, 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 2. D A IL Y C E R T IF IE D SPOT EXCHANGE R ATESH.10 RELEASE CHARTS 1. SPOT EXCHANGE RATE INDICES 2. 3-MONTH FORW ARD EXCHANGE RATES 3. GOLD PR IC E -LO N D O N 4. C ALL M O NEY RATES 5. 3-MONTH INTEREST RATES 6. EURO DOLLAR DEPOSIT RATES 7. SELECTED EURO D O LLAR AND U.S. M O NEY M A RK ET RATES 8. INTEREST ARB ITRA G E: 3-MONTH FUNDS 9. LONG-TERM G O VER N M EN T BOND Y IELDS 10. IN D U S T R IA L STOCK INDICES collectible at par in U.S. Currency. CHART 1 SPOT EXCHANGE INDICES DOLLAR PRICES OF FOREIGN CURRENCIES AND WEIGHTED AVERAGE VALUES (THIN LINE) AVERAGES FOR WEEK ENDING WEDNESDAY RATIO S CALE MARCH 1973=100 RATIO SCALE MARCH 1973=100 160 140 120 H 100 80 240 200 160 120 180 160 140 100 1981 1983 1981 1983 CHART 2 3-MONTH FORWARD EXCHANGE RATES PREMIUM (+) OR ( - ) AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER ANNUM PERCENT PER ANNUM 1981 1983 1981 1983 CHART 3 PRICE OF GOLD IN LONDON AVERAGES FOR WEEK ENDING WEDNESDAY u.s. c AR S P E R F IN E O U N C E U .S . D O L L A R S P E R F IN E 800 800 750 750 700 700 650 650 600 600 550 550 500 500 450 450 400 400 350 350 300 300 1 1, 1- I 1-1 1 250 1980 1981 1982 1983 250 CHART 4 CALL MONEY RATES WEEKLY SERIES PERCENT PER NT PER ANNUM 28 24 24 20 u. s. FEDERAL FUNDS 20 16 16 12 8 12 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 4 0 1981 1983 1981 1983 CHART 5 3-MONTH INTEREST RATES WEEKLY SERIES PERCENT PER ANNUM PERCENT PER ANNUM 1981 1983 1981 1983 CHART 6 EURO-DOLLAR DEPOSIT RATES Lo n d o n AVERAGES FT>R WEEK ENDING WEDNESDAY PERCENT PER-ANiNUM ENT PER ANNUM 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 P E R C E N T P ER A N N U M P E R C E N T PER ANN UM 3 2 Io + 1 1 2 3 4 1981 1 PERCENT ON DIFFERENTIAL SCALE = 2 PERCENT ON RATE SCALE 1983 CHART 8 INTEREST ARBITRAGE: 3-M ONTH FUNDS DIFFERENTIAL: PLUS(-t-), INDICATES FAVOR DOLLAR ASSETS AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER ANNUM PERCENT PER ANNUM 28 20 12 4 2 + 0 2 4 28 28 INTERBANK DM COVERED FRANKFURT 20 - 20 12 12 l I IlIIIllIllII lIIlIllIll DIFFERENTIAL ii 1983 1981 1 PERCENT ON D IF F E R E N T IA L SCALE = 2 PERCENT ON RATE SCALE 4 CHART 9 LONG-TERM GOVERNMENT BOND YIELDS WEEKLY SERIES PERCENT PER ANNUM PERCENT P £» * \ \ . V 19 15 11 7 1981 1983 1981 1983 CHART 10 INDUSTRIAL STOCK INDICES WEEKLY SERIES RA^C RATIO SCALE 1969=100 SCALE 1969=100 1981 1983 1981 1983 LAST fALOE PLOTTED DATE VALOE SERIES MANE CHART 1. SPOT EXCHANGE RATES A8D INDICES MEEKLY AVERAGES, NOON BUYING RATES (U.S. CENTS) GERMAN HARK JAPANESE YEN DUTCH G U ILD E R O .K . POUND CANADIAN DOLLAR FRENCH FRANC S M IS S FRANC B E LG IA N FRANC IT A L IA N L IR A IN D IC E S , MARCH 1973 BASE RATES - WEIGHTED AVERAGE EXCHANGE VALOE IN D IC E S , (G -1 0 COONTRISS PLUS SW ITZERLAND ) O . S . DOLLAR GERMAN HARK JAPANESE YEN DUTCH G O ILD ER O .K . POUND CAN A D IA N DOLLAR FRENCH FRANC S M IS S FRANC BELG IA N FRANC IT A L IA N L IR A SWEDISH KRONA 3-M O NTH FORWARD EXCHANGE R A TE S , CANADIAN DOLLAR U . K . POUND GERMAN HARK FRENCH FRANC SW ISS FRANC DUTCH G U ILD ER JAPANESE YEN IT A L IA N L IR A 29 29 29 29 29 29 29 29 29 3 9 .4 7 0 .4 1 9 3 5 3 5 .2 4 1 5 3 .6 8 8 1 .2 6 1 3 .1 3 4 7 .7 6 1 .9 7 3 0 4 0 .0 6 6 5 5 JUNE JUNE JUNE JUNE JUNE JUNE JUNE JUNE JUNE 29 29 29 29 29 29 29 29 29 1 1 1 .0 5 1 0 9 .8 0 1 0 1 . 17 6 2 . 16 8 0 .9 9 5 9 . 18 1 5 3 .6 4 7 7 .7 5 3 7 .8 0 29 29 29 29 29 29 29 29 29 29 29 1 2 4 .6 6 1 3 9 .4 9 1 3 4 .8 4 1 2 1 .9 0 7 1 .6 6 9 6 .0 6 6 7 .6 1 1 8 5 .9 5 9 2 .1 0 4 2 .3 0 6 8 .2 8 29 29 29 29 29 29 29 29 0 .5 4 0 .2 2 4 .6 8 -4 .6 3 5 .0 1 4 .4 2 3 .3 1 -6 .7 2 100 GERMAN HARK JAPANESE YEN DOTCH G U ILD E R O .K . POUND CANADIAN DOLLAR FRENCH FRANC S M IS S FRANC B E LG IA N FRANC IT A L IA N L IR A CHART 2 . JUNE JUNE JUNE JUNE JUNE JUNE JUNE JUNE JUNE HAR 1973 * 1 00 JUNE JUNE JUNE JUNE JUNE JUNE JUNE JUNE JUNE JUNE JONE P R E H IU H OR DISCO UNT JUNE JUNE JUNE JUNE JUNE JUNE JUNE JUNE LAST VALUE PLOTTED DATE VALUE SERIES NAME CHART 3. GOLD P R IC E U .S . IH LONDON, DOLLARS PER F IR E AFTERNOON F IX IN G OUNCE JUNE 2 9 < 1 1 8 .8 7 CHARI 4 . CALL MONEY RATES JUNE JUNE JUNE JURE JUNE JU LY JUNE JUNE JAN. JULY 29 29 24 JO 24 1 24 24 1 1 8 .9 0 9 .1 4 9 .5 0 8 .7 3 5 .0 0 4 .6 6 6 .3 8 1 2 .6 3 1 0 .3 0 2 .6 3 JUNE JUNE JUNE JUNE JUNE JUNE JUNE 29 29 29 29 29 29 29 9 .3 4 5 .5 1 6 .5 8 9 .3 8 9 .7 4 4 .9 4 8 .3 0 JUNE JUNE JUNE JUNE JUNE JUNE 29 29 29 29 29 29 9 .1 4 1 0 .0 4 9 .6 3 9 .7 9 1 0 .0 4 1 0 .2 1 O VERN IG HT EURO-DOLLAR D E P O S ITS U . S . FEDERAL FUNDS D IF F E R E N T IA L A D J . FOR RESERVE REQUIREMENTS JUNE 2 9 JUNE 2 9 JUNE 2 9 9 . 14 8 .9 0 0 .2 4 3—MONTH EURO-DOLLAR D E P O S IT RATE U . S . 9 0 -D A Y C D 'S , SECCNDABY MARKET D IF F E R E N T IA L JUNE 2 9 JUNE 2 9 JUNE 2 9 9 .7 9 9 .3 4 0 .4 5 U . S . FEDERAL FUNDS O VERN IG HT EURO-DOLLAR D E P O S IT S U .K . CANADA GERMANY EURC-DH JAPAN FRANCE NETHERLANDS EURO—SW ISS FRANC CHART 5 . 3 —MONTH IN T E R E S T RATES U . S . 9 0 -D A Y C D 'S , SECONDARY MARKET GERMAN INTERBAN K LOAN JAPANESE BANK LOANS 8 DISCOUNTS CANADIAN F IN A N C E PAPER INTER B A N K S TE R LIN G SW ISS IN TE R B A N K LOAN W EIGHTED AVERAGE FOREIGN IN T E R E S T RATE (G—10 C O U N TR IE S PLUS SW ITZERLAND ) CHART >. EURO-DOLLAR D E P O S IT RATES: LONDON O VERNIG HT 7 -D A Y 1-MONTH 3-M O NTH 6 - MONTH 1 -Y F A fi CHART . SELECTED EURO-DOLLAR AND U . S . MONEY MARKET RATES SERIES NAME CHART LAST VALUE PLOTTED DATE VALUE . INTEREST ARBITRAGE, 3— MONTH FUNDS EURO— DOLLAR DEPOSIT I NTERBANK STERLING (LONDON), COVERED DIFFERENTIAL J UNE 29 JUNE 29 JUNE 29 9.79 9.97 -0.18 O.S. COMMERCIAL PAPER CANADIAN FIN A N C E PAPER, COVERED DIFFERENTIAL JUNE 29 JUNE 29 J U N E 29 9.16 9.93 -0. 77 EURO-DOLLAR DEPOSIT INTERBANK DM (FRANKFORT), COVE R E D DIFFERENTIAL JUNE 29 JUNE 29 JUNE 29 9.79 10.26 -0.47 EURO-DOLLAR DBPOSIT SWISS INTERBANK, COVERED DIFFERENTIAL JUNE 29 JUNE 29 JUNE 29 9.79 10.01 -0.22 C H A R T 9. LONG TERM GOVERMENT BOND YIELDS UNITED STATES GEBHANI JAPAN (MONTHLY) SHITZERLAND CANADA FRANCE NETHERLANDS (HONTHLI) UNITED KINGDOM JUNE JUNE MARCH JUNE JUNE APRIL FEB. MAY 24 17 24 10 8 27 10.87 8.03 7.46 4.60 11.46 14.60 8.20 9.74 0, S. CORPORATE AAA BONDS EURO-DOLLAR BONDS CHART 10. 11.46 9.90 HAY APRIL S T OCK INDICES UNITED STATES UNITED KINGDOM CANADA GERMANY SHITZERLAND NETHERLANDS FRANCE JAPAN HAY MAY MAY MAY MAY HAY HAY HAY 25 25 25 25 25 25 25 25 172.34 154.03 241.07 134.63 108.61 123.83 126.58 167.89
@FedFRASER