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S-Wo (516/517) ^ :; *> b m w n e t ^ V i . -u0 Selected Interest & Exchange Rates Weekly Series of Charts July 6, 1982 DIVISION OF INTERNATIONAL FINANCE Prepared by the FINANCIAL MARKETS SECTION BOARD OF GOVERNORS FEDERAL RESERVE SYSTEM Washington, D C. 20551 4 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 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 m SPOT EXCHANGE INDICES DOLLAR PRICES OF FOREIGN CURRENCIES AND WEIGHTED AVERAGE VALUES (THIN LINE) AVERAGES FOR WEEK ENDING WEDNESDAY RATIO S MARCH 1973 \LE RATIO £ MARCH 73=100 160 JAPANESE YEN FOREIGN CURRENCY PRICE OF U.S. DOLLAR 140 120 100 80 120 — U.K. POUND 100 80 & 60 ^ I I : SWISS FRANC I — 180 DUTCH GUILDER 160 - 140 120 100 GERMAN MARK - 120 100 CANADIAN DOLLAR 80 FRENCH FRANC 60 160 140 120 100 ITALIAN LIRA BELGIAN FRANC 80 1980 1982 1980 1982 CHART 2 3-MONTH FORWARD EXCHANGE RATES PREMIUM (+) OR (-> AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER Ah ENT PER ANNUM — 6 ITALIAN LIRA - - + 0 , CANADIAN DOLLAR I 6 I y " V I 6 + 0 U. K. POUND 6 DUTCH GUILDER 12 12 SWISS FRANC GERMAN MARK 6 + 0 6 + 0 6 FRENCH FRANC f JAPANESE YEN 12 I I I I I I I I 1980 1982 1980 1982 CHART 3 PRICE OF GOLO IN LONDON AVERAGES FOR WEEK ENDING WEDNESDAY U.S. c 800 LIARS PER FINE OUNCE U.S. DOLLARS PER FINE ( 800 750 750 700 700 650 650 600 600 550 550 500 500 12.5 K g BARS AFTERNOON FIXING P R I C E 450 450 400 400 350 350 300 300 250 250 200 200 150 150 I I I I I I I 100 1979 1980 1981 I I I I I I I I I I I 1982 100 CHART 4 CALL MONEY RATES WEEKLY SERIES PERCENT PER AN IT PER ANNUM 28 24 U. S. FEDERAL FUNDS U. K. 2-DAY LOCAL AUTHORITY 20 16 " J ' - M . i A T 12 n ^ " V - 8 I 4 I I 24 20 16 CANADA EURO-SWISS FRANC W f vvV 12 8 NETHERLANDS 4 + 0 24 20 GERMANY FRANCE 16 12 8 EURO-DM 4 0 1980 1982 1980 1982 CHART 5 3-MONTH INTEREST RATES WEEKLY SERIES PERCENT PER ANNUM NT PFR ANNUM 20 U.S. CD'S 16 12 U.K. INTERBANK STERLING WEIGHTED AVERAGE FOREIGN RATE 8 I I I II I I I I I I I II I I 4 4 26 GERMAN INTERBANK RATE CANADIAN FINANCE CO. PAPER 22 18 14 10 6 16 JAPANESE BANK LOANS AND DISCOUNTS 12 8 SWISS INTERBANK RATE I I I I III! 4 1980 1932 I I I I II III i I 1982 0 CHART 6 EURO-DOLLAR DEPOSIT RATES LONDON AVERAGES FOR WEEK ENDING WEDNESDAY PER PERCENT PER AN [NT PER ANNUM 24 20 16 12 8 3-MONTH OVERNIGHT 111 I I 4 24 20 16 12 6-MONTH 7-DAY 8 I I I I II I I I I I 4 24 20 16 12 1-YEAR 1-MONTH 8 4 1980 1982 1980 1982 4 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 EURO-DOLLAR DEPOSITS - FEDERAL FUNDS /" pii i\ i/i ijti 18 - lijtplA \ ii /If 7 » 22 M i - 18 - 14 - 10 - j 14 - in y 10 1 90-DAY CD' S OVERNIGHT EURO-DOLLAR DEPOSITS 1 1 1 1 1 1 II 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 6 3 2 1 1 DIFFERENTIAL DIFFERENTIAL 2 3 I I I I I I I I I I II 1980 1 PERCENT ON DIFFERENTIAL SCALE = 2 PERCENT ON RATE SCALE I I III I I 1982 _LL I I 1980 1± LL 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 28 EURO-DOLLAR DEPOSITS DASHED LINE CANADIAN FINANCE CO. PAPER. COVERED 20 20 ;w 12 12 INTERBANK STERLING U. S. COMMERCIAL PAPER COVERED LONDON I I I lull 11111 - — - DIFFERENTIAL DIFFERENTIAL — IYW/ — 1 III II hill i 1 1 1 2 4 28 28 SWISS INTERBANK (SF) COVERED INTERBANK DM COVERED FRANKFURT 20 20 — - h i V I 1 J * v \ 1 f a j - 12 12 vv EURO-DOLLAR DEPOSITS — DASHED LINE i i i 1 1 EURO-DOLLAR DEPOSITS DASHED LINE J! 11111111111 1 2 DIFFERENTIAL DIFFERENTIAL A 1 1 1 1 , A + I. I 0 ' W 1 1 llilllllllll iiiiiiiiiii 1980 1982 1 PERCENT ON DIFFERENTIAL SCALE = 2 PERCENT ON RATE SCALE i 2 1 9 8 0 1 9 8 2 CHART 9 LONG-TERM GOVERNMENT BOND YIELDS WEEKLY SERIES NT PER ANNUM PERCENT PER AL 19 U. S. CORPORATE UNITED STATES 15 19 MONTHLY Aaa BONDS 15 11 11 EURO-DOLLAR BONDS 7 7 15 — UNITED KINGDOM SWITZERLAND — — 11 5 7 13 9 I I l I I I I I I I I I I I I I1 I 13 MONTHLY — VxT III 9 9 J GERMANY 5 22 - 5 22 18 18 CANADA FRANCE 14 14 10 10 NETHERLANDS 6 6 1980 1982 1980 1982 CHART 10 INDUSTRIAL STOCK INDICES WEEKLY SERIES RATIO 1969= RATIO 8 :ALE 1965 180 160 140 120 100 JAPAN UNITED STATES 80 140 120 SWITZERLAND - - 100 UNITED KINGDOM I I i 80 140 FRANCE GERMANY 120 Xx 100 y v\ A Z M . AAX r 80 I I I 140 120 100 CANADA NETHERLANDS 80 60 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. CENTS) 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 BASE RATES = WEIGHTED AVERAGE EXCHANGE VALUE I N D I C E S , ( G - 1 0 COUNTRIES PLUS SWITZERLAND) U . S . DOLLAR GERMAN MARK 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 3-MONTH FORWARD EXCHANGE B A T E S , CANADIAN DOLLAR U . K . POUND GERMAN MARK FRENCH FRANC S W I S S FRANC DUTCH GUILDER J A P A N E S E YEN ITALIAN LIRA 30 30 30 30 30 30 30 30 30 4 0 . 40 0. 3 9 0 7 8 3 6 . 55 1 7 2 .,82 7 7 . 34 1 4 ..56 4 7 . 30 2. 11950 0. 0 7 1 9 0 JUNE JUNE JUNE JUNE JUNE JUNE JUNE JUNE JUNE 30 30 30 30 30 30 30 30 30 113.66 102.32 104.94 69.90 77.09 65.61 152.16 83.52 4 0 . 85 30 30 30 30 30 30 30 30 30 30 30 119.59 137.93 120.12 122.41 78.67 87.93 73.14 178.02 95.95 44.39 82.54 30 30 30 30 30 30 30 30 -1.30 3.27 7.22 —0. 8 0 10.70 6.32 9.06 - 5 . 17 100 GERMAN MARK JAPANESE YEN DUTCH GUILDER U . K . POUND CANADIAN DOLLAR FRENCH FiRANC SWISS FRANC BELGIAN FRANC ITALIAN LIRA CHART 2 . JUNE JUNE JUNE JUNE JUNE JUNE JUNE JUNE JUNE MAR 1 9 7 3 = 100 JUNE JUNE JUNE JUNE JUNE JUNE JUNE JUNE JUNE JUNE JUNE PREMIUM OR DISCOUNT JUNE JUNE JUNE JUNE JUNE JUNE JUNE JUNE LAST VALUE PLOTTED DATE VALUE S E R I E S NAME CHART 3 . GOLD P R I C E I N LONDON, AFTERNOON F I X I N G JUNE 3 0 309.20 JUNE JUNE JUNE JUNE JUNE JUNE JUNE JUNE JAN. JUNE 30 30 25 18 25 11 25 25 1 11 14.81 14.70 12.75 15.80 9.00 8.38 7.25 15.63 10.30 2.00 JUNE JUNE JUNE JUNE JUNE JUNE JUNE 30 30 30 30 30 30 30 15.25 9.37 7.31 17.00 13.07 6.07 11.54 JUNE JUNE JUNE JUNE JUNE JUNE 30 30 30 30 30 30 14.70 15.40 15.66 16.28 16.45 16.16 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 JUNE 3 0 JUNE 3 0 JUNE 3 0 1 4 . 70 1 4 . 81 - 0 . 11 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 JUNE 3 0 JUNE 3 0 JUNE 3 0 1 6 . 28 15. 25 1. 03 U.S. 4. DOLLARS PER F I N E OUNCE CALL MONEY RATES U . S . FEDERAL FUNDS OVERNIGHT EURO-DOLLAR D E P O S I T S U . K . 2 - D A Y LOCAL AUTHORITY D E P O S I T S CANADA GERMANY EURO-DM JAPAN FRANCE NETHERLANDS E U R O - S W I S S FRANC CHART 5 . 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 STERLING S W I S S INTERBANK LOAN WEIGHTED AVERAGE FOREIGN I N T E R E S T RATE ( G - 1 0 COUNTRIES PLUS SWITZERLAND) CHART 6 . EURO-DOLLAR D E P O S I T R A T E S : LONDON OVERNIGHT 7-DAY 1-MONTH 3-MONTH 6-MONTH 1-YEAR CHART 7 . SELECTED EURO-DOLLAR AND U . S . MONEY MARKET RATES LAST VALUE PLOTTED DATE VALUE S E R I E S NAME CHART 8 . INTEREST ARBITRAGE, 3-MONTH FUNDS EURO-DOLLAR D E P O S I T INTERBANK S T E R L I N G ( L O N D O N ) , COVERED DIFFERENTIAL JUNE 3 0 JUNE 3 0 JUNE 3 0 16. 28 16. 46 - 0 . 18 U . S . COMMERCIAL PAPER CANADIAN FINANCE P A P E R , DIFFERENTIAL JUNE 3 0 JUNE 3 0 JUNE 3 0 1 4 . 72 1 5 . 65 - 0 . 93 JUNE 3 0 JUNE 3 0 JUNE 3 0 16. 28 16. 76 - 0 ., 4 9 JUNE 3 0 JUNE 3 0 JUNE 3 0 1 6 .,28 1 6 .,93 - 0 . ,66 COVERED EURO-DOLLAR D E P O S I T INTERBANK DM ( F R A N K F U R T ) , DIFFERENTIAL COVERED 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 CHART 9 . LONG TERM GOVERMENT BOND Y I E L D S UNITED S T A T E S GERMANY JAPAN (MONTHLY) SWITZERLAND CANADA .FRANCE NETHERLANDS UNITED KINGDOM U.S. 11 18 7 1 18 14. 9. 8. 5. 15. 16. 11. 12. 70 12 04 00 60 26 12 53 MAY APRIL 14.26 13.04 STOCK I N D I C E S UNITED STATES UNITED KINGDOM CANADA GERMANY SWITZERLAND NETHERLANDS FRANCE JAPAN 25 11 CORPORATE AAA BONDS EURO-DOLLAR BONDS CHART 1 0 . JUNE JUNE MAY JUNE JUNE MAY JAN. JUNE JUNE JUNE JUNE JUNE JUNE JUNE JUNE JUNE 9 9 9 9 9 9 9 9 114. 129. 142. 97. 83. 83. 107. 143. 88 12 33 02 81 23 47 72 •EDERAL RESERVE statistical release H. 10 ( 5 1 2 ) JULY FOREIGN EXCHANGE RATES i FOB THE WEEK ENDING JULY 2, 8, 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 MONETARY UNIT ARGENTINA •AUSTRALIA AUSTRIA BELGIUM BRAZIL CANADA CHILE CHINA, P . R . COLOMBIA DENMARK FINLAND FRANCE GERMANY GREECE JONG KONG INDIA INDONESIA IRAN •IRELAND ISRAEL ITALY JAPAN MALAYSIA MEXICO .NETHERLANDS •NEW ZEALAND NORWAY \ PERU PHILIPPINES PORTUGAL SINGAPORE •SOUTH AFRICA SOUTH KOREA SPAIN S S I LANKA SWEDEN SWITZERLAND THAILAND •UNITED KINGDOM VENEZUELA 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 JUn£ 28 15450.00 101.68 17.550 47.470 163.93 1.2984 47.300 1.9515 63.800 8.6225 4.7785 6.9145 2.4933 70.200 5.9370 9.6000 655.25 NA 138.00 24.180 1401.00 258.95 2.3700 48.0600 2.7545 73.800 6.3100 671.25 8.5050 84.750 2.1630 8k.85 741.30 112.550 20.750 6.1700 2.1365 23.000 171.85 4.2955 (CURRENCY O N U S PER DOLLAR, JUWE 2 9 JUNE 3 0 15450.00 102.05 17.340 46.910 169.93 1.2995 47.300 1.9515 63.800 8.5100 4.7255 6.8450 2.4625 69.750 5.9200 9.5700 655.25 NA 139.70 24.230 1376.00 255.55 2.3660 48.0900 2.7270 73.940 6.2200 671.25 8.5050 84.600 2.1570 87.15 741.30 111.750 20.750 6.1000 2.1070 23.000 173.50 4.2955 15450.00 102.21 17.310 46.970 169.93 1.2929 47.300 1.9358 63.800 8.5100 4.7300 6.8300 2.4595 69.400 5.9025 9.5300 655.25 NA 140.15 24.230 1383.00 255.00 2.3620 48.0800 2.7200 74.250 6.2650 671.25 8.5050 83.900 2.1540 87.64 741.30 110.970 20.750 6.1200 2.0995 23.000 173.55 4.2955 JULY T 15450.00 102.01 17.350 47.220 173.19 K2860 47.300 1.9358 63.800 8.5500 4.7305 6.8490 2.4695 69.500 5.9075 9.5700 655.25 NA 139.25 24.360 1389.00 255.95 2.3670 48.1500 2.7290 74.120 6.3350 671.25 8.5050 84.000 2.1560 87.32 741.30 111.410 20.750 6.1450 2.1025 23.000 173.50 4.2955 JULY T 15750.00 101.99 17.360 47.380 173.19 1.2875 47.300 1.9358 63.800 8.5700 4.7270 6.8675 2.4770 69.450 5.8870 9.5600 658.00 NA 138.95 24.360 1389.00 257.00 2.3620 48.3000 2.7360 74.160 6.3400 679.50 8.4750 83.900 2.1520 87.22 744.00 111.380 20.900 6.1425 2.1040 23.000 173.10 4.2945
@FedFRASER