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(516/S1?) -VS, Selected Interest & Exchange Rates Weekly Series of Charts - J u n e 2 8 ' 1 9 8 2 Prepared by the FINANCIAL MARKETS SECTION ILternatTonau f , n a n c e 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 RATESH.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 SCALE MARCH 1 9 7 3 = 1 0 0 RATIO SCALE MARCH 1 9 7 3 = 1 0 0 120 , — — 100 120 — ZV V — U.K. POUND 100 — - - 80 80 - FOREIGN CURRENCY PRICE OF U.S. DOLLAR - X - I ill I l u l u I I I — ill u h i l l i nlii hili i 60 180 — JAPANESE YEN - ^X/V N GERMAN MARK T \ . - A O V — 160 - 140 — 120 A N i i 100 II I III III u lllllllllll i 80 240 v \ 200 X - x : 160 SWISS FRANC FRENCH FRANC i i i iiiiiiiiiiii 120 BELGIAN FRANC DUTCH GUILDER II ITALIAN LIRA 80 - - i V ^ X 60 CANADIAN DOLLAR I 1980 1982 I I I I 1980 I 40 1982 CHART 2 3-MONTH FORWARD EXCHANGE RATES PREMIUM (+) OR ( - ) AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER ANNUM PERCENT PER ANNUM 24 — 6 - - ,Y CANADIAN DOLLAR (\A - ITALIAN LIRA _ 24 - r I / - i K. POUND U. DUTCH GUILDER 12 i i i lllllllllll SWISS FRANC GERMAN MARK FRENCH FRANC JAPANESE YEN 1980 1982 1980 1982 CHART 3 PRICE OF GOLD IN LONDON AVERAGES FOR WEEK ENDING WEDNESDAY U.S. D O L L A R S PER FINE LARS PER FINE OUNCE 800 750 700 650 600 550 500 12.5 Kg BARS 450 AFTERNOON FIXING PRICE 400 350 300 250 200 150 100 1979 1980 1981 1982 CHART 4 CALL MONEY RATES WEEKLY SERIES PERCENT PER ANH f PER ANNUM 28 24 U. S. FEDERAL FUNDS U. K. 2-DAY LOCAL AUTHORITY 20 16 12 8 4 24 20 16 CANADA EURO-SWISS FRANC 12 8 NETHERLANDS 4 + 0 24 20 GERMANY FRANCE 16 12 8 JAPAN EURO-DM 4 0 1980 1982 1980 1982 CHART 5 3-MONTH INTEREST RATES WEEKLY SERIES PERCENT PER AN JT PER ANNUM 20 20 U. S. CD S 16 16 12 12 U.K. INTERBANK STERLING WEIGHTED AVERAGE FOREIGN RATE 8 8 I 4 I I 4 I I III I I I I I III I I I 20 26 GERMAN INTERBANK RATE CANADIAN FINANCE CO. PAPER 16 22 12 18 8 14 4 10 0 6 16 12 JAPANESE BANK LOANS AND DISCOUNTS 8 12 i I I II I I I I I 4 4 SWISS INTERBANK RATE 8 1980 1982 1980 1982 0 CHART 6 EURO-DOLLAR DEPOSIT RATES LONDON AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER AN NT PER ANNUM 24 20 16 12 8 OVERNIGHT 3-MONTH 7-DAY 6-MONTH 1-MONTH 1-YEAR 4 24 20 16 12 8 4 24 20 16 12 8 II 4 1980 I I III 1982 1 1980 1 I I I II 1982 CHART 7 SELECTED EURO-DOLLAR AND U. S. MONEY MARKET RATES DIFFERENTIAL: P L U S H , FAVORS BORROWING IN U. S. AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER ANNUM PERCENT PER ANNUM 26 26 3-MONTH E U R O - D O L L A R DEPOSITS 22 FEDERAL FUNDS 18 14 10 I 90-DAY CD' S OVERNIGHT E U R O - D O L L A R DEPOSITS M I N I M I I N I N I I I ll N N I I N N i l l M M € 3 2 vA/Vtn/ 1 ^ Y y v v A w v v - - DIFFERENTIAL DIFFER ENTIAL 1 2 3 " 1980 1 P E R C E N T ON D I F F E R E N T I A L S C A L E = 2 P E R C E N T ON RATE S C A L E 1982 i l l I I I I I I M I I I 1980 I I I I I I I I I I I 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 ft \t- 12 INTERBANK STERLING U. S. COMMERCIAL PAPER COVERED LONDON 4 2 4 DIFFERENTIAL DIFFERENTIAL 2 + 0 2 28 28 SWISS INTERBANK (SF) COVERED INTERBANK DM COVERED FRANKFURT 20 20 12 EURO-DOLLAR DEPOSITS EURO-DOLLAR DEPOSITS DASHED LINE DASHED LINE 4 2 2 DIFFERENTIAL DIFFERENTIAL + 0 2 1980 P E R C E N T ON D I F F E R E N T I A L 1982 S C A L E = 2 P E R C E N T ON R A T E S C A L E 1980 1982 CHART 9 LONG-TERM GOVERNMENT BOND YIELDS WEEKLY SERIES PERCENT PER AL ENT PER ANNUM 19 U. S. CORPORATE UNITED STATES 15 19 MONTHLY Aaa BONDS — / S 15 f\ — 11 - A/ — - 11 EURO-DOLLAR BONDS I 7 I I I Illllllllll 7 9 15 UNITED KINGDOM SWITZERLAND — 5 11 — l 7 13 l 1 l 13 MONTHLY JAPAN — — 9 9 GERMANY — 5 5 22 22 18 18 FRANCE CANADA 14 14 10 10 NETHERLANDS 6 6 1980 1982 1980 1982 10 INDUSTRIAL STOCK INDICES WEEKLY SERIES RATIO 1969= RATIO i 196 CALE )0 180 160 140 120 100 JAPAN UNITED STATES 80 140 120 SWITZERLAND - - 100 UNITED KINGDOM I 80 I I 140 FRANCE GERMANY 120 Vv 100 v* \J\ A / M . ATX , y \ r ^ — 80 11 l i i h i l i i 140 120 100 CANADA NETHERLANDS 80 60 1980 1982 1980 1982 LAST VALUE PLOTTED DATE VALUE SERIES NAME HART 1. SPOT EXCHANGE RATES AND INDICES 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 JUNE JUNE JUNE JUNE JUNE JUNE JUNE JUNE JUNE 23 23 23 23 23 23 23 23 23 40.60 0.39146 36.85 173.49 77.16 14.64 47.28 2.12606 0.07206 JUNE JUNE JUNE JUNE JUNE JUNE JUNE JUNE JUNE 23 23 23 23 23 23 23 23 23 114.22 102.50 105.80 70.17 76.90 65.97 152.12 83.78 40.93 23 23 23 23 23 23 23 23 23 23 23 119.18 138.28 119.99 123.12 78.77 87.43 73.35 177. 46 95.98 44.36 82.81 23 23 23 23 23 23 23 23 •1.81 3.11 7.10 -1.72 10.17 7.18 8. 56 -5.04 INDICES, MARCH 1973 BASE RATES = 100 GERMAN MARK JAPANESE YEN DUTCH GUILDER U.K. POUND CANADIAN DOLLAR FRENCH FRANC SWISS FRANC BELGIAN FRANC ITALIAN LIRA WEIGHTED AVERAGE EXCHANGE VALUE INDICES, MAR 1973 = 100 (G-10 COUNTRIES PLUS SWITZERLAND) 0.S. DOLLAR GERMAN MARK JAPANESE YEN DUTCH GUILDER U.K. POUND CANADIAN DOLLAR FRENCH FRANC SWISS FRANC BELGIAN FRANC ITALIAN LIRA SWEDISH KRONA JUNE JUNE JUNE JUNE JUNE JUNE JUNE JUNE JUNE JUNE JUNE CHART 2. 3-MONTH F O R W A R D EXCHANGE RATES, PREMIUM OR DISCOUNT ^ • CANADIAN DOLLAR U.K. POUND G E R M A N MARK. FRENCH FRANC SWISS FRANC DUTCH GUILDER JAPANESE YEN ITALIAN LIRA JUNE JUNE JUNE JUNE JUNE JUNE JUNE JUNE SERIES NAME LAST VALUE PLOTTED DATE VALUE CHART 3. GOLD PRICE IN LONDON, AFTERNOON FIXING U.S. DOLLARS PER FINE OUNCE JUNE 23 304.50 CHART 4. CALL MONEY RATES 14.17 14.15 12.50 16.59 9.00 8.79 7.06 15.88 10.30 4.50 JUNE JUNE JUNE JUNE JUNE JUNE JUNE JUNE JAN. JUNE 23 23 18 11 18 4 18 18 JUNE JUNE JUNE JUNE JUNE JUNE JUNE 23 23 23 23 23 23 23 14.40 9.29 7.31 17.30 12.92 JUNE JUNE JUNE JUNE JUNE JUNE 23 23 23 23 23 23 14.15 14.77 15.36 16.09 16.24 15. 99 OVEBNIGHT BUBO-DOLLAR DEPOSITS U.S. FEDEBAL FUNDS DIFFERENTIAL ADJ. FOR RESERVE REQUIREMENTS JUNE 23 JUNE 23 JUNE 23 14.15 14.17 -0.02 3-MONTH EUBO-DOLLAR DEPOSIT BATE U.S. 90-DAY CD'S, SECONDARY MARKET DIFFBBENTIAL JUNE 23 JUNE 23 JUNE 23 16.09 14.40 1.69 U.S. FEDERAL FUNDS OVEBNIGHT EURO-DOLLAR DEPOSITS U.K. 2-DAY LOCAL AUTHORITY DEPOSITS CANADA GERMANY EURO-DM JAPAN FRANCE NETHERLANDS EURO-SWISS FRANC 1 4 CHART 5. 3-MONTH INTEREST RATES U.S. 90-DAY CD'S, SECONDARY MARKET GERMAN INTERBANK LOAN JAPANESE BANK LOANS & DISCOUNTS CANADIAN FINANCE PAPER INTERBANK STERLING SWISS INTERBANK LOAN WEIGHTED AVERAGE FOREIGN INTEREST SATE (G-10 COUNTRIES PLUS SWITZERLAND) 6.02 11.51 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. MONEY MARKET BATES SE3IBS NAME LAST VALUE PLOTTED DATE VALUE CHART 8. INTEREST ARBITRAGE, 3-MONTH FUNDS EURO-DOLLAR DEPOSIT INTERBANK STERLING (LONDON) , COVERED DIFFERENTIAL JUNE 23 JUNE 23 JUNE 23 16.09 16..14 -0.,05 U.S. COMMERCIAL PAPER CANADIAN FINANCE PAPER, COVERED DIFFERENTIAL JUNE 23 JUNE 23 JUNE 23 14. 40 15.,41 -1. 01 EURO-DOLLAR DEPOSIT INTERBANK DM (FRANKFURT) , COVERED DIFFERENTIAL JUNE 23 JUNE 23 JUNE 23 16.09 16..56 -0.,47 EURO-DOLLAR DEPOSIT SWISS INTERBANK, COVERED DIFFERENTIAL JUNE 23 JUNE 23 JUNE 23 16.,09 1 6 . ,34 -0.26 18 11 14.36 9.12 8.04 5.00 15.25 16.33 11.12 12.23 CHART 9. LONG TERM GOVEEMENT BOND YIELDS UNITED STATES GERMANY JAPAN (MONTHLY) SWITZERLAND CANADA FRANCE NETHERLANDS UNITED KINGDOM JUNE JUNE MAY JUNE JUNE MARCH JAN. JUNE 11 11 19 1 11 U.S. CORPORATE AAA BONDS EURO-DOLLAR BONDS CHART 10. 14.26 13.04 STOCK INDICES UNITED STATES UNITED KINGDOM CANADA GERMANY SWITZERLAND NETHERLANDS FRANCE JAPAN MAY APRIL JUNE JUNE JUNE JUNE JUNE JUNE JUNE JUNE 9 9 9 9 9 9 9 9 114.88 129.12 142.33 97.02 83.81 83.23 107.47 143.72 • 'tSUtaaeaSA, • FEDERAL RESERVE statistical release H 10(5121 ' JD8B 2 9 FOREIGN EXCHANGE RATES FOR T H E WEEK ENDING ' 1982 JUNE 25, 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 ARGENTINA •A8STFALIA AUSTRIA BELGIUM BRAZIL CANADA CHILE CHINA, P.R. COLOMBIA DENMARK FINLAND FRANCE GERMANY GREECE HONG KONG INDIA INDONESIA IRAN •IRELAND ISRAEL ITALY JAPAN MALAYSIA MEXICO NETHERLANDS •NEW ZEALAND NORWAY PERU PHILIPPINES PORTUGAL SINGAPORE •SOUTH AFRICA SOUTH KOREA SPAIN SRI LANKA SWEDEN SWITZERLAND THAILAND •UNITED KINGDOM VENEZUELA MONETARY UNIT PESO DOLLAR SCHILLING FRANC CRUZEIRO DOLLAR PESO YUAN PESO KRONE MARKKA FRANC D. MARK DRACHMA DOLLAR RUPEE KUPIAH 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. C E N T S J U N E 21 15300.00 CURRENCY UNITS PER DOLLAR) J U N E 22 J U N E 23 17.520 47.300 169.93 1.3002 46.500 1.9322 63.650 8.5675 4.7730 6.8675 2.4780 70.150 5.9690 9.5600 655.25 NA 138.70 23.870 1396.00 257.15 2.3740 47.8500 2.7245 74.000 6.2960 661.50 8.4600 84.250 2.1740 87.58 740.05 15300.00 102.31 17.380 46.940 169.93 1.2961 46.500 1.9477 63.650 8.4850 4.7425 6.8125 2.4540 69.400 5.9500 9.5400 655.25 NA 140.00 23.870 1387.00 254.50 2.3630 47.8700 2.7020 74.400 6.2575 661.50 8.4600 83.900 2.1615 87.67 740.05 20.750 6.1375 2.1290 23.000 172.70 4.2950 20.750 6.0950 2.0890 23.000 173.65 4.2950 102.11 112.220 111.080 15300.00 102.18 17.490 47.180 169.93 1.2990 46.500 1.9477 63.650 8.5475 4.7675 6.8750 2.4770 70.000 5.9410 9.5700 655.25 NA 139.00 24.060 1397.00 256.00 2.3710 47.9200 2.7300 73.970 6.2750 661.50 8.4600 84.000 2.1705 87.25 740.05 111.950 20.750 6.1225 2.1155 23.000 172.95 4.2950 J U N E 24 15300.00 102.27 17.340 47.170 169.93 1.2865 46.500 1.9398 63.650 8.5350 4.7305 6.8550 2.4735 69.500 5.8875 9.5300 655.25 NA 139.30 24.060 1392.00 252.40 2.3575 47.9500 2.7345 74.300 6.2750 661.50 8.4600 83.600 2.1575 87.70 740.05 111.350 20.750 6.1250 2.1030 23.000 173.30 4.2950 JUNE 25 15450.00 102.05 17.560 47.390 169.93 1.2874 47.300 1.9398 63.800 8.5925 4.7740 6.8950 2.4870 70.300 5.9100 9.5700 655.25 NA 138.35 24.060 1402.00 257.70 2.3690 48.1300 2.7425 73.920 6.3000 671.25 8.5050 84.600 2.1630 87.25 741.30 112.570 20.750 6.1700 2.1260 23.000 171.90 4.2955
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