The full text on this page is automatically extracted from the file linked above and may contain errors and inconsistencies.
(5 1 6 / 5 1 7 ) Selected Interest Exchange Rates W e e k ly Series o f Charts March 21, 1983 Prepared by the F IN A N C IA L M A R K E T S S E C T IO N DIVISION O F IN T E R N A T IO N A L F IN A N C E BO A R D O F G O VER N O R S F E D E R A L R E S E R V E SYSTEM Washington, D .C . 20551 Table o f 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, 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. 2. D A IL Y C E R T IF IE D SPOT EXCHANGE RATES-H.10 RELEASE CHARTS 1. SPOT EXCHANGE RATE INDICES 2. 3-M ONTH FORWARD EXCHANGE RATES 3. GOLD P RICE-LO N D O N 4. C ALL MONEY RATES 5. 3-MONTH INTEREST RATES 6. EURO DOLLAR DEPOSIT RATES 7. SELECTED EURO-DOLLAR AND U.S. MONEY M ARKET RATES 8. INTEREST A RBITRAG E: 3-M ONTH FUNDS 9. LONG-TERM G O VER N M EN T BOND Y IELDS 10. IN D U S T R IA L STOCK INDICES CHART 1 SPOT EXCHANGE INDICES D O LLA R P R IC E S O F F O R E IG N C U R R E N C IE S AVERAG ES FOR AND W EEK W E IG H T E D E N D IN G AVERAGE VA LU E S ( T H IN L IN E ) W EDNESDAY RATIO SCALE MARCH 19 7 3- 1 00 R A T IO S C A L E MARCH 1 9 7 3 = 1 0 0 160 140 160 F O R E IG N P R IC E O F CURRENCY JA PA N ESE - YEN - 140 U ,S . D O L L A R 120 i \ 100 V h A j \ a . _ / a x / '- ' L l i l l i u l l i 11,1.J.111111 11 1 1 1 ] ....... I I I i i l n l n l i i I l l I I l I, I l I l 80 240 S W IS S - 200 FRANC 160 - 120 80 70 60 50 40 9 /1 3 /8 2 CHART 2 3-MONTH FORWARD EXCHANGE RATES P R E M IU M AVERAG ES FO R (♦ ) W EEK OR (-) E N D IN G W EDNESDAY 9 /1 3 /8 2 CHART 3 PRICE OF GOLD IN LONDON AVERAGES u.s. c AR S P E R F IN E O U N C E FOR W EEK E N D IN G W EDNESDAY U .S . D O L L A R S P E R F IN E 800 800 750 750 700 700 650 650 600 600 550 550 500 500 450 450 400 400 350 350 300 300 i_Ll.1.1..1 250 1980 1981 1982 250 1983 "7 9 /1 3 /8 3 CHART 4 CALL MONEY RATES W EEKLY NT PER ANNUM S E R IE S PERCENT PER 28 24 24 20 20 16 16 12 12 8 8 4 4 0 24 24 20 20 16 16 12 12 8 8 4 4 5 + 0 20 24 20 U . K. 2 -D A Y LO C A L A U T H O R IT Y 16 12 16 V 12 % V 8 4 8 r 4 i i 19 81 i 11111111111 0 n i i i i i i i i i 1983 9 /1 3 /8 2 CHART 5 3-MONTH INTEREST RATES W EEKLY :NT PER ANNUM S E R IE S PERCENT PER 22 24 U . S . C D 'S 18 20 14 16 10 12 6 20 8 16 16 12 12 8 8 4 16 12 12 8 8 4 4 0 9 /1 3 /8 2 CHART 6 EURO-DOLLAR DEPOSIT RATES Lo n d o n AVERAGES FOR WEEK ENDING WEDNESDAY 24 24 20 20 16 16 12 12 8 8 4 4 24 24 20 20 16 16 12 12 8 8 4 4 24 24 20 20 16 16 12 12 8 8 4 4 1 /0 1 /8 2 CHART 7 SELECTED EURO-DOLLAR AND U. S. MONEY MARKET RATES D IF F E R E N T IA L : P L U S (+ ), F A V O R S AVERAG ES FO R W EEK B O R R O W IN G E N D IN G IN U . S . W EDN ESDAY PERCENT PER ANNUM P ER C E N T PER ANNUM 26 26 22 18 14 10 6 3 2 io+ 1 1 2 3 4 1981 1 PERCENT ON D IF F E R E N T IA L SCALE 1983 = 2 PERCENT ON RATE SCALE 1981 1983 CHART 8 INTEREST ARBITRAGE: 3-M ONTH FUNDS D IF F E R E N T IA L : P L U S ( + ) , IN D IC A T E S AVERAG ES FO R W EEK P E R C E N T PER ANN UM FA VO R E N D IN G D O LLA R A SSETS W EDNESDAY P E R C E N T PER A N N U M 2 1 PERC ENT ON D IF F E R E N T IA L SC A LE = 2 PERCENT ON RATE SC A LE CHART 9 LONG-TERM GOVERNMENT BOND YIELDS W EEKLY :nt S E R IE S PERCENT PER per ann u m 19 19 U N IT E D STA TES 15 15 11 11 7 7 15 9 11 5 7 1 13 13 MONTHLY JAPA N 9 9 5 5 22 22 U . S. CORPORATE MONTHLY 18 18 A aa BONDS 14 14 10 10 6 6 1981 1983 9 /1 5 /8 2 9 O CHART 10 INDUSTRIAL STOCK INDICES W EEKLY R A T IO S C A L E S E R IE S R A T IO S C A L E 1969=100 1969=100 180 180 160 160 140 140 120 120 100 130 120 110 100 90 80 130 110 90 70 280 240 200 160 120 9/15/82 0 LAST VALUE PLOTTED DATE VALUE SERIES NAME CHART 1. SPOT EXCHANGE RATES AND INDICES WEEKLY AVERAGES, NOON BUYING RATES (U.S. CENTS) GERMAN MARK J APAN ESE YEN DUTCH GUILDER U.K. POUND CANADIAN DOLLAR FRENCH FRANC SWISS FRANC BELGIAN FRANC ITALIAN LIRA MARCH MARCH MARCH MARCH MARCH MARCH MARCH MARCH MARCH 16 16 16 16 16 16 16 16 16 41.86 0.42105 37.76 150.95 81.62 14.62 48.59 2.13738 0.07034 MARCH MARCH MARCH MARCH MARCH MARCH MARCH MARCH MARCH 16 16 16 16 16 16 16 16 16 117.75 110.25 108.41 61.05 81.35 65.86 156.33 84.22 39.96 16 16 16 16 16 16 16 16 16 16 16 119.49 143.77 130.50 126.65 67.71 93. 11 73.40 182.92 96.73 43.31 67.51 16 16 16 16 16 16 16 16 -0. 30 -1.57 4.35 -29.40 5.71 4.74 2.59 -16.69 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— 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 MARCH MARCH MARCH MARCH MARCH MARCH MARCH MARCH MARCH MARCH MARCH CHART 2- 3-MONTH FORWARD EXCHANGE RATES, PREMIUM OR DISCOUNT CANADIAN DOLLAR U.K. POUND GERMAN HARK FRENCH FRANC SWISS FRANC DUTCH GUILDER JAP A N E S E YEN ITALIAN LIRA MARCH MARCH MARCH MARCH MARCH MARCH MARCH MARCH LAST VALUE PLOTTED DATE VALUE S E R I E S NAME CH&ET 3. GOLD PRICE IN LONDON, AFTERNOON FIXING U.S. DOLLARS PER FINE OUNCE CHART MARCH 16 427.45 CALL MONEY RATES U.S. FEDERAL FUNDS OVERNIGHT EURO-DOLLAR DEPOSITS U.K. 2-DAY LOCAL AUTHORITY DEPOSITS CANADA GERMANY EURO-DM JAPAN FRANCE NETHERLANDS EURO-SWISS FRANC MARCH MARCH MARCH MARCH MARCH MARCH MARCH MARCH JAN. MARCH 16 16 18 4 18 18 18 18 1 18 8.57 8.55 10.88 11.18 5.00 4.98 6.63 12.88 10.30 3.60 MARCH MARCH MARCH MARCH MARCH MARCH MARCH 16 16 16 16 16 16 16 8.60 5.44 6.81 9.44 10.90 3.63 8.55 MARCH MARCH MARCH MARCH MARCH MARCH 16 16 16 16 16 16 8.55 8.77 9.03 9.16 9.33 9.43 OVERNIGHT EURO-DOLLAR DEPOSITS U.S. FEDERAL FUNDS DIFFERENTIAL ADJ. FOR RESERVE REQUIREMENTS MARCH 16 MARCH 16 MARCH 16 8.55 8.57 -0.02 3-MONTH EURO-DOLLAR DEPOSIT RATE U.S., 90-DAY CD'S, SECONDARY MARKET DIFFERENTIAL MARCH 16 MARCH 16 MARCH 16 9. 16 8.60 0.56 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 SNISS INTERBANK LOAN WEIGHTED AVERAGE FOREIGN INTEREST RATE (G-10 COUNTRIES PLUS SHITZERLAND) C H A R T 6- E U R O - D O L L A R D E P O S I T RATES: LONDON OVERNIGHT 7-DAY 1-MONTH 3-MONTH 6-MONTH 1-YEAR CHART 7- SELECTED EURO-DOLLAR AND U.S. MONEY MARKET RATES LAST VALDE PLOTTED DATE VALUE SERIES NAME CHART 8- INTEREST ARBITRAGE, 3- M C N T H FUNDS EURO— DOLLAR DEPOSIT I N T E R B A N K STERLING (LONDON) , COVERED DIFFER E N T I A L MARCH 16 MARCH 16 MARCH 16 9.16 9.29 - 0.13 U.S. COMMERCIAL PAPER C A N A D I A N FINANCE PAPER, DIFFERENTIAL MARCH 16 MARCH 16 MARCH 16 8.42 9.13 -0.71 EUR O - D O L L A R DEPOSIT I N T E R B A N K DM (FRANKFURT), C O V E R E D D I FFERENTIAL MARCH 16 MARCH 16 MARCH 16 9. 16 9.85 -0.68 E U R O -DOLLAR DEPOSIT SWISS INTERBANK, COVERED DIFFERENTIAL MARCH 16 MARCH 16 MARCH 16 9. 16 9.38 - 0.22 MARCH MARCH JAN. MARCH MARCH FEB. JAN. MARCH 10.52 7.31 7.77 4.25 11.68 14.94 11. 12 10. 14 COVERED CHART 9- LONG TERM GOVERHENT BOND YIELDS UNITED STATES GERMANY JAPAN (MONTHLY) SWITZERLAND C ANADA FRANCE NETHERLANDS UNITED KINGDOM 18 11 4 4 11 1 11 . C O R P ORATE AAA BONDS EURO-DOLLAR BONDS C H A R T 10. FEB. JAN. 12.01 10.46 STOCK INDICES UNITED STATES UNITED KINGDOM CANADA GERMANY SWITZERLAND NETHERLANDS F RANCE JAPAN MARCH MARCH MARCH MARCH M ARCH MARCH MARCH MARCH 16 16 16 16 16 16 16 16 155.03 147.59 211-56 122.46 103.01 121.43 111.89 159.70
@FedFRASER