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SELECTED INTEREST & EXCHANGE RATES FOR MAJOR COUNTRIES & THE US. PART I. EXCH^ICE RATES Ad® COLD PRICES Chart 1A and 8 - Spot Curiiaepr Ra#es, i t a i f C i — f i r s lgiinrt U6. W W Chart ZAaade - 3 # e a # faeMWl E i c t o y Rates, # W * C m u r if j j f i M t U5.IMar Chart3Aaaci£ Ta-aid C f h a n r Rates, Major Ciewcigf a # # W UJL. fwevl Chwtd -WWPWcemlmdan p a r t 11 sttoRT-Teee i n a i E S T s a t e s Chart5 -CalllliMyMt* Chart *AaadB - 1 Mdin: Cie»4f)i—fit Rate Chart 7A * 1 6 - Hew - Lmmdae; ttet*«a W-S- O p H a r l M s Chart tiAaadE -Leaden: Cmemad V i d * «a 115- OaMar Feeds O w t t A a n d E - hdeest A * t o p r Waited M e W riapdie C h a r t W a n d E - W e # u t A # * « # f l i ^ C e — r and 11^ S w t o r i i ^ Chart I I - lataest A*itra»r: I W W S W f f Cmeed# Chart 32A * d B - Selected S * M e » I r t w l I t i t e PART Ml. L0H6-TaW IRTEREST HATES AMP STOCK W C E S Chart 13 Chart 14 - Wee-Tem # W V # e 0 k - Wke#WS#eck W o e s PART IV. SELECTED CENTRAL EAR* OtSCOURT HATES AM) LATEST FIGURES PLOTTED OR W E CMARTS ROTE: This senes >s a a t m u M i m 4 + t CAPITAL RdRKETS OEMELOfRERTS IRRftM, adi«* «S6 jetfehed mtfer that tide H h m # ftaceeter Jk. Y * * The c h » | e « * e taut aed eider ef * e charts a * e^rfaieed hi fce 5«*ptaaert to # * series, «t»k*» af r anpaaind gene Arted immm 1, ) # # All series * ) the* sources ate tuily described in a l i w p l f * dated January 1 1*72. i#. SKf f^TiaC^ISS AGAIt ^ rvs« DOLLAR Per t>mt #ee«ciy * w i » f e £ Abo* 24 22 ; *L» 1€ Central r a t e „ against TT.S, dollar Below ] 9 f 2 . - Central rates are *hose ir. -" ! ' , J I P 7 7 effec*- Dec. 19^1. 0 *86£T IS SPOT OMRWGE KATE - MAJOR «%%WCISS A HA INST V , S , DOLLAR • e e k l y *»eraeee 26 24 24 22 22 20 20 18 IS If 14 14 14 1Z 12 10 10 8 # € # 4 4 Li! fmdtkfrn 2 - z ; O f JT~ 2 T* Ibl'u*U£* 2 Cwtmleat# — — 0 dollsr > f 4 4 •»1« , .•*, • 19 7 2 DigitizedCentral for FRASER rates are those in e f f e c t 19 7 3 Dec, 1971, CHART 1C SPOT EtCHANOE RATE - MAJOR ^URRERCIBS AGAItZST r . s . DOLLAR o f d a i l yy f ii f j ™ fiatio tLS. seale, TJ-K. Pound 260 - A^ —£60 -250 / / ior Canadian D o l l a r 102 100 3 - M O N T H FOftWAOO M f M A M C E - MAJOR O M M W H I C t t A C A t f K T U A ~ « 1 I " DISCOUNT - DfSCOUWT - OUTCM DISCOUNT - s [! 1970 1971 * i a r a c d- L t a- k g-. • • tuppurteC by t <m> vt Canada D M S 1972 0 m s 1973 0 1 Chart 26 3-HOMTH fOflmrMD EXCHANGE C U f l M E M C E S A G A I N S T U-S- 0 O U A R Weekly averages Pet cent pe< annum i ' • - ! J ! ! | : ! P , 12 ! ' | PREMIUM • i I F8EHCK FMAMC A /1 . j i 1 I | - 1 : ji DISCOUNT - j — PREMIUM • SWISS FfKAMC - ! V I . : , , , I I I i i W J S D 1970 J - D 1971 See DESCRIPTION MID SOURCES OF DATA, January 1. 1973. pp 2 3- \ U l 1 i ! DISCOUNT . : i i i i . • i i I I i t : ' . ; : : ' W V W J 1972 f 1 D 1 1 : : ! i : i . : i : i 1 i i M J 1973 3-MONTH FORWARD EXCHANGE - MAJOR CURRENCIES AGAINST U X POUND Per cent per annum GERMAN MARK US. DOLLAR DISCOUNT - SlRi^'ON ANC bOUk.LS 0' DATA januarv 1 197j p 3 Chart 38 3-MONTH FORWARD EXCHANGE - MAJOR CURRENCIES AGAINST UJC. POUND Friday figures Per cent per annum PREMIUM • - - - . fl SWISS FftAI C - j h r f \ f X f IV FRENCH FRANC I ! | \ y * i . - - •DISCOUNT ' M J S D 1970 M J S D 1971 See DESCRIPTION AND SOURCES OF DATA. January 1, 1973. p 3 M J ! S 1972 ' D i ; i M i 1 1 f i J i S 1973 1 i I I D Chart 4 GOLD PfttCE m LONDON. 125 Kg MRS Week s average of afternoon tomes US teller eewvalent per fwe ounce 70 s m V m ISfO s D 1*71 See DESCRIPTION AMD SOURCES Of DATA, January 1. 1973, p 4 M J 1*72 S 0 s M vn% 0 Ctwi y CALL WOWEV RATES Fef cent per w w m DOLLAR FUNDS «kee*i> average; 1 14 1 FEDERAL FUMDS FAVOR EURO DOLLAR differentia: «AL fUWOS EURO-CURRENCIES *eeki> averages Per cent per annum EURO-SWISS « W * C [ 1970 1971 1972 W J 1S73 S D \y SEl£CTED fOUeiGM AMD EEC CURRENCIES Ce< cent iter annum 12 i n —v ^ n I r t f\jVi M Z , l l f l2 1 II 1 II 1 II 1 1 1 1 1 1 II 1 1M i l ! z v w - 71 ] i i l l i 1 i n i i i i V i 1111111 V-v. i i 1 i i I i i ! i i 1 1 i i ! 1 ; 1 1 11 M 1 1 1 1 II 1 !l II 1 1. 1 i 1 1 1 1 1 1 1 J 1 - A A i! UM -(f\ M - 1 ®l W m i I crmttmt 1 I i i i i i J S D 1*7* j n n s o J S D 1*72 fiance. Day 4e-day Meoe#. Sleltwtands. Call Money, weekly averase. Japan. Unconditional Money , Canada, Day-to-day Leans, meekly a w a y . Germany, Call Money U # . 2-day Local Authority Deposits SeeDESOtHTKMUiWD'SOURCeSOf DATA. January 1. 1973, pp 4-6 W J 1*73 S 0 t o m K * : w m u m u M L deposit «ate$ P«f cent per ammwm 12 - V \ / V \ j \ v i : . I ! 1 j ^ 7 vvr' i - 1 : . , 34MW1M 1 ! i . i 1 1 J J i ! - 1 1 i 1 l i i n i i i l M a f K / \ -Kn L J \ J \ . MNMN " - ....... ' 1*70 1971 . — 1 i , i#72 1 1 i J 1 1 I i jtra , i 1 i ,i V M M M US M U J W F W W 3W0W-H DDUAf DE-POSH aAT£S-SECOWDA«Y f - f ueni pe' annurr ligui-e: ao us. CERRWWIT OF WOSIT DtffBK£*TiAL fAVOR EURODOLLAR j FCUEO-OOLUUT OVER US. CERTIFICATE OF OEPOSIT * . H70 s c * •-b-kt^iUN ANUSOU*C£SO? DAU j 3S71 s d 1 1972 pj. € J S 1*72 OT3 D * J S D COST OF y i DOOM fuwos 3-WOWTW DOLLAR DEPOSIT RATtS-WIKIAKY MARKET WeOtiestiay 1<gvte< ADJUSTED* U * CEimFICATE OF f C f O K T ADJUSTED emio-ooLUw oveh VS. CERTIFICATE Of OEFOSIT ADJUSTED D 1970 W J 1971 j s I I ') I I l I j s 1*72 1973 Afliustec 10' Reserve Retjuifemetit * * Afljustec 10T Marginal Reset** Requirement * * * A C ) u s t e c 4Of 20?: Mammal Reserve Requirement Sec Uf SCfciPTiON AML SuUfc-iSO' DATA January ! 197: pp 6 7 n LONDON COVBttD HELOS ON U-S- OOU>W FUNDS « « £ PURCHASE /STERLWG CD s ire EURO DOLLAR RATES <-e- uen* p t ' <r, rrtMy iiguKi £UR04K>LUW CD's FAVOR STERLING CD's DIFFERENTIAL FAVOR EURO DOLLAR tt . S L W 1970 •*+iu* fufcna&e suspenoec Auqus: 1 : ue^ir Augus: i : 1972 . S D 1972 i M Slerimg Certrficates ^ L'L?.'f<|f:iUN AN[ SOU*;Lb 0: D*u j«jr,ud?> : 19": vi ~± W JS71 J S 1S72 Deposit D W j 1S73 Ch*n 8d vomm comeko w a n s ow u s . doom runos LOCAL AUTHORITY MID EURO-DOLLAR RATES F <«day l^utes Per cent pe< annum 12 fAMOU LOCAL AUTMOftirr - DffERCWTWL J1 HajV A y i i ! i I 1 : i 1 i I D 1 Vv 1 tAw 4 1 1 1 1 1 1 1J 1 1 I » J S D Stn See DESCRIPTION AWD SOU*C£S Of DAT*. January 1 1973 pp 7^6 i i i M W 1 M J 1972 1 i i S fAvoe t u e o w m w 1 1 1 II 1 1 1 1 1 1 J i#?a S f*f tent per annum J* : -W!ONl^ IfiLASLWV-BILl-RATES s D 1970 1971 1ST? 1973 D y> wmmsj mmnmci f-e- oenl per annurr RATE DIFFERENTIAL AWD 3-WOWW FORWARD STERLWG RATE DIFFERENTIAL WITH FORWARD EKCHtWGE COVER FAVOR L 0 * 0 0 * FAVOR MEW YORK s * D 1S70 w s D 1S71 See DLSCmfTKW AMD SOURCES Of DATA, January 1, 1973. pp.8- S 1972 0 s w 111 0 34KMITM f|JND5 MTCRfST JMBOTMCE: CWWMWiUW-OtWMM #MNK f«A1*KfUKl IHnCRSMW LOAN «AT£ VS LONDON EURO-DOLLAR «AT£ fAVOR fRAUKfURT Dlff£«£NTIAL P«t oem per annum FAVOR EURO DOLLAR 1971 1972 3#O#M# fuwos n i r a e s r HHBETMCE: EWO-OOUA* - swiss HUME ZURICH DEPOSIT RATE V$ LONDON EURO DOLLAR RATE Per cent per annum Wednesday fates 12 COVERED FAVOR ZURICH DIFFERENTIAL FAVOR EURO DOLLAR I 1 II See DESCRIPTION AND SOURCES Of DATA, January 1. 1973. PP 9 10 I II I II I 8 3-MOWTH INTEREST ARBITRAGE: CANADA UNITED STATES BILL RATES umreo STATES TREASURY fMLLi CAN. FMI CO. PAPER 4 BILL RATE DIFFERENTIAL AND FORWARD CANADIAN DOLLAR DISCOUNT COVERED RATE DIFFERENTIALS FAVOR CANADA I 197© D 1971 1972 S 1973 D S£LECIH> s w r r - i B * « n a « S T - ssn s iMfc-rammmo *mm> t-1 wewmwu-STOCK *ee*E$ fwt'L bia* 19t>fc- iOC 1*WT£S> STATES 24# W T SWITZLRLAWD wn Jtmt r * , ^ 1 N tilt 1973 IV S ~ _ i ; ' T £ r D E N T O N BASMx DlSuOlAlT «ATE3 i-uuntrv wunsem it £1tec: Snroe H | f*ev«aas Jfttte Ii Ii * * 9 ^ jj ~. 5v i\ox. 3i • I 0 " : ! *emem 0; juw . . 19~: te4 - Apt. it. ***** > irtteertancc . =,rr,,tr Swttaerimc t.3C j *iar. 1, 1973J _.jf . ^r.. i, 1973 in Efiert Smce |I f.i lie,- Jl, T.5( Ko\. :, any 3 , 197: June 1. 197 3 ! 1 • 1 •L.75 I"": 197: 1973 Oct, l - ; , 197: tiov. 3, Jan. 1 9 . 1973 Sept. 197: 15, 1972 imuec f t o p M r 1 • 1 L a M 0 £ -mar 1 : Uniteo Sales 1 6.25 1 j 1.3C "| ^ CK Juae 1 0 , 1973 1 ; Mav 3C . 197 3 Itoy 1 1 , 1973 5,75 Hay \U, 5.00 Apr. 2, 5.75 Apr. 23, 1973 1973 1973 -'•Li i c f . i v * C'i i o b e r 11 , 19~_ . rif-e bent of .England r e p l a c e d i t s t r a d i t i o n a l bem h a t t k i t ; < f l u c t u a t i n g 'minunuir l e n d i n g r a t e " based or. average 'ir-ea&urv b i l l Lender r a t e . January- 1 9 , 1973 . . . £ . 7 5 IV 2 LATEST FIGURES PLOTTED ON THE CHARTS Chi I fanei |j 1A | IB ! Upper Lower Upper i Lower 2A Upper 26 Date Swiss franc U.< pound French franc Japanese yen June 22 36 i | | German mark Swiss franc U .K. pound Dutch guilder Canadian dollar French franc j 257.46 +20.730 +16.264 : | +19.470 -3.185 1 100.07 +25.806 ! 419.385 j +2.37 +5.52 -1.42 ! Upper 5A Middle Lower ~~ Upper Lower 1 I +3.59 +1.57 +1.01 " franc franc j j ' •« " Overnight Euro S deposits Federal funds Differential Euro-currencies Euro DM Euro Swiss Ft. Japan Unconditional Honey U.K. 2-day Local Author. Deps. Canada Day-to-day Loans -ranee Day-to-Day Money Germany Call Honey Netherlands Call Money ^ , u 120.65 1 ! +3.81 +1.27 44 .SO Gold price, U.S. dollar per ounce 4 Rate +25.936 Belgian franc Italian lire Canadian dollar German tnaric Dutch guilder German mark U.S. dollar Swiss French 3A 5£ Series j 8.00 8.55 June 20 " -0.55 7.25 2.25 June 22 1 Jttoe 16 June 15 j ! 13 \ June 22 " 1 June 19 j 6.50 7.81 4.85 7.62 2.38 4.38 j ' ! IV >er«es fine ! £urt>5 Owermpht £ « * J w 22 11.36 £tm>-3 t>t €.94 £un>-5 3-«enth %me €.B6 £utr>5 tk-monlii 4We - U*a#e €-B4 t-uru-5 3 wuwlii Deposits f 7^ •Tirr ™ L .3. Lertrftme trf Deposits _a*r Ifrfiumka W#f £t*m-S >eealr Sepesrc, €.15 *KUW 6-75 tu«r-5 3 wiwti Sepesits v t < . M - * L 2 "LetlrftawtrtogpesftsJWL. -awe mwe * w Drhcmrltia m Ad, £nn-S Til—inte sr k w e i infP-5 ftpat x « c ^ > —*< Trnmnc ST * 1 Jil j!) **$->& ** te t t /• j — i mrT pttoewrae * twf twri'C > w w * >ows*H: -J*sa -Atfbwriik \UUM0«C ' J f IMieeeni^ •5- ^ L .1 "Mktoefl i l l ./ " *e«ti*rr -fct sa*> *' J*#«i •*""- KKM-* i»C. 2^* ra«* _v- t .^dUivfit. > - - ;<vrv . xuHvu*e»ec Awt z: — IV-4 Secies t>wt im Mp»er £mp-S OSe 6. 11 (coMwed) 13. 50 -#-7. 39 10B Ewoi 3.22 2.50 -0.72 6,86 June 22 U-S- 7.16 5. 31 US. I 7.50 1.85 +1.64 4.25 «)* W 22* 4)JC 6»*4 41-5- T w i i i j S«<i « 7. W lw<*e —r 15 ! 3 3.54 6,756 J wm 21 i > T * * * * * # ' f <*# £ * p 4 £***<£ i I w ^ ^ l 4*f -w H •o 7.* ^ 2: _AaL .s«*£ J£imtiefi'Ktsgpierr JUU2*P«g> UvS. £otp. JtoUarljmMmfr. U^. Uxp- * Seeing C U.S. Cmp. 24 Upper SwttoeriaRtl United Stiles 7.29 Jane 13 394.2 13 300.6 22 235-38 256.03 A w r V> Lower Japan United Stales JL2- #%.73 : 22 235-88 ^Average y i e l d on s e l e c t e d 10 year constant maturity bonds due or c a l l a b l e I d 10 years* #c Beginning week ended September 5 1970 the Japanese index plotted is that of all industrial and other stocks on the First Section of the Tokyo Stock Exchange.
@FedFRASER