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(516, 5171 Selected Interest & Exchange Rates Weekly Series of Charts J u n e 15, 1 9 8 1 DIVISION OF INTERNATIONAL F I N A N C E Prepared by the FINANCIAL MARKETS SECTION BOARD OF GOVERNORS F E D E R A L R E S E R V E 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 0 120 120 U.K. POUND 100 80 100 80 FOREIGN CURRENCY PRICE OF U.S. DOLLAR 60 60 180 FRENCH FRANC 160 120 140 120 100 GERMAN MARK 80 100 160 240 140 200 JAPANESE YEN 120 160 100 SWISS FRANC 140 80 120 160 160 BELGIAN FRANC 140 140 120 120 DUTCH GUILDER 100 100 100 100 80 60 ITALIAN LIRA 80 60 CANADIAN DOLLAR 40 40 1979 1981 1979 1981 CHART 2 3-MONTH FORWARD EXCHANGE RATES PREMIUM (+) OR ( - ) AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER ANNUM PERCENT PER ANNUM 6 24 _ CANADIAN DOLLAR I I I I I A ; \LV TA I I - ITALIAN LIRA - I U. K. POUND 12 A I I I I I I - ,v 11111111111 24 K 7 : DUTCH GUILDER I GERMAN MARK SWISS FRANC nlnlnli 12 FRENCH FRANC \ JAPANESE YEN \/ " 1 - + 0 I 1979 1981 I I 1 1 1979 1 1981 CHART 3 PRICE OF GOLD IN LONDON AVERAGES FOR WEEK ENDING WEDNESDAY U.S. c U.S. DOLLARS PER FINE OUNCE LLARS PER FINE OUNCE 800 800 750 750 700 700 650 650 600 600 550 550 500 500 12.5 Kg BARS AFTERNOON FIXING PRICE 450 450 400 400 350 350 300 300 250 250 200 200 150 150 100 100 1978 1979 1980 1981 CHART 4 CALL MONEY RATES WEEKLY SERES PERCENT PER A1 :NT PER ANNUM 28 26 24 24 U. S. FEDERAL FUNDS 20 U. K. 2-OAY LOCAL AUTHORITY 20 16 16 12 12 8 8 4 4 24 24 20 20 16 16 12 12 EURO-SWISS FRANC a 8 4 4 NETHERLANDS + 0 0 24 24 20 20 FRANCE 16 16 GERMANY 12 12 8 8 JAPAN 4 4 EURO-DM 0 a 1979 1981 1979 1981 3/19/81 4 CHART 5 3-MONTH INTEREST RATES WEEKLY SERIES PERCENT PER ANN T PER ANNUM 20 20 U. S. CD S 16 16 12 12 U.K. INTERBANK STERLING 8 8 WEIGHTED AVERAGE FOREIGN RATE 4 4 16 22 18 12 GERMAN INTERBANK RATE CANADIAN FINANCE CO. PAPER 8 14 4 10 0 6 16 12 JAPANESE BANK LOANS AND DISCOUNTS SWISS INTERBANK RATE 12 - V - 4 8 J 4 8 1979 1981 I 1979 I 11111111111 1981 0 CHART 6 EURO-DOLLAR DEPOSIT RATES LONDON AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER A r NUM ENT PER ANNUM 24 24 20 3-MONTH OVERNIGHT 20 16 16 12 12 8 8 4 4 24 24 6-MONTH 7-DAY 20 20 16 16 12 12 8 8 4 4 24 24 1-YEAR 1-MONTH 20 16 20 aV J A - 12 - 16 12 8 8 ! i I 4 1979 1981 I I i I 1979 i liiiilliiill 1 i1 iiii1 4 1 1 1 1981 CHART 7 SELECTED EURO-DOLLAR AND U. S. MONEY MARKET RATES DIFFERENTIAL: PLUS(+), FAVORS BORROWING IN U. S. AVERAGES FOR WEEK ENDMG WEDNESDAY PERCENT PER ANNUM PERCENT PER ANNUM 26 26 FEDERAL FUNDS ' 3-MONTH EURO-DOLLAR DEPOSITS IJ 90-DAY CD' S OVERNIGHT EURO-DOLLAR DEPOSITS I I n h 1111111111 11111111 DIFFERENTIAL DIFFERENTIAL 2 /ANV> 1 • 0 1 2 3 I 1979 PERCENT ON DIFFERENTIAL SCALE = 2 PERCENT ON RATE SCALE 1961 I I I I 1979 I I IIIIIIIIII i IIIIIIIIII 1981 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 CANADIAN FINANCE CO. PAPER, COVERED EURO-DOLLAR DEPOSITS INTERBANK STERLING U. S. COMMERCIAL PAPER COVERED LONDON I DIFFERENTIAL I I l< DIFFERENTIAL - -^vAAV — YAA y " l — * 1 1 1 1 1 u j l A iihilillll - - INTERBANK DM COVERED FRANKFURT 20 SWISS INTERBANK (SF) COVERED - K v 12 k} - .— EURO-DOLLAR DEPOSITS 1 1 1 - r - 1 1 — I EURO-DOLLAR DEPOSITS 1 I DIFFERENTIAL I I DIFFERENTIAL I 1979 I 1981 PERCENT ON DIFFERENTIAL SCALE = 2 PERCENT ON RATE SCALE 1 I I I I I 1970 I 1961 CHART 9 LONG-TERM GOVERNMENT BOND YIELDS WEEKLY SERIES ENT PER ANNUM P E R C E N T P E R Af 17 17 15 15 CANADA UNITED STATES 13 13 11 11 9 9 7 7 12 — 9 — 10 7 8 SWITZERLAND - 5 GERMANY - 6 3 4 1 16 17 FRANCE 14 15 UNITED 1 CINGDOM 12 V l/V/v V A / 10 itf Vr 8 : 1 1 1 1 U. S. CORPORATE i l l ii h i l l i 13 JAPAN - Aaa BONDS - 10 8 11 9 E U R O - D O L L A R BONDS - - M i l 6 7 15 MONTHLY MONTHLY 14 12 11 9 NETHERLANDS 6 16 13 1979 1981 1979 ii l i i h i l l i 1 h i h i h i 1 1981 7 5 CHART 10 STOCK INDICES WEEKLY SERIES RATIO SCALE 1977=100 RATIO SCALE 1977=100 UNITED STATES JAPAN UNITED KINGDOM FRANCE NETHERLANDS SWITZERLAND GERMANY 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) JUNE JUNE JUNE JUNE JUNE JUNE JUNE JUNE JUNE GERMAN MARK J A P A N E S E YEN DUTCH GUILDER U . K . POUND CANADIAN DOLLAR FRENCH FRANC S W I S S FRANC BELGIAN FRANC ITALIAN LIRA INDICES, MARCH 1 9 7 3 BASE RATES = JUNE 10 JUNE 1 0 JUNE 10 JUNE 1 0 JUNE 10 JUNE 1 0 JUNE 1 0 JUNE 10 JUNE 1 0 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 S W I S S FRANC BELGIAN FRANC ITALIAN LIRA SWEDISH KRONA 3-HONTH FORWARD EXCHANGE R A T E S , CANADIAN DOLLAR U . K . POUND GERMAN MARK FRENCH FRANC S W I S S FRANC DUTCH GUILDER JAPANESE YEN I T A L I A N LIRA 4 1 ., 6 5 0.44029 3 7 ., 3 8 194.42 82.89 1 7 ., 6 1 4 7 ..20 2 .. 5 5 2 5 4 0 ., 0 8 3 3 0 100 GERMAN MARK J A P A N E S E YEN DUTCH GUILDER U . K . POUND CANADIAN DOLLAR FRENCH FRANC S W I S S FRANC BELGIAN FRANC ITALIAN LIRA IT 2 . 10 10 10 10 10 10 10 10 10 MAR 1 9 7 3 = 117.17 115.28 107.30 78.64 82.62 79.35 151.85 100.58 47.32 100 JUNE JUNE JUNE JUNE JUNE JUNE JUNE JUNE JUNE JUNE JUNE 10 10 10 10 10 10 10 10 10 10 10 107.93 129.87 125.42 114.98 81.96 86.85 82.62 163.49 107.18 47.68 92.25 10 10 10 10 10 10 10 10 -0.97 5.09 5.18 -6.73 7.72 5.85 10. 66 -4.35 PREMIUM OR DISCOUNT JUNE JUNE JUNE JUNE JUNE JUNE JUNE JUNE SERIES CHART 3 . NAME GOLD P R I C E I N LONDON, AFTERNOON F I X I N G U.S. CHART 4 . LAST VALUE PLOTTED DATE VALUE JUNE 10 10 5 29 5 29 5 5 24 29 19.33 19.21 12.88 17.10 11.90 10.95 7.00 JUNE JUNE JUNE JUNE JUNE JUNE JUNE 10 10 10 10 10 10 10 16.87 13.19 7.44 19.38 12.90 19.21 18. 77 18.69 18.04 17.08 16.30 20.00 9.90 6.35 10.28 13.87 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 . JUNE JUNE JUNE MAY JUNE MAY JUNE JUNE APRIL MAY 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 JAPANESE BANK LOANS & DISCOUNTS CANADIAN F I N A N C E 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 PLUS SWITZERLAND) CHART 6 . 464.35 CALL HONEY 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 . 10 JUNE 1 0 JUNE 1 0 JUNE 10 JUNE 10 JUNE 1 0 JUNE 1 0 DOLLARS PER F I N E OUNCti SELECTED EURO-DOLLAR AND U . S . 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 JUNE 10 JUNE 1 0 JUNE 10 19.21 19.33 -0.12 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 10 JUNE 1 0 JUNE 10 18.04 16.87 0.91 LAST T I L D E PLOTTED DATE VALUE S E R I E S NAME CHART 8 . I N T E R E S T ARBITRAGE, 3-MONTH FUNDS EUEO-DOLLAR D E P O S I T INTERBANK STERLING ( L O N D O N ) , COVERED DIFFERENTIAL JONE 1 0 JUNE 1 0 JONE 1 0 18. 04 1 8 . 16 - 0 . 12 U . S . COMMERCIAL PAPER CANADIAN FINANCE P A P E R , DIFFERENTIAL JOKE 10 JONE 1 0 JONE 1 0 1 6 .,68 18. 36 - 1 . ,68 JONE 10 JONE 1 0 JUNE 1 0 1 8 ., 0 4 18. 54 - 0 .,50 JONE JONE JUNE 10 10 10 18. 04 1 8 . 20 - 0 . ,16 JONE MAY APRIL MAY MAY APRIL APRIL MAY 5 29 1 3 .,53 11. 22 7 .,90 5.82 1 4 ., 9 6 14. 76 1 0 ., 9 1 1 1 ., 8 1 COVERED EOhO-DOLLAR D E P O S I T INTERBANK DM ( F R A N K F O R T ) , DIFFERENTIAL COVERED EORO-DOLLAR D E P O S I T S W I S S INTERBANK, COVERED DIFFERENTIAL CHART 9 . LONG TERM GOVERMENT BOND Y I E L D S ONITED STATES GERMANY JAPAN (MONTHLY) SWITZERLAND CANADA FRANCE NETHERLANDS ONITED KINGDOM U.S. 15 29 10 24 29 CORPOBATE AAA BONDS BUEO-DOLLAB BONDS CHART 1 0 . 13.88 12.51 STOCK I N D I C E S ONITED STATES ONITED KINGDOM CANADA GERMANY SWITZERLAND NETHERLANDS FRANCE JAPAN APRIL APRIL JONE JONE JOVE JONE JONE JONE JONE JONE 3 3 3 3 3 3 3 3 136.27 120.19 23J.40 99.22 95.64 85.68 80.40 147.78 FEDERAL RESERVE statistical release H -10(512) •i 1991 FOREIGN EXCHANGE RATES FOR THE WEEK B S D I 0 3 JUNE 12, » 1981 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 following noon buying rate in New York City for cable transfers payable in foreign currencies: COUNTRY AUSTRALIA AUSTRIA BELGIUM CANADA DENMARK FINLAND FRANCE GERMANY INDIA IRELAND ITALY JAPAN MALAYSIA MEXICO NETHERLANDS NEW ZEALANL NORWAY PORTUGAL SOUTH AFRICA SPAIN S R I LANKA SWEDEN SWITZERLAND UNITED KINGDOM MONETARY UNIT JUNE DOLLAR SCHILLING FRANC DOLLAR KRONE MARKKA FRANC D . MARK RUPEE POUND LIRA YEN DOLLAR PESO GUILDER DOLLAR KRONE ESCODO RAND PESETA RUPEE KRONA FRANC POUND 112.7000 5.84454 2.55232 82.9394 13.1666 22.1631 17.6367 41.5800 11.6279 151.7000 0.08299 0.43879 42.1763 4.1169 37.2162 85.1600 16.7504 1.5723 114.6000 1.0444 5.4142 19.6657 47.2813 194.0000 8 JUNE 9 IRATE U . S . CENTS JUNE 1 0 112.7000 5.91366 2.54907 82.9050 13.2363 22.3164 17.5039 41.6146 11.6009 151.6000 0.08354 0.43840 42.1585 4.1152 37.4111 85.2600 16.7997 1.5848 114.7800 1.0479 5.4142 19.6464 47.3485 194.0500 113.2500 5.93824 2.57998 83.1532 13-4138 22.4744 17.7715 42.1585 11.6279 153.8500 0.08448 0-44356 42.3819 4.1157 37.8931 85.5500 16.9722 1.5835 115.2700 1.0530 5.4142 19.8216 47.8927 197.0500 JUNE 1 1 JUNE 1 2 113.2300 5.87544 2.54712 82.9600 13.2380 22.3264 17.5331 41.5887 11.6550 151.9000 0.08351 0.44228 42.3191 4.1135 37.3972 85.3000 16.7856 1.5798 114.9300 1.0454 5.4142 19.5886 47.2813 194.9000 113.5000 5.88928 2.55558 83.0032 13.2670 22.2841 17.4825 41.7536 11.6144 152.3000 0.08372 0.44613 42.3549 4.1135 37.5234 85.3100 16.8138 1.5735 114.7000 1.0471 5.3850 19.6343 47.709* 195.7000
@FedFRASER