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(5 1 6 / 5 1 7 ) Selected Interest Exchange Rates W eekly Series o f Charts June 20,1983 DIVISION OF IN T E R N A T IO N A L F IN A N C E Prepared by the F IN A N C IA L M A R K E T S S E C T IO N BOARD O F GOVERNORS F E D E R A L R ESER V E 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 2. D A IL Y C E R T IF IE D SPOT EXCHANGE RATES-H.10 RELEASE CHARTS 1. SPOT EXCHANGE RATE INDICES 2. 3-M ONTH FORW ARD EXCHANGE RATES 3. GOLD PRICE -LONDON 4. C ALL M O NEY RATES 5. 3-M ONTH INTER EST RATES 6. EURO DOLLAR DEPOSIT RATES 7. SELECTED EURO-DO LLAR A ND U.S. M O NEY M A R K E T RATES a INTEREST A R B ITR A G E : 3-M ONTH FUNDS 9. LONG-TERM G O V E R N M E N T BOND Y IE LD S 10. IN D U S T R IA L STOCK INDICES 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. CHART 1 SPOT EXCHANGE INDICES DOLLAR PRICES OF FOREIGN CURRENCIES AND WEIGHTED AVERAGE VALUES (THIN LINE) AVERAGES FOR WEEK ENDING WEDNESDAY RATIO SCALE MARCH 1973=100 R A T IO S C A L E MARCH 1 9 7 3 = 1 0 0 160 JAPANESE YEN - / V p \ 140 'Ay X / " | | | 1 1 V v A 100 11111111111 1 1 1 1 1 1 1 1 1 11 1 - 80 240 200 SWISS FRANC 160 120 l l l IIIlI IIIIlI IlIIlIIlIIllI 180 160 DUTCH GUILDER 140 'NSiA r ------— 120 : 100 n ~ l 1 1 1 1 1 1 j i l u l l i l l i .1 l l i l L l l.l-LL. 120 120 CANADIAN DOLLAR 100 80 - 60 - - 80 60 80 70 60 50 40 9/1 3/8 2 CHART 2 3-MONTH FORWARD EXCHANGE RATES PREMIUM (+) OR ( - ) AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER ANNUM PERCENT PER ANNUM CHART 3 PRICE OF GOLD IN LONDON AVERAGES FOR WEEK ENDING WEONE SOAY u.s. c P E R F IN E O U N C E OUNCE U .S . D O L L A R S P E R F IN E 800 800 750 750 700 700 650 650 600 600 550 550 500 500 450 450 400 400 350 350 300 300 250 250 1980 1981 1982 1983 9/1 3/8 3 ^ CHAPT 4 CALL MONEY RATES w e e k l y s e r ie s PERCENT PER 28 24 24 20 20 16 16 12 12 8 8 4 4 0 24 I 24 20 20 EURO-SWISS FRANC ie 16 12 12 8 8 4 4 + 0 ♦ 0 24 20 20 16 16 12 12 8 8 4 4 0 9/1 3/8 2 CHART 5 3-MONTH INTEREST RATES WEEKLY SERIES :n t p e r a n n u m PERCENT PER 22 24 18 20 14 16 10 12 6 20 8 16 16 12 12 8 8 4 16 12 12 8 8 4 4 0 9/13/82 CHART 6 EURO-DOLLAR DEPOSIT RATES Lo ndo n AVERAGES FOR WEEK ENDING WEDNESDAY 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 1/01/S2 CHART 7 SELECTED EURO-DOLLAR AND U. S. MONEY MARKET RATES DIFFERENTIAL: PLUS(+), FAVORS BORROWING IN U. S. AVERAGES FOR WEEK ENDING WEDNESDAY P ER C E N T PER ANNUM P ER C E N T PER ANNUM 26 22 18 14 10 6 3 2 1 ♦ 0 1 2 3 4 7 •/o /ta .1 P E R C E N T ON D IF F E R E N T IA L SCALE = 2 P E R C E N T O N RA TE S C A L E CH A Rf 8 INTEREST ARBITRAGE: 3-MONTH FUNDS DIFFERENTIAL: P lU $ < *), INDICATES FAVOR DOLLAR ASSETS AVERAGES FOR WEEK ENDING WEDNESDAY P ER C E N T PER ANNUM P E R C E N T PER A NN UM 28 20 12 4 2 ♦ 0 2 4 28 20 12 4 2 ♦ 0 2 1081 1083 1 PERCENT ON DIFFERENTIAL SCALE = 2 PERCENT ON RATE SCALE 9/1 3/0 2 CHART 9 LONG-TERM GOVERNMENT BOND YIELDS WEEKLY SERIES NT PER ANNUM PERCENT PER 19 19 UNITED STATES 15 15 11 11 7 7 15 9 11 5 7 1 13 13 M ONTHLY 9 9 5 5 22 U. S. CORPORATE 22 m o n th ly 18 18 Aaa BONDS 14 14 10 10 6 6 1981 1983 9 /1 5/8 2 9 CHART 10 INDUSTRIAL STOCK INDICES MEEKLY SERES RATIO SCALE 1969=100 RATIO SCALE 1969=100 180 160 140 120 UNITED KINGDOM ^ M yv f - r 100 80 1 1 1 1 111 130 Il I III MI Il lilllJ llln 190 110 00 70 280 200 160 120 t/i|/W 1 0 S E R IE S CHART I . NAME L A S T V A LU fc P L O T T E D DATE VALU E SPOT EXCHANGE RATES AND INDICES WEEKLY AVERAGES* NOON BUYING RATES t U . S . CENTS) GERMAN MARK JAPANESE YEN DUTCH GUILDER U . K . POUND CANADIAN DOLLAR FRENCH FRANC SWISS FRANC BELGIAN FRANC IT A L IA N LIRA JUNE JUNE JUNE JUNE JUNE JUNE JUNE JUNE JUNE 15 15 15 15 15 15 15 15 15 3 9 .0 4 0 .4 1 2 2 3 3 4 .8 4 154.92 8 0 .9 4 12.98 4 6 .9 2 1.95482 0 .0 6 5 9 2 JUNE JUNE JUNE JUNE JUNE JUNE JUNE JUNE JUNE 15 15 15 15 15 15 15 15 15 109.83 107.93 100.02 6 2 .6 6 80.68 58.48 150.96 7 7 .0 3 3 7 .4 5 15 15 15 15 15 15 15 15 15 15 15 125.77 138.81 133 .3 2 121.31 7 2 .8 5 9 6 .3 7 6 7 .2 4 183.92 9 1 .8 7 4 2 .1 8 68.38 15 15 15 15 15 15 15 15 0 .1 8 -0 .0 4 4 .4 3 -4 .8 7 4 .8 5 3 .6 3 3 .2 4 -7 .4 6 IN D IC E S , MARCH 1973 BASE RATES * 100 GERMAN MARK JAPANESE YEN DUTCH GUILDER U . K . POUND CANADIAN DOLLAR FRENCH FRANC SWISS FRANC BELGIAN FRANC IT A L IA N LIRA WEIGHTED AVERAGE EXCHANGE VALUE IN D IC E S , MAR 1973 * 100 ( G—10 COUNTRIES PLUS SWITZERLAND) U . S . DOLLAR GERMAN MARK JAPANESE YEN DUTCH GUILDER U .K . POUND CANADIAN DOLLAR FRENCH FRANC SWISS FRANC BFLGIAN FRANC IT A L IA N LIRA SWEDISH KRONA CHART 2 . JUNE JUNE JUNE JUNE JUNE JUNE JUNE JUNE JUNE JUNE JUNE 3-MONTH FORWARD EXCHANGE RATES* PREMIUM OR OISCOUNT CANADIAN DOLLAR U . K . POUND GERMAN MARK FRENCH FRANC SWISS FRANC DUTCH GUILDER JAPANESE YEN ITA L IA N LIRA JUNE JUNE JUNE JUNE JUNE JUNE JUNE JUNE SERIES NAME LAST VALUE PLOTTED DATE VALUE CHART 3 . GOLD PRICE IN LONDON* AFTERNOON FIX IN G U .S . DOLLARS PER FINE OUNCE JUNE 15 409.63 JUNE 15 JUNE 15 JUNE 3 •MAY 27 JUNE 3 JUNE 3 JUNE 3 JUNE 3 JAN . 1 JUNE 3 8 .8 4 8 .7 6 10.00 9 .4 6 5 .0 5 4 .8 1 6 .1 9 12.75 10.30 18.50 CHART 4 . CALL MONEY RATES U . S . FEDERAL FUNDS OVERNIGHT EURO-DOLLAR DEPOSITS U .K . CANADA GERMANY EURO-DM JAPAN FRANCE NETHERLANDS EURO-SWISS FRANC CHART 5 . 3-MONTH INTEREST RATES U . S . 90-DAY CD'S * SECONDARY MARKET GERMAN INTERBANK LOAN JAPANESE BANK LOANS 8 DISCOUNTS CANADIAN FINANCE PAPER INTERBANK STERLING SWISS INTERBANK LOAN WEIGHTED AVERAGE FOREIGN INTEREST RATE (G -1 0 COUNTRIES PLUS SWITZERLAND) JUNE JUNE JUNE JUNE JUNE JUNE JUNE 15 15 15 15 15 15 15 9 .1 5 5 .5 6 6 .5 6 9 .3 8 9 .8 6 4 .9 2 8 .4 1 JUNE JUNE JUNE JUNE JUNE JUNE 15 15 15 15 15 15 8 .7 6 9 .0 5 9 .3 9 9 .6 0 9 .8 9 10.11 OVERNIGHT EURO-DOLLAR DEPOSITS U . S . FEDERAL FUNDS D IFFER EN TIA L ADJ. FOR RESERVE REQUIREMENTS JUNE 15 JUNE 15 JUNE 15 8 .7 6 8 .8 4 -0 .0 8 3 -MONTH EURO-DOLLAR DEPOSIT RATE U . S . 90-DAY CD'S* SECONDARY MARKET D IFFER EN TIA L JUNE 15 JUNE 15 JUNE 15 9 .6 0 9 .1 5 0 .4 5 CHART 6 . EURO-DOLLAR DEPOSIT RATES: LONDON OVERNIGHT 7 -DAY 1 -MONTH 3 -MONTH 6 -MONTH 1-YEAR CHART 7 . SELECTED EURO-DOLLAR ANO U . S . MONEY MARKET RATES SERIES NAME chart . LAST VALUfc PLOTTED DATE VALUE INTEREST ARBITRAGE* 3-MONTH FUNDS EURO-DOLLAR DEPOSIT INTERBANK STERLING (LONDON)* COVERED DIFFERENTIAL JUNE 15 JUNE 15 JUNE 15 9 .6 0 9 .8 2 -0 .2 2 U . S . COMMERCIAL PAPER CANADIAN FINANCE PAPER, COVERED DIFFERENTIAL JUNE 15 JUNE 15 JUNE 15 8 .9 6 9 .5 7 -0 .6 1 EURO-DOLLAR DEPOSIT INTERBANK DM (FRANKFURT), COVERED DIFFERENTIAL JUNE 15 JUNE 15 JUNE 15 9 .6 0 10.05 -0 .6 5 EURO-DOLLAR DEPOSIT SWISS INTERBANK, COVERED DIFFERENTIAL JUNE 15 JUNE 15 JUNE 15 9 .6 0 9 .8 4 -0 .2 4 CHART 9 . LONG TERM GOVERMENT BOND YIELDS UNITED STATES GERMANY JAPAN (MONTHLY) SWITZERLAND CANADA FRANCE NETHERLANDS (MONTHLY) UNITFD KINGDOM JUNE JUNE MARCH MAY JUNE MARCH FEB. MAY 10 3 27 3 11 27 10.87 8 .0 7 7 .4 6 4 .4 7 11.49 14.79 8 .2 0 9 .7 4 U S . CORPORATE AAA BONOS EURO-DOLLAR BONDS CHART 1 0 . 11.46 9 .9 0 STOCK INDICES UNITED STATES UNITED KINGDOM C ANADA GERMANY SWITZERLAND NETHERLANDS FRANCE JAPAN MAY APRIL MAY MAY MAY MAY MAY MAY MAY MAY 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