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(5 1 6 / 5 1 7 ) Selected Interest Exchange Rates W e e k ly Series o f Charts June 9 ,1 9 8 0 DIVISION O F 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 ARKETS SECTION BOARD OF GOVERNORS FED ER A L RESERVE SYSTEM Washington, D.C. 20551 Table o f Contents TABLES SUBSCRIPTION RATES: 1. LATEST FIGURES PLOTTED 2. DAILY CERTIFIED SPOT EXCHANGE RATES-H.10 RELEASE 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, 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. 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 a 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 R A T IO MARCH R A T IO SCALE MARCH 1973=100 SCALE 1973=100 120 100 80 60 120 100 80 240 200 160 120 160 140 120 100 100 80 60 1978 1980 1978 1980 CHART 2 3-M ONTH FORWARD EXCHANGE RATES PREMIUM (+) OR ( - ) AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER PERCENT ANNUM PER ANNUM + 0 24 1978 1980 1978 1980 CHART 3 PRICE OF GOLD IN LONDON AVERAGES FOR WEEK ENDING WEDNESDAY U .S . c U .S . D O L L A R S P E R F IN E L L A R S P E R F IN E O U N C E 800 800 750 750 700 700 650 650 600 600 550 550 500 500 450 450 400 400 350 350 300 300 250 250 200 200 150 150 100 100 1977 1978 1979 1980 CHART 4 CALL MONEY RATES WEEKLY SERIES 20 20 16 16 12 12 8 8 4 4 16 20 12 16 12 8 4 8 0 4 12 0 12 8 4 8 + 0 4 4 0 1978 1980 1978 1980 CHART 5 3-MONTH INTEREST RATES WEEKLY SERIES rcw 20 20 16 16 U. S. C D 'S 12 12 8 8 4 4 18 14 14 10 10 6 6 16 2 12 12 8 LOANS AND DISCOUNTS JAPANESE BANK 8 4 4 0 1978 1980 1978 1980 CHART 6 EURO-DOLLAR DEPOSIT RATES Lo ndo n AVERAGES FOR WEEK ENDING WEDNESDAY P ER C E N T PER •N T P E R A N N U M 20 20 16 16 12 12 8 8 4 4 20 20 16 16 12 12 8 8 4 4 20 20 16 16 12 12 8 8 4 4 1978 1980 1978 1980 CHART 7 SELECTED EURO-DOLLAR AND U. S. MONEY MARKET RATES DFFERENTIAL: PLUS(+), FAVORS BORROWING IN U. S. AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER ANNUM PERCENT PER ANNUM 2 Io + 1 1 2 3 4 1 PERCENT ON D F F E R E N T IA L SCALE = 2 PER C EN T ON RATE SCALE CHART 8 INTEREST ARBITRAGE: 3-M ONTH FUNDS DIFFERENTIAL: PLUS(+), INDICATES FAVOR DOLLAR ASSETS AVERAGES FOR WEEK ENDING WEDNESDAY PER C EN T PER ANNUM P ER C E N T PER ANNUM DFFERENTIAL iiliiliiliiliiliiliilii 1978 1980 1 PERC ENT ON D IF F E R E N T IA L S C A LE = 2 PERCENT ON RATE SC A LE 1978 1980 CHART 9 LONG-TERM GOVERNMENT BOND YIELDS WEEKLY SERIES 14 15 12 13 10 11 8 9 8 10 7 8 5 6 3 4 1 7 16 17 14 15 12 13 10 11 8 9 6 7 14 13 12 11 10 9 8 7 6 5 1978 1980 1978 1980 CHART 10 INDUSTRIAL STOCK INDICES WEEKLY SERIES R A T IO SCALE 1960=100 R A T IO SCALE 1960=100 100 90 60 70 60 50 140 120 100 60 1978 1980 1978 1980 SERIES NAME LAST VALUE PLOTTED DATE VALUE CHART 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 4 4 4 4 4 4 4 4 4 56.25 0.44866 51.18 232.99 86.25 24.16 60.41 3.51667 0.11961 JUNE JUNE JUNE JUNE JUNE JUNE JUNE JUNE JUNE 4 4 4 4 4 4 4 4 4 158.24 117.47 146.92 94.24 85.97 108.85 194.36 138.57 67.95 4 4 4 4 4 4 4 4 4 4 4 85.96 150.16 104.81 132.86 82.12 74.73 96.25 175.28 124.37 58.03 93.63 4 4 4 4 4 4 4 4 -1.48 -6.36 0.60 -2.51 4.78 -0.92 -2.44 -8.52 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) U.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 FORWARD EXCHANGE RATES, PREMIUM OR DISCOUNT CANADIAN DOLLAR U.K. POUND GERMAN 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 CHART JUNE 4 548.12 JUNE 4 JUNE 4 JUNE 6 MAY 23 JUNE 6 6 JUNE JUNE 6 JUNE 6 MAY 16 JUNE 6 10.74 9.88 16.75 13.25 9.80 9.68 12.63 12.38 11.15 7.90 JUNE JUNE JUNE JUNE JUNE JUNE JUNE 4 4 4 4 4 4 4 8.88 10.18 13.69 11.87 16.82 5.52 12.51 JUNE JUNE JUNE JUNE JUNE JUNE 4 4 4 4 4 4 9.88 9.88 10.05 10.08 10.15 10.14 CALL MONEY RATES U.S. FEDERAL FUNDS OVERNIGHT EURO-DOLLAR DEPOSITS U.K. 2-DAY LOCAL AUTHORITY DEPOSITS CANADA GERMANY EURC-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 S DISCOUNTS CANADIAN FINANCE PAPER INTERBANK STERLING SWISS INTERBANK LOAN WEIGHTED AVERAGE FOREIGN INTEREST RATE (G-10 COUNTRIES PLUS SWITZERLAND) CHART 6. EURO-DOLLAR DEPOSIT RATES: LONDON OVERNIGHT 7-DAY 1-MONTH 3-MCNTH 6-MONTH 1-YEAR CHART SELECTED EURO-DOLLAR AND U.S. MONEY MARKET RATES OVERNIGHT EURO-DOLLAR DEPOSITS U.S. FEDERAL FUNDS DIFFERENTIAL ADJ. FOR RESERVE REQUIREMENTS JUNE JUNE JUNE 4 4 4 9.88 10.74 -0.86 3-MONTH EURO-DOLLAR DEPOSIT RATE U.S. 90-DAY CD'S, SECONDARY MARKET DIFFERENTIAL JUNE JUNE JUNE 4 4 4 10.08 8.88 1.20 SERIES NAME LAST VALUE PLOTTED DATE VALUE CHART 8- INTEREST ARBITRAGE, 3-MONTH FUNDS EURO-DOLLAR DEPOSIT I N TERBANK STERLING (LONDON) , COVERED DIFFERENTIAL JUNE JUNE JUNE 4 4 4 10.08 10.20 -0.13 U.S. COMMERCIAL PAPER CANADIAN FINANCE PAPER, COVERED DIFFERENTIAL JUNE JUNE JUNE 4 4 4 8.85 10.35 -1.50 EURO-DOLLAR DEPOSIT INTERBANK DM (FRANKFURT), COVERED DIFFERENTIAL JUNE JUNE JUNE 4 4 4 10.08 10.80 -0.72 EURO-DOLLAR DEPOSIT SWISS INTERBANK, COVERED DIFFERENTIAL JUNE JUNE JUNE 4 4 4 10.08 10.37 -0.30 JUNE MAY MAY MAY MAY MARCH MAY JUNE 6 30 10.07 8.37 8.76 4.82 11.39 14.30 9.86 11.05 CHART 9. LONG TERM GOVERMENT BOND YIELDS UNITED STATES GERMANY JAPAN (MONTHLY) SWITZERLAND CANADA FRANCE NETHERLANDS UNITED KINGDOM 30 23 7 16 6 I. CORPORATE AAA BONDS EURO-DM BONDS EURO-DOLLAR BONDS MAY DEC. APRIL 10.99 6.63 10.98 CHART 10. INDUSTRIAL STOCK INDICES UNITED STATES JAPAN CANADA FRANCE UNITED KINGDOM SWITZERLAND GERMANY 6 JUNE 6 JUNE DEC. 29 MAI 16 6 JUNE JUNE 6 MAY 30 118. 89 307. 26 113. 81 147. 22 100. 76 73. 54 94. 40
@FedFRASER