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(516/517) 0 A UBR/fy^p Selected Interest & Exchange Rates Weekly Series of Charts NEW SERIES: STOCK INDICES June 8 , 1 9 8 1 DIVISION OF INTERNATIONAL FINANCE Prepared by the FINANCIAL MARKETS SECTION BOARD OF GOVERNORS FEDERAL RESERVE SYSTEM Washington, D C. 20551 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 & EURO-DOLLAR DEPOSIT RATES 7. SELECTED EURO DOLLAR AND U.S. MONEY MARKET RATES & 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 S C A L E MARCH 1 9 7 3 = 1 0 0 RATIO S C A L E MARCH 1 9 7 3 = 1 0 0 120 120 U.K. POUND 100 - - 100 80 FOREIGN CURRENCY PRICE OF U.S. DOLLAR 60 FRENCH FRANC - 120 - 100 GERMAN MARK 80 240 200 JAPANESE YEN 120 VV^X. A / X / v \ Vn A V 100 I I I i i i - - 160 SWISS FRANC | | 11111111111 I l 140 ~ i 120 160 BELGIAN FRANC — — 140 i 120 \^X - DUTCH GUILDER _ 100 1 I I 100 100 - 80 60 — ITALIAN LIRA ^ 1 \ CANADIAN DOLLAR - 80 - 60 || || || || llllllllllj 40 1979 1981 1979 1981 40 CHART 2 3-MONTH FORWARD EXCHANGE RATES PREMIUM (+) OR ( - ) AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER AN ENT PER ANNUM 6 2 4 CANADIAN DOLLAR ITALIAN LIRA - - + + 0 0 - - | 6 I I | u | I 24 12 6 DUTCH GUILDER U. K. POUND + 0 6 6 0 12 6 + 18 12 GERMAN MARK SWISS FRANC - | A A/> - 12 6 — 6 + 0 - 0 12 12 FRENCH FRANC JAPANESE YEN 6 6 + 0 + 0 6 V 6 1979 1981 1979 1981 CHART 3 PRICE OF GOLD IN LONDON AVERAGES FOR WEEK ENDING WEDNESDAY U.S. D U.S. DOLLARS PER F:NE C .LARS PER FINE OUNCE 800 800 7 5 0 750 700 700 650 650 600 600 550 550 500 500 12.5 Kg BARS AFTERNOON FIXING PRICE 450 450 400 400 350 350 300 300 250 250 200 200 150 150 I I I I I I I I I I I 100 1978 1979 1980 I I I I I I I 1981 100 CHART 4 CALL MONEY RATES WEEKLY SERIES NT PER ANNUM PERCENT PER Ah 28 28 24 24 20 U. S. FEDERAL FUNDS U. K. 2-DAY LOCAL AUTHORITY 20 16 16 12 12 8 8 4 4 24 24 20 20 16 16 CANADA 12 12 EURO-SWISS FRANC 8 8 4 4 NETHERLANDS + + 0 0 24 24 20 20 FRANCE 16 16 GERMANY 12 12 8 8 JAPAN 4 4 EURO-DM 0 0 1979 1981 1979 1981 CHART 5 3-MONTH INTEREST RATES WEEKLY SERIES PERCENT PER ANH IT PER A N N U M 20 20 U. S. CD S 16 16 12 12 U.K. INTERBANK STERLING 8 8 WEIGHTED AVERAGE FOREIGN RATE 4 4 22 16 18 12 GERMAN INTERBANK RATE CANADIAN FINANCE CO. PAPER 14 8 10 4 I 6 16 0 12 JAPANESE BANK LOANS AND DISCOUNTS SWISS INTERBANK RATE 8 12 8 4 4 0 1 9 7 9 1981 1 9 7 9 1981 CHART 6 EURO-DOLLAR DEPOSIT RATES LONDON AVERAGES FOR WEEK ENDING WEDNESDAY PERC PERCENT PER ANI NT PER ANNUM 24 20 OVERNIGHT 3-MONTH 7-DAY 6-MONTH 1-MONTH 1-YEAR 16 12 8 4 24 20 16 12 8 4 24 20 16 12 8 4 1979 1981 1979 1981 • m CHART 7 SELECTED EURO-DOLLAR AND U. S. MONEY MARKET RATES DIFFERENTIAL: PLUS(+), FAVORS BORROWING IN U. S. AVERAGES FOR WEEK ENDING WEDNESDAY P E R C E N T PER A N N U M P E R C E N T PER A N N U M 26 26 22 22 FEDERAL FUNDS 3-MONTH EURO-DOLLAR DEPOSITS 9 0 - D A Y CD* S OVERNIGHT EURO-DOLLAR 1 DEPOSITS 3 3 DIFFERENTIAL 2 DIFFERENTIAL 1 + 0 1 2 3 4 1979 1 PERCENT ON D I F F E R E N T I A L SCALE 1981 = 2 P E R C E N T ON RATE S C A L E 1979 1981 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 20 12 INTERBANK STERLING U. S. COMMERCIAL PAPER COVERED LONDON DIFFERENTIAL DIFFERENTIAL — - - — J HI - 1 i - \ , I I I I I I I I I I II I I / ~ U A \ a aA ~ ~v I I flA I INTERBANK DM COVERED FRANKFURT SWISS INTERBANK (SF) COVERED EURO-DOLLAR DEPOSITS EURO-DOLLAR DEPOSITS DIFFERENTIAL 1979 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 DIFFERENTIAL 1981 = 2 P E R C E N T ON R A T E S C A L E 1979 1981 I CHART 9 LONG-TERM GOVERNMENT BOND YIELDS WEEKLY SERIES NT PER ANNUM PERCENT PER AN 17 17 15 15 CANADA UNITED STATES 13 13 11 11 9 9 7 7 12 9 10 7 SWITZERLAND 8 5 GERMANY 6 3 4 1 16 17 FRANCE 14 15 UNITED KINGDOM 12 13 11 10 8 9 NETHERLANDS 6 16 7 U. S. CORPORATE 15 MONTHLY MONTHLY 13 14 12 JAPAN 11 Aaa BONDS 10 8 9 EURO-DOLLAR 7 BONDS 6 5 1 9 7 9 1981 1 9 7 9 1981 CHART 10 STOCK INDICES WEEKLY SERIES RATIO S C A L E 1977=100 RATIO S C A L E 1977=100 160 140 UNITED STATES V V VJ\y - 120 ~ 100 - JAPAN 80 140 a UNITED KINGDOM 120 ~ A 100 W 80 - V r/ ' - I L L / / ^ R ™ V Y V ~ V 100 - - mImIoIo FRANCE 120 1) V R V V — Y V 1/v , 140 ™ V V 1 60 1 1 120 AZ^ - - - GERMANY ~ l 100 - - Illllllllll Mlllllllll i i - 100 - - TV V\ - J\f - - NETHEF(LANDS 60 45 CANADA - - i | | I I 1979 I II11 I 111!! I mIKIIIIM 1981 1979 80 60 i 140 120 80 60 — i 80 120 - V MIMIHIM 140 80 SWITZERLAND - - 60 100 140 1981 STANDARD & P O O R ' S I N D U S T R I A L S NSA REBASED TO 1 9 7 7 = 1 0 0 USER NOTES2SOURCE REUTERS 19781978197819781978- 1 13 25 37 49 95. 90. 98. 108. 100. 08 57 03 88 10 91. 91. 97. 104. 98. 24 07 39 07 54 92. 91. 96. 104. 97. 15 55 11 06 43 90. 95. 98. 105. 99. 91 91.58 52 98.68 100.19 22 64 107.09 65********* 19791979197919791979- 1 13 25 37 49 100. 105. 104. 110. 110. 79 36 16 94 88 102. 105. 104. 111. 111. 94 91 78 58 32 102. 105. 104. 110. 112. 44 42 48 72 14 99. 104. 105. 110. 111. 65 102.85 83 105.86 94 104.01 94 109.05 64********* 19801980198019801980- 1 13 25 37 49 109. 102. 120. 130. 144. 41 98 79 87 63 113. 107. 121. 135. 135. 00 46 36 28 11 115. 105. 120. 137. 140. 37 82 23 11 13 118. 105. 122. 133. 142. 15 04 76 95 73 19811981- 1 13 1 4 1 . 78 1 4 3 . 08 1 3 6 . 76 1 3 9 . 81 1 4 0 . 19 1 4 0 . 61 1 3 7 . 76 1 4 0 . 34 92.41 98.19 90.35 97.90 107.16 99.71 89.10 101.92 106.74 99.57 88.59 99.21 107.94 97.06 89.24 99.33 107.35 95.11 90. 53 102.33 105.91 97*98 90.86 101.59 107.96 9 6 . 10 105.16 105.42 107.27 101.84 102.64 106.41 104.01 102-11 101.40 99.10 102.75 101.33 101.87 105.42 103.34 107.08 102.73 104.15 111.85 107.58 104.43 104.97 109.24 110.19 120.33 107.43 124.57 138.59 142.71 120.92 110.44 127.44 141.03 124.16 110.81 127.88 138.86 122.25 116.98 116.45 129.90 141.94 112.18 127.34 134.57 118.22 111.79 129.24 138.55 117.14 129.63 147.05 109.28 120.74 132.29 148.31 136.64 139.28 134.38 137.15 134.88 136.43 134.93 137.84 137.24 139.67 136.15 140.36 143.77 101.22 102.90 100.00 108.80 110.81 110.88 112.22 35= F I N A N C I A L TIMES I N D U S T R I A L ORDINARY INDEX NSA RBBASBD TO 1 9 7 7 = 1 0 0 USER N O T E S : S O U R C E : LONDON F I N A N C I A L T I M E S 19781978197819781978- 1 13 25 37 49 107. 102. 100. 117. 108. 24 96 16 47 12 107. 103. 100. 116. 105. 11 37 10 32 68 104. 101. 99. 111. 105. 72 18 37 25 13 106. 99. 104. 112. 105. 23 103.29 99 100.65 06 102.83 37 110.85 13********* 102.98 103.75 105.97 108.74 99.64 104.43 108.89 107.66 98.91 105.60 113.49 105.35 97.57 104.21 112.12 104.30 98.21 105.27 114.15 104.56 99.79 104.41 110.59 105.22 101.70 103.75 110.70 107.51 19791979197919791979- 1 13 25 37 49 105. 118. 106. 103. 92. 51 35 65 79 03 105. 115. 102. 101. 93. 22 16 65 20 13 104. 118. 101. 103. 92. 21 43 46 97 80 • 101. 117. 103. 103. 91. 35 102.82 49 121.51 02 103.77 79 103.77 17********* 100.08 119.78 102.10 103.84 100.56 118.48 100.43 98.82 100.45 117.88 104.06 96.19 105.92 114.85 104.25 9 1 . 92 109.24 112.52 102.39 90.14 112.10 113.64 102.52 90.80 113.40 107.49 103.97 91.66 19801980198019801980- 1 13 25 37 49 89. 95. 104. 110. 105. 48 66 01 32 38 93. 95. 102. 110. 103. 11 00 43 10 02 100. 94. 101. 106, 102. 14 82 92 25 56 98. 97. 108. 106. 102. 58 42 39 23 65 100.60 95.68 110.61 105.42 104.32 100.23 96.82 106.85 106.74 105.27 96.60 107.44 107.44 100.76 96.60 104.01 108.43 101.22 94.89 104.34 107.07 101.22 91.59 108.10 107.16 97. 81 93.00 112.23 94.98 98.25 107.68 108.74 19811981- 1 13 1 0 1 . 18 116. 48 101. 00 1 2 8 . 46 105.29 127.49 106.91 125.45 121.20 107.57 110.37 119.78 109.93 119.91 103.33 107.97 111.55 98. 05 1 1 8 . 59 s 1 0 1 . 51 1 2 0 . 72 108.06 75=1 TORONTO COMPOSITE INDEX NSA REBASED TO 1 9 7 7 = 1 0 0 USER N O T E S : S O U R C E : LONDON F I N A N C I A L T I M E S 19781978197819781978- 1 13 25 37 49 103. 104. 112. 127. 127. 37 63 09 66 29 99. 105. 111. 123. 127. 67 46 20 87 47 99. 106. 110. 125. 126. 91 91 76 98 82 100. 107. 112. 128. 128. 03 99.64 65 107.81 70 116.82 27 131.22 32********* 100,47 107.58 117.03 125.53 99.92 108.14 119.38 99.79 110.92 120.97 19791979197919791979- 1 13 25 37 49 131. 145. 156. 171. 171. 85 16 70 06 16 134. 145. 159. 170. 173. 71 16 62 54 67 133. 145. 157. 164. 176. 82 03 62 59 36 135. 144. 154. 171. 178. 134.24 62 49 146.64 153.59 82 06 167.33 14********* 133.70 147.68 154.19 160.49 19801980198019801980- 1 13 25 37 49 179. 178. 202. 229. 234. 76 95 19 91 25 184. 179. 203. 232. 221. 35 00 28 08 41 194. 182. 206. 232. 220. 34 83 56 53 99 191. 180. 212. 226. 225. 62 12 15 18 47 200.62 181.36 209.76 226.62 224.70 19811981- 1 13 2 2 4 . 36 234. 32 2 1 9 . 43 2 3 2 . 78 219.36 228.97 2 2 2 . 82 2 3 3 . 57 2 2 2 . 22 231. 67 99.67 101.38 122,06 120.98 102.94 113.24 120.41 123.91 103.43 113.54 124.43 125.11 137.21 146.72 158.54 156.51 138.19 150.11 164.93 160.90 140.54 153.88 166.24 160.88 143.04 155.75 164.59 168.05 214.71 188.73 214.96 197.72 222.49 221.80 197.05 199.70 202.06 229.16 224.38 234.28 217.05 224.97 231,40 111.80 122.66 111.62 122.28 120.11 136.68 144.15 154.32 152.54 138.57 143.91 155.02 156.21 200.35 185.02 217.48 231.05 209.82 182.38 217.75 233.51 209.57 182.87 215.77 227.93 221.63 223.60 228.10 217.27 214.32 230.59 122.00 222.01 226-59 215.42 235.42 222.08 191.41 1261=100 CAC GENERAL INDEX NSA RBBASED TO 1 9 7 7 = 1 0 0 DSER N O T E S : S O U R C E : LONDON F I N A N C I A L T I M E S 19781978197819781978- 1 95.60 99.82 100.33 100.02 100.02 103.45 102.94 102.74 100.23 102.64 100.73 99.22 13 99.02 97.61 97.91 98.62 100.83 101.23 100.63 101.63 102.04 101.53 103.65 102.74 25 101.13 98.92 96.60 99.82************************************************************************ 37 * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * 100.43 90.46 99.72 100.53 49 101.13 100.12 97.01 99.22********* 19791979197919791979- 1 102.34 13 * * * * * * * * * 25 108.78 37 121.26 49 111.40 104.85 101.03 110.99 127.50 110.19 104.45********* 103.24 104.55 104.75 105.66 108.28 108.28 106,87 117.43 121.26 123.57 109.58 110.99********* 99.72 106.87 108.07 118.74 99.12 105.66 109.48 117.33 96.20 104.35 111.60 117.43 96.80*************************** 104.95 104.45 103.34 106.46 113.41 113.11 117.63 117.43 112.30 113.71 117.13 110.89 19801980198019801980- 1 13 25 37 49 97.01 104.55 108.18 110.19 104.75 108.28 113.41 112.70 115.62 105.76 108.38 112.80 107.47 104.95 108.98 111.70 113.31 111.09 104.95 108.38 115.72 116.12 115.22 107.57 108.38 118.04 112.40 108.48 109.79 121.06 112.90 110.59 110.09 120.75 108.88 109.48 111.29 119.75 115.32 102.14 103.75 108.18 111.50 114.21 106.26 110.29 112.20 102.14 103.04 109.58 113.21 19811981- 1 13 107.07 111.79 105.26 109.28 106.26 109.58 104.55 111.79 106.97 108.77 107.57 109.88 108.78 96.20 108.98 87.74 110.69 88.55 112.40 112.40 112.30 112.00 118.84 58=100 PAZ AKTIEN NSA REBASED TO 1 9 7 7 = 1 0 0 OSEB N O T E S : S O U R C E : LONDON F I N A N C I A L TIMES 19781978197819781978- 1 13 25 37 49 103.34 104.52 105.79 113.22 112.71 104. 106. 104. 112. 112. 39 106.39 105.77 21 93 104.90 31 * * * * * * * * * 110.44 04 106.74 104.83 103.12 101.50 105.10 107.47 115.24 115.50 110.67********* 106. 98. 108. 115. 53 43 73 66 106. 101. 108. 113. 64 86 30 27 106. 100. 108. 111. 94 64 69 23 105. 102. 108. 111. 15 07 91 66 105. 102. 110. 111. 63 64 89 77 104. 100. 109. 111. 05 74 74 82 104. 105. 111. 110. 85 03 87 89 19791979197919791979- 1 13 25 37 49 112.38 107.51 100.00 104.58 99.17 113. 105. 99. 104. 98. 17 10 32 39 22 114.19 105.58 99.07 103.65 97.20 112.85 111.88 105.24 107.15 98.02 100.98 104.26 104.42 97.03********* 109. 106. 100. 102. 08 10 58 33 108. 103. 102. 99. 71 76 78 95 108. 102. 103. 98. 57 79 18 63 105. 101. 101. 96. 23 00 93 19 106. 101. 101. 96. 55 22 66 44 108. 98. 102. 96. 65 14 42 77 108. 97. 103. 99. 32 25 65 54 19801980198019801980- 1 13 25 37 49 96.30 92.54 98.85 98.93 98.54 96. 92. 99. 98. 96. 73 61 75 98 10 95.33 92.37 100.43 99.40 94.52 95.83 92.95 99.61 99.31 94.85 96.56 95.50 100.49 101.02 95.68 53 75 25 24 100. 94. 100. 99. 43 27 88 77 101. 94. 100. 97. 50 28 89 57 101. 96. 101. 97. 43 07 69 36 99. 96. 100. 96. 40 93 10 44 96. 96. 99. 96. 82 13 90 53 94. 96. 99. 97. 31 38 20 46 19811981- 1 13 96.85 97.08 9 6 . 66 9 9 . 04 95.33 99.53 93.13 100.18 93.45 101.16 • 99. 94. 101. 101. 9 3 . 70 9 8 . 67 94. 03 1 0 0 . 17 9 3 . 90 98. 93 9 3 . 91 9 7 . 58 9 4 . 72 96. 43 9 5 . 78 70=1 ANP-CBS I N D U S T R I A L INDEX NSA REBASBD TO 1 9 7 7 = 1 0 0 USER N O T E S : S O U R C E : LONDON F I N A N C I A L T I M E S 19781978197819781978- 1 13 25 37 49 96.56 92.96 102.93 111.22 95.36 96.81 92.00 100.41 107.98 94.40 96.81 95.48 98.97 105.81 94.64 96.81 96.20 95.12 95.24 99.69 101.13 107.01 105.09 97.53********* 97.65 95.00 101.13 105.21 98.01 96.32 101.13 100.89 95.60 97.29 102.09 97.53 95.72 99.93 103.41 99.09 94.88 102.33 108.58 99.81 93.80 103.65 110.14 98.61 93.32 103.65 110.38 96.20 19791979197919791979- 1 13 25 37 49 85.64 94.28 86.60 89.96 80.59 99.93 92.96 88.76 89.00 79.63 101.01 94.16 89.24 90.08 79.39 103.17 101.61 93.68 93.20 88.28 86.84 89.96 89.24 81.43********* 98.13 92.24 87.32 87.32 99.09 91.76 89.48 84.19 98.25 89.36 91.76 84.43 95.00 87.32 92.00 80.35 95.36 87.80 91.40 81.67 92.60 85.76 90.08 81.43 91.04 86.48 90.92 80.35 19801980198019801980- 1 13 25 37 49 81.79 70.50 78.31 76.63 73.62 81.91 73.74 76.63 77.23 72.78 80.59 75.55 73.99 74.47 73.99 79.75 77.95 75.91 72.78 73.74 80.47 78.79 76.87 74.23 73.99 80.95 79.39 77.23********* 79.63 79.63 77.59 77.59 79.03 76-99 79.39 76.75 76.15 77.35 80.47 78.07 77.11 78.55 78.19 77.11 74.95 78.67 78.67 76.75 72.54 79.51 7 7 . 71 76.51 19811981- 1 13 78.91 82.03 7 7 . 11 82.15 77.11 83.35 77.95 84.31 79.87 87.20 80.59 86.24 80.47 84.79 77.83 85.40 76.87 80.23 80.71 80.71 84.31 NEW TOKYO STOCK EXCHANGE INDEX NSA REBASED TO 1 9 7 7 = 1 0 0 USEfi N O T E S : S O U R C E : 1/73=100 LONDON F I N A N C I A L TIMES 19761978197819781978- 1 13 25 37 49 96. 107. 109. 113. 118. 53 41 06 26 63 99. 108. 110. 112. 120. 10 88 02 75 01 100. 108. 111. 114. 118. 05 42 28 48 41 99.28 101.64 110.07 109.10 112.52 112.91 115.36 115.13 118.62********* 102. 109. 111. 116. 25 46 55 24 101. 108. 111. 115. 73 87 37 51 101. 108. 110. 115. 50 27 48 72 103. 108. 110. 117. 61 60 70 05 103. 108. 111. 116. 76 70 52 06 105. 108. 112. 116. 61 77 12 93 105. 109. 113. 116. 65 27 22 84 19791979197919791979- 1 13 25 37 49 120. 119. 118. 120. 119. 08 25 13 65 81 121. 117. 118. 120. 120. 55 05 62 99 27 121. 117. 119. 119. 120. 62 20 17 99 14 122.42 122.76 117.24 119.08 117.00 116.33 120.65 119.45 121.05********* 120. 120. 117. 120. 51 55 52 28 119. 119. 118. 115. 12 82 09 77 119. 121. 118. 119. 63 26 68 06 118. 120. 120. 117. 99 05 18 68 118. 120. 119. 118. 15 10 83 12 118. 117. 120. 116. 73 53 24 74 119. 116. 119. 118. 25 64 85 66 19801980198019801980- 1 13 25 37 49 121. 120. 124. 127. 130. 87 43 27 56 37 121. 119. 124. 128. 129. 95 99 46 90 74 122. 121. 124. 127. 129. 82 03 48 78 35 123,36 122.32 124.33 129.95 129.89 124.12 123.36 124.40 130.24 130.22 124. 124. 124. 131. 42 04 56 76 125. 124. 124. 131. 15 48 31 29 124. 124. 123. 130. 90 48 48 87 124. 123. 125. 131. 37 83 82 59 123. 123. 126. 131. 57 92 85 05 120. 123. 126. 131. 56 07 86 01 119. 123. 127. 131. 83 68 21 20 19811981- 1 13 1 3 2 . 85 141. 55 1 3 4 . 89 144. 47 134.96 146.83 135.34 147.52 134. 53 146. 41 1 3 3 . 70 144. 33 133. 33 1 4 6 . 19 133. 89 144. 99 135. 28 1 4 7 . 82 134. 42 1 3 7 . 16 1 4 0 . 32 S W I S S BANK CORPORATION INDEX NSA RBBASBD TO 1 9 7 7 = 1 0 0 USER N O T E S : S O U R C E : 1268=100 LONDON F I N A N C I A L T I M E S 98.86 97.52 99.06 98.92 98.45 98.39 93.29 95.98 96.04********* 100.97 97.65 97.32 89.81 95.00 103.15 104.72 96.78 93.70 98.05 97.68 89.07 90.38 97.22********* 106. 94. 97. 89. 56 23 72 34 108. 97. 96. 90. 47 52 98 38 105. 98. 98. 87. 29 12 32 97 101. 97. 97. 92. 54 58 28 32 97. 96. 96. 94. 01 54 51 23 98. 97. 96. 95. 56 89 38 67 98. 97. 97. 94. 22 89 32 50 98.52 107.13 102.38 106.87 103.08 100.63 106.77 103.52 106.87 102.04 100.73 107.27 103.95 107.80 101.71 107.10 100.70 107.64 107.97 103.65 103.35 106.93 108.81 101.07********* 104. 110. 104. 107. 72 28 19 70 107. 109. 105. 107. 03 01 96 60 107. 108. 106. 105. 77 81 53 29 104. 106. 107. 102. 75 97 13 64 105. 104. 108. 101. 56 39 74 24 105. 102. 107. 101. 09 95 77 84 106. 103. 107. 101. 73 75 91 60 1 13 25 37 49 101.84 94.30 100.03 104.29 100.00 102.84 9 4 . 17 101.00 103.88 99.06 103.31 93.96 101.81 103*18 100.13 102.71 94.80 100.93 102.61 99.59 103.82 95.87 102.14 102.41 100.33 104,. 97. 103. 102. 65 48 80 11 106. 96. 103. 101. 36 85 95 84 105. 96. 103. 101. 93 85 72 87 104. 98. 104. 104. 35 35 12 02 102. 98. 104. 102. 01 99 49 54 98. 98. 103. 101. 32 45 78 77 95. 98. 105. 99. 34 76 83 96 1 13 101.74 101.30 100.90 101.20 99.53 100.16 98.02 99.93 96.91 99.76 19781978197819781978- 1 13 25 37 49 19791979197919791979- 1 13 25 37 49 1980198019801980198019811981- 9 7 . 48 9 9 . 13 9 9 . 13 9 8 . 46 97. 99 9 5 . 94 98. 99 9 3 . 76 9 8 . 09 9 9 . 19 1 0 0 . 16 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 MEEKLY 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 INDICES, 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 SWISS FRANC BELGIAN FRANC ITALIAN LIRA SWEDISH KRONA 42.66 0.44737 38.37 204.95 82.97 17.97 48.00 2.61674 0.08583 JUNE JUNE JUNE JUNE JUNE JUNE JUNE JUNE JUNE 3 3 3 3 3 3 3 3 3 120.01 117.14 110.17 82.89 82.69 80.98 154.43 103.11 48.76 MAR 1 9 7 3 = 3 3 3 3 3 3 3 3 3 3 3 105.35 130.63 124.98 115.88 85.06 85.16 82.74 163.11 107.83 48.23 92.72 3 3 3 3 3 3 3 3 -0.89 5.60 5.27 -4.36 8.00 5.92 10.37 -4.28 100 JUNE JUNE JUNE JUNE JUNE JUNE JUNE JUNE JUNE JUNE JUNE 3-MONTH FORWARD EXCHANGE R A T E S , PREMIUM OR DISCOUNT CANADIAN DOLLAR U . K . POUND GERMAN MARK FRENCH FRANC SWISS FRANC DUTCH GUILDER JAPANESE YEN I T A L I A N LIRA 3 3 3 3 3 3 3 3 3 MARCH 1 9 7 3 BASE RATES = 1 0 0 GERMAN MARK JAPANESE YEN DUTCH GUILDER U . K . POUND CANADIAN DOLLAR FRENCH FRANC SWISS FRANC BELGIAN FRANC I T A L I A N LIRA CHART 2 . JUNE JUNE JUNE JUNE JUNE JUNE JUNE JUNE JUNE JUNE JUNE JUNE JUNE JUNE JUNE JUNE JUNE LAST VALUE PLOTTED DATE VALUE S E R I E S NAME CHAfiT 3 . GOLD P R I C E I N LONDON, AFTERNOON F I X I N G U.S. CHART 4 . DOLLARS PER F I N E OUNCE EURO-DOLLAR D E P O S I T RATES: JUNE JUNE MAY MAY MAY MAY MAY MAY APRIL MAY 3 3 29 29 29 22 29 29 24 22 18.40 17.83 11.75 17.10 11.50 10.25 6.94 JUNE JUNE JUNE JUNE JUNE JUNE JUNE 3 3 3 3 3 3 3 17.25 13.27 7.44 19.06 12.44 9.95 13.65 JUNE JUNE JUNE JUNE JUNE JUNE 3 3 3 3 3 3 17.83 18.00 18.06 17.97 16.91 16.27 20.00 9.90 10.83 LONDON OVERNIGHT 7-DAY 1-MONTH 3-MONTH 6-MONTH 1-YEAR CHART 7 . 478.20 3-MONTH I N T E R E S T RATES U . S . 90-DAY C D ' S , SECONDARY MARKET GERMAN INTERBANK LOAN JAPANESE BANK LOANS & DISCOUNTS CANADIAN FINANCE PAPER INTERBANK STERLING SWISS INTERBANK LOAN WEIGHTED AVERAGE FOREIGN INTEREST RATE ( G - 1 0 COUNTRIES PLUS SWITZERLAND) CHART 6 . 3 CALL MONEY RATES U . S . FEDERAL FUNDS OVERNIGHT EURO-DOLLAR D E P O S I T S U . K . 2-DAY LOCAL AUTHORITY D E P O S I T S CANADA GERMANY EURO-DH JAPAN FRANCE NETHERLANDS EURO-SWISS FRANC CHART 5 . JUNE 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 JUNE JUNE 3 3 3 17.83 18.40 -0.57 3-MONTH EURO-DOLLAR DEPOSIT RATE U . S . 90-DAY C D ' S , SECONDARY MARKET DIFFERENTIAL JUNE JUNE JUNE 3 3 3 17.97 17.25 0.73 S E R I E S NAME CHART 8 . LAST 7ALOE PLOTTED DATE VALUE INTEREST ARBITRAGE, 3-MONTH FUNDS EURO-DOLLAR DEPOSIT INTERBANK STERLING (LONDON), COVERED DIFFERENTIAL JUNE JUNE JUNE 3 3 3 17. 97 1 8 . 21 - 0 . 23 U . S . COMMERCIAL PAPER CANADIAN FINANCE PAPER, COVERED DIFFERENTIAL JUNE JUNE JUNE 3 3 3 1 6 . 63 1 8 . 13 - 1 . 50 EURO-DOLLAR DEPOSIT INTERBANK DM (FRANKFURT), COVERED DIFFERENTIAL JUNE JUNE JUNE 3 3 3 1 7 . 97 18. 72 - 0 . 75 EURO-DOLLAR DEPOSIT SWISS INTERBANK, COVERED DIFFERENTIAL JUNE JUNE JUNE 3 3 3 1 7 . 97 1 8 . 15 - 0 . 18 MAY MAY APRIL MAY MAY MARCH APRIL MAY 29 22 i . LONG TERM GOVERMENT BOND YIELDS UNITED STATES GERMANY JAPAN (MONTHLY) SWITZERLAND CANADA FRANCE NETHERLANDS UNITED KINGDOM U.S. APRIL APRIL 13.88 12.51 STOCK I N D I C E S UNITED STATES UNITED KINGDOM CANADA GERMANY SWITZERLAND NETHERLANDS FRANCE JAPAN 61 05 90 82 96 09 91 81 CORPORATE AAA BONDS EURO-DOLLAR BONDS CHART 1 0 . 15 29 13 24 29 13. 11. 7. 5. 14. 15. 10. 11. MAY MAY MAY MAY MAY MAY MAY MAY 27 27 27 27 27 27 27 27 1 3 9 ., 6 7 1 1 9 .. 9 1 2 3 5 .,42 9 7 .,58 9 3 .,76 85.40 8 8 .,55 147. 82 FEDERAL RESERVE statistical release ft*.*# ""10(5121 . JUNE FOREIGN EXCHANGE RATES FOB THE WEEK ENDING JUNE 5, 8, 1981 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 ZEALAND 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 ESCUDO RAND PESETA RUPEE KSONA FRANC POUND 114.1100 6.09013 *2.62950 82.9188 13.6295 22.9226 18.0034 42.8266 11.7647 157.0000 0.08624 0.44944 42.5804 4.1271 38.5356 87.2500 17.4155 1.6260 117.9500 1.0858 5.4142 20.1898 48.1696 205.7500 1 JUNE 2 tRAl CE U . S . CENTS] JUNE 3 113.7500 5.97015 2.59000 82,7884 13.4771 22.6603 17.8174 42.1763 11.7647 155.1000 0.08532 0.44673 42.4989 4.1237 37.9867 87.1200 17.2339 1.6000 117.2500 1.0672 5.4142 20.0300 47.5737 203.6000 113.7300 5.99162 2.59403 82.8501 13-4120 22.6655 17.9211 42.3639 11.7233 155.2500 0.08516 0.44763 42.4628 4.1220 38.1025 86.5500 17.1674 1.6051 116.5500 1.0693 5.4142 19.9362 47.8469 201.6000 JUNE 4 112.8000 5.91017 2.54259 82.6105 13.1579 22.3964 17.6149 41.4250 11.6686 152.4500 0.08299 0.44170 42.2476 4.1220 37.1195 85.3200 16.9062 1.5588 115.6700 1.0532 5.4142 19.6502 46.6418 194.0000 JUNE 5 112.6000 5.84112 2.53872 82.8569 13.1320 22.2321 17.5131 41.4766 11.6279 151.0000 0.08251 0.43898 42.2119 4.1161 37.2439 84.9500 16.7084 1.5674 114.4000 1.0417 5.4142 19.5580 46.8384 193.0000
@FedFRASER