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3^90 (516/517) , DATA FILE . ^ s e s e o t e OF bank CHICAGO Selected Interest & Exchange Rates Weekly Series of Charts March 15, 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 R A T E S : 1. LATEST F I G U R E S PLOTTED Weekly $ 1 5 . 0 0 per year or $ . 4 0 2. DAILY CERTIFIED SPOT S t a t e s , its possessions, C a n a d a , a n d E X C H A N G E RATES-H.10 RELEASE each in the Mexico; United 10 or m o r e of t h e s a m e issue t o o n e a d d r e s s , $ 1 3 . 5 0 per y e a r or $ . 3 5 e a c h . E l s e w h e r e , $ 2 0 . 0 0 per y e a r or $ . 5 0 e a c h . A d d r e s s r e q u e s t s t o P u b l i c a t i o n s Services, Divi- CHARTS 1. SPOT E X C H A N G E RATE INDICES 2. 3-MONTH F O R W A R D E X C H A N G E R A T E S 3. GOLD P R I C E - L O N D O N 4. CALL MONEY R A T E S 5. 3-MONTH I N T E R E S T R A T E S 6. E U R O - D O L L A R DEPOSIT R A T E S 7. SELECTED E U R O - D O L L A R A N D U.S. MONEY M A R K E T R A T E S 8. INTEREST A R B I T R A G E : 3-MONTH F U N D S 9. LONG-TERM G O V E R N M E N T BOND Y I E L D S 10. I N D U S T R I A L STOCK INDICES sion of A d m i n i s t r a t i v e Services, a n d m a k e p a y m e n t remittance payable to t h e o r d e r of t h e Board of G o v e r n o r s of t h e Federal Reserve S y s t e m in a f o r m c o l l e c t i b l e a t par in U.S. C u r r e n c y . 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 RATIO S C A L E MARCH 1 9 7 3 = 1 0 0 MARCH 1 9 7 3 = 1 0 0 120 120 — — 100 / — U.K. POUND z 100 X 80 80 FOREIGN CURRENCY PRICE OF U.S. DOLLAR - I 60 I — i 11111111111 I — — i I i I n l i i l i i l i i I i l l it h i l l i 60 JAPANESE YEN GERMAN MARK I I I III I I I SWISS FRANC FRENCH FRANC L_lj 160 i l l 120 — 160 BELGIAN FRANC 140 120 — - 100 /NZ \ "~ - — 140 - 120 100 DUTCH (BUILDER V 11111111111 I IIIIIIIIII 80 100 100 — 80 ^ - - ITALIAN LIRA 80 — i V 60 40 80 CANADIAhI DOLLAR - I I 1980 \ 60 II I I I I I I I II I II I II I I I I I I I IIIIIIIIII I IIIIIIIIII I ^ — 1982 1980 1982 40 CHART 2 3-MONTH FORWARD EXCHANGE RATES PREMIUM (+) OR ( - ) AVERAGES FOR WEEK ENDING WEDNESDAY P E R C E N T PER A N ' NT PER ANNUM 6 - + ITALIAN LIRA - ,y 0 CANADIAN DOLLAR z 6 6 + 0 U. K. POUND 6 DUTCH GUILDER I 11 LI 12 12 SWISS FRANC GERMAN MARK 6 + 0 12 6 + 0 JAPANESE YEN FRENCH FRANC 6 12 1960 1982 1980 1982 CHART 3 PRICE OF GOLD IN LONDON AVERAGES FOR WEEK ENDING WEDNESDAY U . S . D< U . S . D O L L A R S PER F I N E C L A R S PER FINE O U N C E 800 750 700 650 600 550 500 12.5 Kg BARS AFTERNOON FIXING PRICE 450 400 350 300 250 200 150 I I I I I I I I I I I 100 1979 1980 1981 I I I I I I I I I I 1982 CHART 4 CALL MONEY RATES WEEKLY SERIES P E R C E N T PER Ah :NT P E R A N N U M 28 24 U. S. FEDERAL FUNDS __ 20 16 AT u. K. 2-DAY LOCAL AUTHORITY MkA . " 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 PER! :NT PER A N N U M P E R C E N T P E R AH 20 20 U. S. CD'S 16 16 12 12 WEIGHTED AVERAGE FOREIGN RATE J.K. INTERBANK STERLING 8 8 4 4 26 20 CANADIAN FINANCE CO. PAPER GERMAN INTERBANK RATE 22 16 18 12 14 8 10 4 6 0 16 12 JAPANESE BANK LOANS AND DISCOUNTS 12 8 8 4 SWISS INTERBANK RATE 0 4 1980 1982 1980 1982 CHART 6 EURO-DOLLAR DEPOSIT RATES LONDON AVERAGES FOR WEEK ENDING WEDNESDAY P E R C E N T PER ANI NT PER A N N U M 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 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 A N N U M 26 26 — 3-MONTH 22 E U R O - D O L L A R DEPOSITS - - FEDERAL FUNDS / I 1 IV 18 \ 14 A? lAr - I II J II 22 \ iju 18 1 \] j 7 10 i T 14 J 10 - r 90-DAY CD S OVERNIGHT E U R O - D O L L A R DE P O S I T S i l l i 1 1 11 i 1 i i 1 i i 1 i i I l I I I l l l 1 l l 6 3 2 W v / MbyvJKyv ^ 1 + 0 1 DIFFERENTIAL DIFFER ENTIAL — 2 3 I I I I I I I I I I I 1980 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 1 1111111111 1982 1980 1 1111111111 1982 4 CHART 8 INTEREST ARBITRAGE: 3-MONTH FUNDS DIFFERENTIAL: PLUSH, INDICATES FAVOR DOLLAR ASSETS 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 28 28 EURO-DOLLAR DEPOSITS DASHED LINE CANADIAN FINANCE CO. PAPET , COVERED INTERBANK STERLING - 20 - 12 U. S. COMMERCIAL PAPER COVERED LONDON 4 2 — — DIFFERENTIAL DIFFERENTIAL - — — — ^VAfWxAA AI \ A A J\A R^J\ - 1 M f V ^ v v v ^ A " 2 i l t i l l 11II111 l 4 28 28 SWISS INTERBANK (SF) COVERED INTERBANK DM COVERED FRANKFURT 20 20 - : I i t V •V \ i , : J \ 12 12 \vl EURO-DOLLAR DEPOSITS — EURO-DOLLAR DEPOSITS DASHED LINE 1 1 DASHED LINE ' A r ^ w v J 1 1 i i 1980 i „ A DIFFERENTIAL k , " in 1982 1 PERCENT ON DIFFERENTIAL S C A L E = 2 PERCENT ON RATE SCALE 2 / -i ' DIFFERENTIAL " IIIIIII 11 1 1 1 1 1 li 1 1 1 i l — I I I I I I II I I I l 1980 1982 2 CHART 9 LONG-TERM GOVERNMENT BOND YIELDS WEEKLY SERIES :NT PER ANNUM PERCENT PER At 19 U. S. CORPORATE UNITED STATES 15 19 MONTHLY A a a BONDS 15 11 11 E U R O - D O L L A R BONDS I I h 7 7 9 15 UNITED KINGDOM SWITZERLAND — 5 11 — I 7 1-3 I I I I 1 I 13 MONTHLY JAPAN 9 9 GERMANY 5 5 22 22 1& 18 FRANCE CANADA 14 14 10 10 NETHERLANDS 6 6 1980 1982 1980 1982 CHART 10 INDUSTRIAL STOCK INDICES WEEKLY SERIES :ALE RATIO 196 1969: 180 160 140 120 100 UNITED STATES JAPAN 80 140 120 SWITZERLAND - - 100 UNITED KINGDOM 80 1 1 1 ViiiiiniN 1 1 1 M 1 1 1 i lYl 140 FRANCE 120 GERMANY Xzv 100 1 VX A Z M . A / V V r 80 1 1 1 1 1 1 140 120 100 NETHERLANDS CANADA 80 60 I II I llll II I 1980 1982 1980 1982 SERIES CHART 1 . LAST VALUE PLOTTED DATE VALUE NAME SPOT EXCHANGE RATES AND I N D I C E S WEEKLY AVERAGES, NOON BUYING BATES (U.S. CENTS) GERMAN MARK J A P A N E S E YEN DUTCH GUILDER U . K . POUND CANADIAN DOLLAR FRENCH FRANC S W I S S FRANC BELGIAN FRANC ITALIAN LIRA INDICES, MARCH 1 9 7 3 BASE RATES = WEIGHTED AVERAGE EXCHANGE VALUE I N D I C E S , ( G - 1 0 C O U N T R I E S P L U S SWITZERLAND) U . S . DOLLAR GERMAN MARK JAPANESE YEN DUTCH GUILDER U . K . POUND CANADIAN DOLLAR FRENCH FRANC S W I S S FRANC BELGIAN FRANC ITALIAN LIRA SWEDISH KRONA 3-MONTH FORWARD EXCHANGE R A T E S , CANADIAN DOLLAR U . K . POUND GERMAN MARK FRENCH FRANC SWISS FRANC DUTCH GUILDER JAPANESE YEN ITALIAN LIRA 10 10 10 10 10 10 10 10 10 42.46 0.42391 38.74 182.07 82.37 16.58 53.84 2.29627 0.07865 MARCH MARCH MARCH MARCH MARCH MARCH MARCH MARCH MARCH 10 10 10 10 10 10 10 10 10 119.44 110.99 111.21 73.64 82.10 74.69 173.21 90.48 44.68 10 10 10 10 10 10 10 10 10 10 10 110.89 136.32 123.12 122.23 78.04 88.26 79.09 191.34 98.06 45.86 82.69 10 10 10 10 10 10 10 10 -1.19 1.19 5.11 -1.04 7.84 5.19 8.01 -5.71 100 GERMAN MARK J A P A N E S E YEN DUTCH GUILDER U . K . POUND CANADIAN DOLLAR FRENCH FRANC SWISS FRANC BELGIAN FRANC ITALIAN LIRA CHART 2 . MARCH MARCH MARCH MARCH MARCH MARCH MARCH MARCH MARCH MAR 1 9 7 3 = 100 MARCH MARCH MARCH MARCH MARCH MARCH MARCH MARCH MARCH MARCH MARCH PREMIUM OR DISCOUNT MARCH MARCH MARCH MARCH MARCH MARCH MARCH MARCH LAST VALUE PLOTTED VALUE DATE S E R I E S NAME CHART 3 . GOLD P R I C E I N LONDON, AFTERNOON F I X I N G U.S. 4. DOLLARS PER F I N E OUNCE MARCH 1 0 336.33 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-DM JAPAN FRANCE NETHERLANDS E U R O - S W I S S FRANC MARCH MARCH MARCH FEB. MARCH FEB. MARCH MARCH JAN. FEB. 10 10 5 5 5 26 5 5 1 26 14.35 14.40 14.25 14.75 10.00 9.91 6.75 14.13 10.30 8.05 MARCH MARCH MARCH MARCH MARCH MARCH MARCH 10 10 10 10 10 10 10 13.77 10.08 6.56 15.44 13.40 6.65 11.38 MARCH MARCH MARCH MARCH MARCH MARCH 10 10 10 10 10 10 14.40 14.24 14.34 14.41 14.44 14.34 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 MARCH 1 0 MARCH 1 0 MARCH 1 0 14.40 14.35 0.05 3-MONTH EURO-DOLLAR D E P O S I T RATE U . S . 9 0 - D A Y C D ' S , SECONDARY MARKET DIFFERENTIAL MARCH 1 0 MARCH 10 MARCH 1 0 14.41 13.77 0.64 5. 3-MONTH I N T E R E S T RATES U . S . 9 0 - D A Y C D ' S , SECONDARY MARKET GERMAN INTERBANK LOAN J A P A N E S E BANK LOANS & DISCOUNTS CANADIAN FINANCE PAPER INTERBANK STERLING S W I S S INTERBANK LOAN WEIGHTED AVERAGE FOREIGN I N T E R E S T RATE ( G - 1 0 COUNTRIES PLUS SWITZERLAND) CHART 6 . EURO-DOLLAR D E P O S I T R A T E S : LONDON OVERNIGHT 7-DAY 1-MONTH 3-MONTH 6-MONTH 1-YEAR CHART 7 . SELECTED EURO-DOLLAR AND U . S . MONEY MARKET RATES • SERIES ^^HART • 8. ARBITRAGE, 3-MONTH FUNDS EURO-DOLLAR D E P O S I T INTERBANK S T E R L I N G ( L O N D O N ) , DIFFERENTIAL U . S . COMMERCIAL PAPER CANADIAN FINANCE P A P E R , DIFFERENTIAL # 1 COVERED COVERED EURO-DOLLAR D E P O S I T INTERBANK DM ( F R A N K F U R T ) , DIFFERENTIAL COVERED EURO-DOLLAR D E P O S I T SWISS I N T E R B A N K , COVERED DIFFERENTIAL e CHART 9 . • U. S . • # * . 14.41 14.63 -0.22 MARCH 1 0 MARCH 1 0 MAfiCH 1 0 13.43 14.20 -0.77 MARCH 1 0 MARCH 1 0 MARCH 1 0 14.41 15.32 -0.91 MABCH 1 0 MARCH 1 0 MARCH 1 0 14.41 14.62 -0.21 MARCH 5 FEB. 26 JAN. FEB. 19 5 FEB. 1 JAN. 1 JAN. FEB. 26 13.70 9.73 7.86 5.52 15.97 16.44 11.12 12.55 CORPORATE AAA BONDS EURO-DOLLAR BONDS CHART 1 0 . MARCH 1 0 MARCH 1 0 MARCH 1 0 LONG TERM GOVERMENT BOND Y I E L D S UNITED STATES GERMANY JAPAN (MONTHLY) SWITZERLAND CANADA FRANCE NETHERLANDS UNITED KINGDOM • # INTEREST LAST VALUE PLOTTED DATE VALUE NAME 15.27 12.97 FEB. JAN. STOCK I N D I C E S UNITED STATES UNITED KINGDOM CANADA GERMANY SWITZERLAND NETHERLANDS FRANCE JAPAN FEB. FEB. FEB. FEB. FEB. FEB. FEB. FEB. 24 24 24 24 24 24 24 24 116.49 121.49 165.16 98.59 83.51 83.23 103.24 150.32 a. FEDERAL RESERVE statistical release H. 1 0 ( 5 1 2 ) MARCH 1 2 , FOREIGN EXCHANGE RATES FOB THE WEEK ENDING MARCH 1 2 , 19*2 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: HONETIBI UNIT COUNTRY ARGENTINA •AUSTRALIA AUSTRIA BELGIUM BRAZIL CANADA CHILE CHINA, P . R . COLOMBIA DENMABK 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 S R I LANKA SWEDEN SWITZERLAND THAILAND • U N I T E D KINGDOM VENEZUELA 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 BSCUDO DOLLAR RAND WON PESETA RUPEE KRONA FRANC BAHT POUND BOIIVAB • CENTS VALUE I N U.S. MAR. 8 10200.00 106.90 16.430 43.360 141.15 1.2136 39.100 1.8171 60.800 7.8725 4.5025 6.0010 2.3430 60.750 5.8350 9.2600 649.00 NA 150.25 18.440 1263.50 234.30 2.3040 45.3000 2.5660 78.500 5.9475 556.25 8.3300 69.000 2.1030 100.95 712.45 102.750 20.700 5.7525 1.8420 23.050 182.50 4.3085 (CURRENCY OMITS PER DOLLAfi MAR. 9 MAR. 1 0 10200.00 106.40 16.560 43.760 141.15 1.2123 39.100 1.8171 60.800 7.9550 4.5290 6.0640 2.3675 61.200 5.8550 9.2700 649.00 NA 148.95 18.520 1278.00 237.55 2.3220 45.3500 2.5925 78.000 5.9830 556.25 8.3300 69.400 2.1220 99.21 712.45 103.700 20.700 5.7975 1.8655 23.050 180.35 4.3085 10200.00 106.35 16.605 43.700 141.15 1.2127 39.100 1.8299 60.800 7.9180 4.5300 6.0480 2.3583 61.350 5.8060 9.2700 649.00 NA 149.55 18.420 1274.00 237.25 2.3195 45.4000 2.5820 78.000 5.9740 556.25 8.3300 69.500 2.1160 98.50 712.45 103.850 20.700 5.7875 1.8590 23.050 181.00 4.3085 MAR. 11 10200.00 106.08 16.600 MA*. 12 39.100 1.8229 10350.00 105.95 16.720 43.910 141.15 1.2155 39.100 1.8Jj$ 7.9575 4.5330 6.0730 2.3710 61.300 5.7930 '9.2700 649.00 NA 148.90 7.9735 4.5580 6.0950 2.3795 61.300 5.7790 9.2900 649.00 NA 148.10 43.860 141.15 1.2118 '60.800 18.610 1279.00 239.40 2.3290 45.3000 2.5960 77.930 5.9920 556.25 8.3300 69.430 2.1230 98.00 712.45 104.100 20.700 5.8130 1.8695 23.050 180.50 4.3085 60.800 18.680 1286.00 240.10 2.3350 45.3200 2.6035 77.850 5.9950 562.00 8.3300 69.900 2.1285 97.80 712.45 104.670 20.700 5.8140 1.8805 23.050 179.75 4.2960
@FedFRASER