The full text on this page is automatically extracted from the file linked above and may contain errors and inconsistencies.
(516/517) 4 Selected Interest & Exchange Rates Weekly Series of Charts June 23,1986 DIVISION OF INTERNATIONAL FINANCE Prepared by the FINANCIAL MARKETS SECTION 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 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 8. 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 5 : A L E X MARCH 1 9 7 3 = 1 0 0 200 180 RATIO I MARCH 1 9 7 J=IOO FOREIGN CURRENCY PRICE OF U.S. DOLLAR 50 45 ITALIAN LIRA 160 40 140 35 120 30 100 25 200 180 200 180 160 JAPANESE YEN GERMAN MARK r fa ~ 160 140 140 120 120 100 - 80 I I I I I 80 I 140 120 100 140 DUTCH GUILDER CANADIAN DOLLAR 120 100 100 90 90 80 80 70 70 60 60 90 90 80 U.K. POUND - 80 FRENCH FRANC 70 y s - 60 60 50 - 40 I I 50 40 I 240 120 100 70 SWISS FRANC BELGIAN FRANC 200 90 180 80 160 70 140 60 120 50 100 1984 1986 1984 1986 CHART 2 3-MONTH FORWARD EXCHANGE RATES PREMIUM (+) OR ( - ) AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER ANNUM PERCENT PER ANNUM JAPANESE YEN CANADIAN DOLLAR 4 12 U. K. POUND SWISS FRANC + 0 4 8 8 GERMAN MARK DUTCH GUILDER FRENCH FRANC ITALIAN LIRA 4 0 8 0 8 16 24 24 32 32 1984 1986 1984 1986 CHART 3 PRICE OF GOLD IN LONDON AVERAGES FOR WEEK ENDING WEDNESDAY U.S. D( U.S. DOLLARS PER FINE C .ARS PER FINE OUNCE 520 520 500 500 480 480 460 460 12.5 Kg BARS 440 440 AFTERNOON FIXING PRICE 420 420 400 400 380 380 360 360 340 340 320 320 300 300 280 280 260 260 1983 1984 1985 1986 CHART 4 CALL MONEY RATES WEEKLY SERIES PERCENT PER M :NT PER ANNUM 20 20 16 16 FRANCE U. S. FEDERAL FUNDS 12 12 8 8 4 4 JAPAN 0 0 20 20 16 SWITZERLAND 16 CANADA 12 12 8 8 4 4 0 0 20 20 16 16 UNITED KINGDOM 12 - - GERMANY 8 r ~ 4 8 ——«-/WvW4 NETHERLANDS 0 » I 1984 12 1986 I I I I 1984 I 11111111111 0 1986 CHART 5 3-MONTH INTEREST RATES WEEKLY SERIES NT PER ANNUM PERCENT PER AN 14 16 U . S . CD'S - 12 CANADIAN FINANCE CO. PAPER L 10 8 14 - 10 WEIGHTED AVERAGE FOREIGN RATE 6 - - I IIIIII 4 12 8 6 16 14 IFRENCH INTERBANK RATE U.K. INTERBANK STERLING 14 - 12 12 10 10 1 - I 8 I - I 8 6 10 10 NETHERLANDS INTERBANK RATE 8 GERMAN INTERBANK RATE 8 6 6 4 4 2 1 1 2 1 8 8 7 SWISS INTERBANK RATE JAPANESE GENSAKIRATE - 6 6 4 5 2 1 4 1984 1986 1 1984 1 i l l ii h i l i i 1986 0 CHART 6 EURO -DOLLAR DEPOSIT RATES LONDON AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER AL ENT PER ANNUM 16 16 3-MONTH OVERNIGHT 14 14 12 — 12 10 10 8 \y v / v ~v I IIIIIIIIII 6 16 V 8 6 16 6-MONTH 7-DAY 14 14 12 12 10 10 8 8 6 6 16 16 1-MONTH 1-YEAR 14 14 12 12 10 10 8 8 6 6 1984 1986 1984 1986 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 A NT PER ANNUM 16 16 14 14 FEDERAL FUNDS 3-MONTH DASHED LINE E U R O - D O L L A R DEPOSITS 12 12 10 10 8 8 90-DAY CD' S OVERNIGHT E U R O - D O L L A R DEPOSITS 6 6 J 4 I I 11111111111111111111111 4 2 2 DIFFERENTIAL DIFFERENTIAL 1 1 0 0 + J 1 I I I I I I I I I I I I I I I I I I I I I I I I I 1984 PERCENT ON DIFFERENTIAL S C A L E = 2 PERCENT ON RATE SCALE 1986 I I 1984 I 11111111111 11111111111 1986 1 CHART 8 INTEREST ARBITRAGE: 3-MONTH FUNDS DIFFERENTIAL: PLUS(+), INDICATES FAVOR DOLLAR ASSETS AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER Ah NT PER ANNUM 18 18 14 CANADIAN FINANCE CO. PAPER, COVERED EURO-DOLLAR DEPOSITS DASHED LINE 14 10 10 INTERBANK STERLING 6 2 COVERED LONDON 6 U. S. COMMERCIAL PAPER J_L 2 2 2 DIFFERENTIAL DIFFERENTIAL + + 0 0 2 I i I i I I 2 18 18 14 INTERBANK DM SWISS INTERBANK (SF) COVERED COVERED FRANKFURT 14 10 10 6 EURO-DOLLAR DEPOSITS EURO-DOLLAR DEPOSITS DASHED LINE 6 DASHED LINE 2 2 2 2 DIFFERENTIAL DIFFERENTIAL 0 0 I 2 I 1984 I 2 1986 PERCENT ON DIFFERENTIAL SCALE = 2 PERCENT ON RATE SCALE 1984 1986 CHART 9 LONG-TERM GOVERNMENT BOND YIELDS WEEKLY SERIES PERC NT PER ANNUM PERCENT PER Ah 17 17 UNITED STATES 15 CANADA 15 13 13 11 11 9 9 7 7 15 9 13 UNITED KINGDOM 7 SWITZERLAND 11 5 9 3 l 7 l l l l l l iilliliiliiIiilii 1 10 10 GERMANY JAPAN 8 8 6 6 4 4 18 18 U. S. CORPORATE MONTHLY 16 16 FRANCE v Aaa BONDS 14 - 14 12 — 12 - 10 INETHERLANDS IMONTHLY 10 8 - I 6 1984 1986 I I I I 1984 [ lllllllllllll 8 6 1986 CHART 10 INDUSTRIAL STOCK INDICES WEEKLY SERIES RATIO SCALE 1969=100 RATIO SCALE 1969=100 350 350 300 - — - 250 - - - 200 - - - UNITED STATES yXx y 150 J UNITED KINGDOM r* - I 100 350 — 300 - 250 - I I I I I mIiiIiiIii i ,,I n/W r NETHERLANDS — — - — - - i i I I - 300 - 250 - 200 - 150 ,, | , , I 100 245 i f j T * SWITZERLAND - 210 - 175 j " 140 200 150 - 100 M I i - I l I I - 11111111111 I I I I I I <<I<<IMI<< ,, 105 70 FRANCE GERMANY 350 350 300 CANADA 250 __ JAPAN 200 - r 150 v v f l I I v I I 1984 300 yv ^ j \ r - - I | |||||||||| 1986 I I I I I 1984 I - 250 - 200 150 1986 SERIES NAME L A S I VALUE PLOTTED DATS VALUE CHART 1 . SPOT EXCHANGE BATES AND INDICES WEEKLY AVERAGES, NOON BOXING HATES ( U . S . CENTS) GERMAN MASK JAPANESE YEN DUTCH GUILDER U . K . POUND CANADIAN DOLLAR FRENCH FRANC SWISS FRANC BELGIAN FRANC ITALIAN LIRA SWEDISH KRONA INDICES, JUNE JUNE JUNE JUNE JUNE JUNE JUNE JUNE JUNE JUNE 18 18 18 18 18 18 18 18 18 18 45.05 0. 60095 39.99 151.42 72.05 1 4 . 12 54.54 2.20470 0.06559 13.90 JUNE JUNE JUNE JUNE JUNE JUNE JUNE JUNE JUNE 18 18 18 18 18 18 18 18 18 126.72 157.35 114.79 61.24 71.81 63.65 175.45 86.88 37.26 18 18 18 18 18 18 18 18 18 18 18 113.20 149.17 185.31 128.64 6 4 . 82 77.75 67.37 197.14 95.56 38.38 67.00 18 18 1o 18 18 18 18 18 -1.65 - 2 . 68 2.46 - 0 . 40 2.07 1.05 2.33 -4.73 MARCH 1 9 7 3 BASE BATES = 100 GERMAN MARK JAPANESE YEN DUTCH GUILDER O . K . POUHD CANADIAN DOLLAR FRENCH FRANC SWISS FRANC BELGIAN FRANC ITALIAN LIRA WEIGHTED AVERAGE EXCHANGE VALUE I N D I C E S , MAfl 1 9 7 3 = 100 1G-10 COUNTRIES PLUS SilTZEBLAND) U . S . DOLLAR GEBHAH HARK JAPANESE YEN DUTCH GUILDER U . K . POUND CANADIAN DOLLAR FRENCH FRANC SWISS FRANC BELGIAN FRANC ITALIAN LIRA SWEDISH KRONA CHART 2 . JUNE JUNE JUNE JUNE JUNE JUNE JUNE JUNE JUNE JUNE JUNE 3-MONTH FORWARD EXCHANGE RATES, PREMIUM OR DISCOUNT CANADIAN DOLLAR U . K . POUND GERMAN MARK FRENCH FRANC SWISS FRANC DUTCH GUILDBB JAPANESE YEN ITALIAN LIRA JUNE JUNE JUNE JUNE JUNE JUNE JUNE JUNE SERIES CHART 3 . NAME LAS I VALUE PLOT TED DAIS VALUE GOLD PRICE IN LONDON, AFTERNOON FIXING JUNE 18 341.95 JUNE JUNE JUNE JUNE JUNE JUNE JUNE JUNE JUNE 18 18 18 18 18 18 18 18 18 6 . 87 6.86 9 . 97 8. 25 4 . 22 4.35 7.32 5.89 1.00 JUNE JUNE JUNE JUNE JUNE JUNE JUNE JUNE JUNE 18 18 18 18 18 18 18 18 18 6.72 4. 55 4.64 8.66 9.71 4. 85 7 . 25 5.85 6.67 JUNE JUNE JUNE JUNE JUNE JUNE 18 18 18 18 18 18 6.86 6.94 6 . 96 6.94 6.96 7 . 13 OVERNIGHT EURO-DOLLAR DEPOSITS U . S . FEDERAL FUNDS DIFFERENTIAL JUNE 18 JUNE 18 JUNE 18 6 . 86 6 . 87 - 0 . 01 3-MONTH EURO-DOLLAR DEPOSIT RATE U . S . 90-DAY C D ' S , SECONDARY MARKET DIFFERENTIAL JUNE l b JUNE 18 JUNE 18 6 . 94 6 . 72 0 . 22 U.S. 4. DOLLARS PER FINE OUNCE CALL HONEY RATES U . S . FEDERAL FUNDS OVERNIGHT EURO-DOLLAR DEPOSITS U.K. CANADA GERMANY JAPAN FRANCE NETHERLANDS SWITZERLAND CHART 5 . J-MONTH INTEREST BATES U . S . 90-DAY C D ' S , SECONDARY MARKET GERMAN INTERBANK LOAN JAPANESE GENSAKI RATE CANADIAN FINANCE PAPER INTERBANK STERLING SWISS INTERBANK LOAN FRENCH INTERBANK RATE NETHERLANDS INTERBANK BATE 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 CHART 7 . SELECTED EURO-DOLLAR AND U . S . HONEI MARKET RATES SERIES NAME CHART 8 . LAST VALUE PLOTTED DATE VALUE INTEREST ARBITRAGE, 3-MONTH FUNDS EURO-DOLLAR DEPOSIT INTERBANK STERLING (LONDON), COVERED DIFFERENTIAL JUNE 18 JUNE 18 JUNE 18 6.94 6.97 -0.0 J U - S . COMMERCIAL PAPER CANADIAN FINANCE PAPER, COVERED DIFFERENTIAL JUNE 18 JUNE 18 JUNE 18 6.73 6.98 -0.25 EURO-DOLLAR DEPOSIT INTERBANK DM (FRANKFURT), COVERED DIFFERENTIAL JUNE 18 JUNE 18 JUNE 18 6.94 7.04 - 0 . 10 EURO-DOLLAR DEPOSIT SWISS INTERBANK, COVERED DIFFERENTIAL JUNE 18 JUNE 18 JUNE 18 6.94 6.95 -0.01 CHART 9 . LONG TERM GOVESMENT BOND YIELDS UNITED STATES GERMANY JAPAN (MONTHLY) SWITZERLAND CANADA FRANCE NETHERLANDS (MONTHLY) UNITED KINGDOM JUNE JUNE JUNE MAY JUNE MAY MARCH JUNE 13 13 13 16 6 23 13 7.98 5.86 5 . 12 4 . 37 9 . 75 a . 12 6.44 8.80 U . S . CORPORATE AAA BONDS CHART 1 0 . 8.79 STOCK INDICES UNITED STATES UNITED KINGDOM CANADA GERMANY SWITZERLAND NETHERLANDS FRANCE JAPAN APRIL JUNE JUNE JUNE JUNE JUNE JUNE JUNE JUNE 11 11 11 11 11 11 11 11 250. 286. 304. 278. 186. 337. 348. 350. 27 05 03 60 15 38 86 00 FEDERAL RESERVE statistical release H.10 (512) JUIIB 2 3 , Ifob FOREIGN EXCHANGE RATES FOB THE SEEK ENDIBG JOKE 2 0 , 1986 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 rates In New York City for cable transfers payable In foreign currencies: COUNTBI HONETABI UNIT •AUSTBALIA AUSTB1A BELGIUM BHAilL CANADA CHINA,P.B. DENHABK FINLAND FBAICE GEBHAil GBEECE HONG EONG INDIA •IBELAND ITALX JAPAN HALAXSIA NETHEBLANDS •NEH ZEALAND 10BHAI POBTOGAL SINGAPOBB •SOOTH AFBICA SOOTH EOEEA SPAIN *«SBI LANKA SHEDEN SH1T1EBLA1D TAINAN THAILAND •UNITED KIHGDOH DOLLAB SCHILLING FBANC CB04ADO DOLLAB I0AN KBOME HABKKA FBANC D. HABK DHACHHA DOLLAB BOPEE POOND LIBA TEN BIHGGIT GOILDEB DOLLAB SBONB ESCODO DOLLAB BAND HON PESETA BOPEE EBONA FBANC* DOLLAB BAHT POOND HEHOS •UNITED STATES DOLLAB JONB 16 65#.51 15.400 415.010 13.84 1.3860 3.2095 8.1750 5.1380 7.0180 2.2010 139.000 7.8080 12.5300 [ r n n n F i i r T n s r i •s PER nni.i iD\ JONE 17 JONB 18 JUNE 11# JUNE 2 0 69.0b 15.780 45.920 13.84 1.3875 3.21^7 8.3410 5.2370 7.1b75 2.2460 141.750 7.8095 12.6500 134.97 154V.00 167.70 2.6270 2.5290 52.900 7.6440 152.050 2.2255 40.50 890.40 143.850 27.967 7.2610 1.8475 NA 26.380 149.90 1514.00 165.50 2.6095 2.4805 53.550 7.5370 149.500 2.2190 38.50 890.60 141.100 27.962 7.1510 1.0160 38.150 26.330 152.30 69.31 15.740 *5.760 13.84 1.3908 3.2095 8.3070 5.2160 7.1450 2.2405 140.300 7.8105 12.6200 136.18 1536.00 167.80 2.6190 2.5240 53.500 7.6280 151.050 2.2270 40.55 890.10 143.200 27.967 7.2420 1.8530 38.150 26.360 150.15 69.20 15.760 45.760 13.84 1.3917 3.2127 8.3175 5.2030 7.1500 2.2405 141.500 7.8100 12.6200 135.45 1537.00 167.65 2.6250 2.5240 53.700 7.6350 151.750 2.2285 42.50 890.60 143.500 27.970 7.2400 1.8500 38.150 26.400 150.00 69.25 15.670 45.670 13.84 1.3947 3.2127 8.3000 5.1950 7.1280 2.2330 141.300 7.8105 12.6200 135.68 1534.00 166.88 2.6270 2.5140 53.150 7.6225 151.500 2.2255 40.50 890.10 14J.100 27.967 7.2275 1.8400 38.150 26.380 150 3 5 112.42 114.12 114.13 113.83 137.68 114.30 EXCHANGE fALOE OF B . S . DOJLLAB AGAINST COBBENCIBS OF OTHEE G - 1 0 •INDEX OF NEIGHS COONTBISS. HABCH 1 9 7 3 « 1 0 0 . M I G H T S ABB 1 9 7 * - J 6 GLOBAL I B ABE OF EACH OF THE 10 C O t i M B I S S . SEBIES BBYISED AS OF AUGUST 1 9 7 8 . FOB DESCBIPTION AND SACK DATA, SEE " l i t i Z X OF THE •2ZGHTBD-AY2BA6E EXCHANGE f ALOE OF THE O . S . DOLLAB: 1EWISIOH* OH PAGE 7 0 0 OF THE AH68ST 1 9 7 8 FED8BA1 BESEBVB B0LLET1H. •VALUE I S O . S . CSHTS
@FedFRASER