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• S - ^ V O (516/517) O K U ) f U 61 B ^ , U w C l, Selected Interest & Exchange Rates Weekly Series of Charts March 1,1982 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 e CHART 1 SPOT EXCHANGE INDICES DOLLAR PRICES OF FOREIGN CURRENCIES AND WEIGHTED AVERAGE VALUES (THIN LINE) AVERAGES FOR WEEK ENDING WEDNESDAY RATIO SCALE MARCH 1973=100 RATIO SCALE MARCH 1 9 7 3 = 1 0 0 120 120 U.K. POUND 100 80 100 FOREIGN CURRENCY PRICE OF U.S. DOLLAR I | | V 80 lllllllllll 60 180 160 JAPANESE YEN 140 X V"v 120 X ^yj GERMAN MARK I I I 100 I I I 80 240 200 w 160 SWISS FRANC FRENCH FRANC I I I BELGIAN FRANC DUTCH GUILDER 100 ITALIAN LIRA 80 60 CANADIAN DOLLAR 40 1980 1982 1980 1982 CHART 2 3-MONTH FORWARD EXCHANGE RATES PREMIUM (+) OR (-) AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER ANNUM PERCENT PER ANNUM 24 6 - y "V CANADIAN DOLLAR r - 1 J V ITALIAN LIRA I - / 24 - - U. K. POUND DUTCH GUILDER 12 I I I SWISS FRANC GERMAN MARK JAPANESE YEN FRENCH FRANC 1980 1982 1980 1982 L CHART 3 PRICE diF GOLD IN LONDON AVERAGES FOR W^Etf ENtilNG WEDNESDAY U.S. Di U.S. DOLLARS PER FINE 0 LARS PER FINE OUNCE 800 75b 700 , S... 650 600 5$0 500 ' I tJBfl Kg BARS ' A R ^ E A ^ # N FIXING PRICEj 450 4jD0 3£0 3|00 ^50 #00 iso I li I 'I 1 I 1 i A 100 1979 CHART 4 CALL MONEY RATES WEEKLY SERIES PERCENT PER ANI IT 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 EURO-DM 4 0 1980 1982 1980 1982 CHART 5 3-MONTH INTEREST RATES WEEKLY SERIES PERCE PERCENT PER ANN • PER ANNUM 20 U.S. C D ' S 16 12 U.K. INTERBANK STERLING WEIGHTED AVERAGE FOREIGN RATE 8 4 26 GERMAN INTERBANK RATE CANADIAN FINANCE CO. PAPER 22 18 14 10 6 16 JAPANESE BANK LOANS AND DISCOUNTS 12 SWISS INTERBANK RATE 8 4 1980 1982 1980 1982 CHART 6 EURO-DOLLAR DEPOSIT RATES London AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER ANN JT PER ANNUM 24 20 16 12 8 3-MONTH OVERNIGHT 4 24 20 16 12 6-MONTH 7-DAY 8 I I I IllI I I I 4 24 20 16 12 1-YEAR 1-MONTH 8 4 1980 1982 1980 1982 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 ANNUM PERCENT PER ANNUM 26 26 3-MONTH E U R O - D O L L A R DEPOSITS FEDERAL FUNDS |y*>r 90-DAY CD' S OVERNIGHT E U R O - D O L L A R DEPOSITS I IIIII I IIIIIII UvAvvvi DIFFERENTIAL 11111 DIFFERENTIAL 1111 1980 1 PERCENT ON D I F F E R E N T I A L S C A L E = 2 PERCENT ON RATE S C A L E 1111111 1982 1980 1982 CHART 8 INTEREST ARBITRAGE: 3-MONTH FUNDS DIFFERENTIAL: PLUS(+), INDICATES FAVOR DOLLAR ASSETS AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER ANNUM PERCENT PER ANNUM ZO 28 EURO-DOLLAR DEPOSITS DASHED LINE CANADIAN FINANCE CO. PAPER, COVERED 20 INTERBANK STERLING U. S. COMMERCIAL PAPER COVERED LONDON 1 4 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 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 - 1982 2 P E R C E N T ON RATE S C A L E CHART 9 LONG-TERM GOVERNMENT BOND YIELDS WEEKLY SERIES ENT PER ANNUM PERCENT PER AL JNUM 19 U. S. CORPORATE UNITED STATES 15 19 MONTHLY Aaa BONDS 15 11 11 \ y EURO-DOLLAR BONDS 7 7 15 9 UNITED KINGDOM SWITZERLAND — — 11 5 — I 7 13 I I 1 13 MONTHLY JAPAN - — 9 9 GERMANY - 5 5 22 22 18 18 CANADA FRANCE 14 14 10 10 NETHERLANDS 6 6 1980 CHART 10 INDUSTRIAL STOCK INDICES WEEKLY SERIES RATIO E 1969=1 RATIO Si 1969 ALE 180 160 140 120 100 JAPAN UNITED STATES 80 — 140 120 SWITZERLAND - - 100 UNITED KINGDOM I _LL 80 I I 140 FRANCE GERMANY 120 Vv 100 A Z M . A/^V. „ r 80 I I I 140 120 100 CANADA NETHERLANDS 80 60 1980 1982 1980 1982 SERIES I L A S T V A L U E PLOTTED DATE VALUE NAME HAST 1. SPOT E X C H A N G E R A T E S A N D I N D I C E S WEEKLY A V E R A G E S , NOON BUYING RATES (U.S. C E N T S ) G E R M A N MARK J A P A N E S E YEN DUTCH G U I L D E R U.K. P O U N D CANADIAN DOLLAR FRENCH F R A N C SWISS F R A N C BELGIAN FRANC ITALIAN L I R A INDICES, M A R C H 1973 24 24 24 24 24 24 24 24 24 42.,29 42716 38.,55 184.,24 82. 12 16. 60 53. 15 2. 37811 07886 FEB. FEB. FEB. FEB. FEB. FEB. FEB. FEB. FEB. 24 24 24 24 24 24 24 24 24 118.98 111.84 110.66 74.52 81.85 74.79 171.00 93.71 44. 80 24 24 24 24 24 24 24 24 24 24 24 110.54 135.28 123.82 121.25 78.85 87.73 78.99 188.34 101.47 45.86 82.67 0. 0. BASE R A T E S = 100 G E R M A N MARK J A P A N E S E YEN DUTCH G U I L D E R U.K. P O U N D CANADIAN DOLLAR FRENCH F R A N C SWISS F R A N C BELGIAN FRANC ITALIAN LIRA WEIGHTED A V E R A G E E X C H A N G E V A L U E I N D I C E S , MAR (G-10 C O U N T R I E S P L U S S W I T Z E R L A N D ) U.S. D O L L A R G E R M A N MARK J A P A N E S E YEN DUTCH G U I L D E R U.K. P O U N D CANADIAN DOLLAR FRENCH F R A N C SWISS F R A N C BELGIAN FRANC ITALIAN L I R A SWEDISH KRONA FEB. FEB. FEB. FEB. FEB. FEB. FEB. FEB. FEB. 1973 = 100 FEB. FEB. FEB. FEB. FEB. FEB. FEB. FEB. FEB. FEB. FEB. CHART 2. 3 - M O N T H F O R W A R D E X C H A N G E R A T E S , PREMIUM OR D I S C O U N T CANADIAN DOLLAR U.K. P O U N D GERMAN MARK FRENCH FRANC SWISS F R A N C DUTCH GUILDER J A P A N E S E YEN ITALIAN L I R A FEB. FEB. FEB. FEB. FEB. FEB. FEB. FEB. 24 24 24 24 24 24 24 24 0..22 1..25 5., 17 -0..09 7..02 5.,34 8. 79 - 5 .,69 L A S T VALUE PLOTTED DATE VALUE SERIES N A M E CHART 3. GOLD P R I C E IN L O N D O N , A F T E R N O O N FIXING U.S. D O L L A R S PER FINE OUNCE F E B . 24 365.30 FEB. 24 F E B . 24 F E B . 19 5 FEB. F E B . 19 FEB. 12 F E B . 19 F E B . 19 JAN. 1 FEB. 12 13. 86 14.,25 14.,25 14.75 10.,00 9.,86 6.,50 14.,63 10. 30 3. 32 FEB. FEB. FEB. FEB. FEB. FEB. FEB. 24 24 24 24 24 24 24 14. 57 10. 24 6. 60 14. 90 14. 3 3 8. 13 11. 73 FEB. FEB. FEB. FEB. FEB. FEB. 24 24 24 24 24 24 14.25 14.76 15.09 15.30 15.39 15.25 OVERNIGHT EURO-DOLLAR DEPOSITS U.S. F E D E R A L F U N D S D I F F E R E N T I A L ADJ. FOR R E S E R V E R E Q U I R E M E N T S FEB. 24 F E B . 24 FEB. 24 14.25 13.86 0.39 3-MONTH EURO-DOLLAR DEPOSIT RATE U.S. 9 0 - D A Y C D ' S , S E C O N D A R Y M A R K E T DIFFERENTIAL FEB. 24 F E B . 24 F E B . 24 15.30 14.57 0.73 CHART 4. C A L L MONEY R A T E S U.S. F E D E R A L F U N D S OVERNIGHT EURO-DOLLAR DEPOSITS U.K. 2 - D A Y L O C A L A U T H O R I T Y D E P O S I T S CANADA GERMANY EURO-DM JAPAN FRANCE NETHERLANDS EURO-SWISS FRANC CHART 5. 3 - M O N T H I N T E R E S T R A T E S U.S.. 9 0 - D A Y C D ' S , S E C O N D A R Y M A R K E T G E R M A N I N T E R B A N K LOAN JAPANESE BANK LOANS & DISCOUNTS C A N A D I A N F I N A N C E PAPER I N T E R B A N K STERLING SWISS I N T E R B A N K LOAN WEIGHTED AVERAGE FOREIGN INTEREST RATE (G-10 C O U N T R I E S P L U S S W I T Z E R L A N D ) CHART 6. E U R O - D O L L A R D E P O S I T R A T E S : L O N D O N OVERNIGHT 7-DAY 1-MONTH 3-MONTH 6-MONTH 1-YEAR CHART 7 . SELECTED EURO-DOLLAR AND U.S. M O N E Y M A R K E T R A T E S SERIES N A M E L A S T V A L U E PLOTTED DATE VALUE CHART 8 . I N T E R E S T A R B I T R A G E , 3-MONTH F U N D S EURO-DOLLAR DEPOSIT I N T E R B A N K S T E R L I N G (LONDON), C O V E R E D DIFFERENTIAL F E B . 24 FEB. 24 FEB. 24 15. 30 15. 62 - 0 . 32 U.S. C O M M E R C I A L PAPER C A N A D I A N F I N A N C E PAPER, C O V E R E D DIFFERENTIAL FEB. 24 F E B . 24 FEB. 24 14. 05 15.,13 -1.,08 EURO-DOLLAR DEPOSIT I N T E R B A N K DM (FRANKFURT), C O V E R E D DIFFERENTIAL F E B . 24 F E B . 24 F E B . 24 15..30 15..55 -0..25 EURO-DOLLAR DEPOSIT SWISS I N T E R B A N K , C O V E R E D DIFFERENTIAL F E B . 24 F E B . 24 FEB. 24 15..30 15..29 0..01 FEB. 19 5 FEB. JAN. F E B . 19 5 FEB. 1 JAN. 1 JAN. F E B . 19 14. 39 9. 78 7. 86 5. 52 15. 97 16. 44 11. 12 12. 58 JAN. DEC. 15.18 12.70 CHART 9. LONG TERM G O V E R M E N T BOND Y I E L D S UNITED S T A T E S GERMANY J A P A N (MONTHLY) SWITZERLAND CANADA FRANCE NETHERLANDS UNITED K I N G D O M U.S. C O R P O R A T E AAA BONDS E U R O - D O L L A R BONDS C H A R T 10. STOCK INDICES UNITED S T A T E S UNITED KINGDOM CANADA GERMANY SWITZERLAND NETHERLANDS FRANCE JAPAN F E B . 17 F E B . 17 F E B . 17 F E B . 17 F E B . 17 F E B . 17 F E B . 17 F E B . 17 117.10 123.91 164.26 97.82 81.80 82.63 101.03 150.21 FEDERAL RESERVE statistical release -.farm? H.10(512) FEBBUARY 26, 1982 FOREIGN EXCHANGE RATES FOR THE WEEK ENDING FEBBOABY 26, 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 *AUSTRALIA 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 RUPIAH RIAL POUND SHEKEL LIRA YEN DOLLAR PESO GUILDER DOLLAR KRONE SOL PESO ESCUDO DOLLAR RAND WON PESETA RUPEE KRONA FRANC BAHT POUND BOLIVAR • V A L U E IN U.S. C E N T S FfiB. 22 10200.00 108.22 16.480 42.770 141.15 1.2164 39.100 1.8136 60.450 7.8600 4.4920 6.0120 2.3515 60.800 5.8925 9.2300 649.00 NA 150.30 18.020 1261.50 232.10 2.3030 38.0000 2.5800 79.360 5.9675 545.25 8.2830 68.800 2.1020 102.50 710.80 101.340 20.700 5.7400 1.8720 23.050 184.75 4.2960 (CURRENCY UNITS PER DOLLAR) FfiB. 23 FEB. 24 10200.00 107.75 16.550 43.370 141.15 1.2207 39.100 1.8136 60.450 7.9460 4.5100 6.0380 2.3730 61.200 5.9050 9.2600 649.00 NA 148.50 18.040 1277.00 234.90 2.3020 38.8000 2.6020 79.050 6.0190 545.25 8.2830 69.300 2.1040 102.16 710.80 102.150 20.700 5.7675 1.8790 23.050 183.10 4.2960 10200.00 107.77 16.580 43.550 141.15 1.2203 39.100 1.8282 60.450 7.9350 4.5120 6.0370 2.3670 61.250 5.9030 9.2700 649.00 NA 149.25 18.040 1272.00 234.45 2.3060 39.5000 2.6020 78.650 6.0050 545.25 8.2830 69.300 2.1050 102.50 710.80 102.730 20.700 5.7730 1.8770 23.050 182.95 4.2960 FEB. 25 FEB. 26 10200.00 107.53 16.670 43.400 141. 15 1.2216 39.100 1.8282 60.450 7.9535 4.5270 6.0395 2.3697 61.400 5.9020 9.2700 649.00 NA 148.80 18.160 1274.00 236.05 2.3080 39.5000 2.6005 78.570 5.9880 545.25 8.2830 69.600 2.1085 102.55 710.80 102.970 20.700 5.7720 1.8800 23.050 183.27 4.2960 10200.00 107.35 16.720 43.720 141.15 1.2290 39.100 1.8355 60.650 7.9875 4.5490 6.0890 2.3880 61.750 5.8950 9.3100 649.00 NA 147.75 18.130 1282.50 237.25 3.3120 44.5000 2.6200 78.500 6.0235 551.25 8.2950 70.000 2.1140 102.00 711.45 103.270 20.700 5.7975 1.8990 23.050 182.00 4.2960
@FedFRASER