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5 - N 4 Q (516/517) otf* U ' f & )lv£ <&&> • ,c'o vu,-.. Selected Interest & Exchange Rates Weekly Series of Charts i i '1 March 22,1982 Prepared by the FINANCIAL MARKETS SECTION DIVISION OF INTERNATIONAL FINANCE 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. D A I L Y CERTIFIED SPOT EXCHANGE RATES-H.10 RELEASE CHARTS 1. SPOT EXCHANGE RATE INDICES 2. 3-MONTH FORWARD EXCHANGE RATES 3. GOLD PRICE- LONDON 4. C A L L MONEY RATES 5. 3-MONTH INTEREST RATES 6. EURO DOLLAR DEPOSIT RATES 7. SELECTED EURO-DOLLAR A N D U.S. MONEY M A R K E T RATES 8. INTEREST A R B I T R A G E : 3-MONTH FUNDS 9. LONG-TERM GOVERNMENT BOND YIELDS 10. INDUSTRIAL STOCK INDICES f CHART 1 SPOT EXCHANGE INDICES DOLLAR PRICES OF FOREIGN CURRENCIES AND WEIGHTED AVERAGE VALUES (THIN LINE) AVERAGES FOR WEEK ENDING WEDNESDAY :ALE 973=100 RATIO SCALE MARCH 19773=100 120 U.K. POUND 100 80 FOREIGN CURRENCY PRICE OF U.S. DOLLAR ILLLLLL 60 180 160 JAPANESE YEN — 140 v : "V X GERMAN MARK Ll_i 120 100 I II 80 240 200 160 FRENCH FRANC SWISS FRANC 120 160 BELGIAN FRANC 140 120 100 DUTCH GUILDER 80 100 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 :ENT PER ANNUM PERCENT PER AL 6 - + 0 CANADIAN DOLLAR 6 ITALIAN LIRA ,v - 11111111111 n l i ihilii 6 + 0 U. K. POUND 6 DUTCH GUILDER 12 12 III I I I SWISS FRANC GERMAN MARK 6 + 0 12 6 + 0 6 FRENCH FRANC f JAPANESE YEN 12 1960 1982 1980 1982 CHART 3 PRICE OF GOLD IN LONDON AVERAGES FOR WEEK ENDING WEDNESDAY U.S. DOLLARS PER FINE OUNCE U.S. DOLLARS PER FINE OUNCE 800 800 750 750 700 700 650 650 600 600 550 550 500 500 12.5 Kg BARS AFTERNOON FIXING PRICE 450 450 400 400 350 350 300 300 250 250 200 200 150 150 100 100 1979 1980 1981 1982 CHART 4 CALL MONEY RATES WEEKLY SERIES PERCENT PER ANNUM PERCENT PER ANNUM 28 28 24 U. S. FEDERAL FUNDS U. K. 2-DAY LOCAL AUTHORITY 20 MWl - yuj hH I I 16 12 I CANADA EURO-SWISS FRANC NETHERLANDS GERMANY FRANCE EURO-DM 1980 1982 1980 1982 CHART 5 3-MONTH INTEREST RATES WEEKLY SERIES PER' :NT PER ANNUM PERCENT PER Ah 20 20 U.S. CD'S 16 16 12 12 WEIGHTED AVERAGE FOREIGN RATE U.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 4 0 1980 1982 1980 1982 CHART 6 EURO-DOLLAR DEPOSIT RATES LONDON AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER Ah ENT PER ANNUM 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 ANNUM 26 26 3-MONTH E U R O - D O L L A R DEPOSITS 22 22 FEDERAL FUNDS T 90-DAY CD* S I OVERNIGHT E U R O - D O L L A R DEPOSITS 3 3 2 1 0 1 DIFFERENTIAL 2 DIFFERENTIAL 3 4 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 1982 1960 1962 CHART INTEREST ARBITRAGE: 3-MONTH FUNDS DIFFERENTIAL: PLUS(+), INDICATES FAVOR DOLLAR ASSETS AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER ANNUM PERCENT PER ANNUM 28 28 EURO-DOLLAR DEPOSITS DASHED LINE CANADIAN FINANCE CO. PAPER, COVERED INTERBANK STERLING U. S. COMMERCIAL PAPER COVERED LONDON — DIFFERENTIAL DIFFERENTIAL - — — " i l l 2 28 SWISS INTERBANK (SF) COVERED INTERBANK DM COVERED FRANKFURT 20 r \j \ — V f r . \ — /v 12 EURO-DOLLAR DEPOSITS — EURO-DOLLAR DEPOSITS — DASHED LINE I I DASHED LINE 11111111111 I DIFFERENTIAL DIFFERENTIAL - - A A i .A * A L H " A1 iiliiliiln 1980 1982 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 = 2 P E R C E N T ON R A T E S C A L E 1980 1982 CHART 9 LONG-TERM GOVERNMENT BOND YIELDS WEEKLY SERIES NT PER ANNUM PERCENT PER AL UNITED STATES 19 MONTHLY U. S. C O R P O R A T E Aaa BONDS - / \ — — F 15 — \ \ 11 - - — E U R O - D O L L A R BONDS 7 i i i i lull 11 7 iiIiiImIii 15 — UNITED KINGDOM SWITZERLAND — 9 — 11 5 — 7 13 , , 1 , 13 MONTHLY JAPAN — ~ ^ Vy7 9 9 GERMANY - 5 5 22 22 18 18 CANADA FRANCE 14 14 10 10 NETHERLANDS 6 6 1980 1982 1980 1982 CHART 10 INDUSTRIAL STOCK INDICES WEEKLY SERIES iCALE 1969: RATIO 196 00 180 160 140 120 100 UNITED STATES JAPAN 80 140 120 - SWITZERLAND 100 UNITED KINGDOM 80 140 FRANCE 120 GERMANY 100 80 140 120 100 NETHERLANDS CANADA 80 60 1980 1982 1980 1982 LAST VALUE PLOTTED DATE VALUE SERIES NAME 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 F R A N C SWISS FRANC BELGIAN FRANC ITALIAN LIRA MARCH MARCH MARCH MARCH MARCH MARCH MARCH MAfiCH MARCH 17 17 17 17 17 17 17 17 17 42.11 0.41563 38.42 180.41 82.27 16.38 53.24 2.27090 0.07787 MARCH MARCH MARCH MARCH MARCH MARCH MARCH MARCH MARCH 17 17 17 17 17 17 17 17 17 118.45 108.83 110.31 72.97 82.00 73.83 171.28 89.48 44.24 17 17 17 17 17 17 17 17 17 17 17 112.03 136.27 121.51 122.21 77.94 88.91 78.77 190.72 97.74 45.76 82.63 17 17 17 17 17 17 17 17 -0.82 1.70 5.68 -2.84 8.63 5.84 8.36 -6.96 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. DOLLAfi GERMAN MARK JAPANESE YEN DUTCH GUILDEE 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 IT 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 MARCH MARCH MARCH MARCH MARCH MARCH MARCH MARCH SERIES NAME LAST VALUE PLOTTED DATE VALUE CHART 3. GOLD PRICE IN LONDON, AFTERNOON FIXING U.S. DOLLARS PER FINE OUNCE MARCH 17 321.50 . 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 17 17 12 5 12 5 12 12 1 5 14.89 14.97 13.75 15.55 10.00 9.68 6.63 14.25 10.30 4.85 MARCH MARCH MARCH MARCH MARCH MARCH MARCH 17 17 17 17 17 17 17 14.31 9.90 6.54 15.40 T3. 38 6.50 11.33 MARCH MARCH MARCH MARCH MARCH MARCH 17 17 17 17 17 17 14.97 14.92 14.98 14.99 14.99 14.84 OVERNIGHT EURO-DOLLAR DEPOSITS U.S. FEDERAL FUNDS DIFFERENTIAL ADJ. FOR RESERVE REQUIREMENTS MARCH 17 MARCH 17 MARCH 17 14. 97 14. 89 09 3-MONTH EURO-DOLLAR DEPOSIT RATE U.S. 90-DAY CD'S, SECONDARY MARKET DIFFERENTIAL MARCH 17 MARCH 17 MARCH 17 14. 99 14. 31 68 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 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-MONTH 6-MONTH 1-YEAR CHART 7. SELECTED EURO-DOLLAR AND U.S. MONEY MARKET RATES 0. 0. SERIES NAME LAST VALUE PLOTTED DATE VALUE CHART 8. INTEREST ARBITRAGE, 3-MONTH FUNDS EURO-DOLLAR DEPOSIT INTERBANK STERLING (LONDON), COVERED DIFFERENTIAL MARCH 17 MARCH 17 MARCH 17 14.99 15.13 -0.14 U.S. COMMERCIAL PAPER CANADIAN FINANCE PAPER, COVERED DIFFERENTIAL MARCH 17 MARCH 17 MARCH 17 13.90 14.55 -0.65 EURO-DOLLAR DEPOSIT INTERBANK DM (FRANKFURT), COVERED DIFFERENTIAL MARCH 17 MARCH 17 MARCH 17 14.99 15.72 -0.73 EURO-DOLLAR DEPOSIT SWISS INTERBANK, COVERED DIFFERENTIAL MARCH 17 MARCH 17 MARCH 17 14.99 15.27 -0.28 MARCH 12 MARCH 5 FEB. MABCH 5 5 MARCH JAN. 1 JAN. 1 MARCH 5 13. 80 9. 65 7. 85 5. 42 14. 88 16. 44 11. 12 12. 09 CHART 9. LONG TERM GOVERMENT BOND YIELDS UNITED S2ATES GERMANY JAPAN (MONTHLY) SWITZERLAND CANADA FRANCE NETHERLANDS UNITED KINGDOM U.S. CORPORATE AAA BONDS EURO-DOLLAR BONDS CHART 10. FEB. JAN. 15. 27 12. 97 STOCK INDICES UNITED STATES UNITED KINGDOM CANADA GERMANY SWITZERLAND NETHERLANDS FRANCE JAPAN MARCH MARCH MARCH MARCH MARCH MARCH MARCH MARCH 10 10 10 10 10 10 10 10 111. 79 123. 01 155. 96 100. 59 82. 07 82. 87 99. 62 144. 56 m FEDERAL RESERVE statistical release H. 10(512) H MARCH 23, 1982 FOREIGN EXCHANGE RATES FOB THE WEEK ENDING MARCH 19, 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 C H I N A , P.R. COLOMBIA DENMARK FINLAND FRANCE GERMANY GREECE HONG KONG INDIA INDONESIA IRAN •IRELAND ISRAEL ITALY JAPAN MALAYSIA MEXICO NETHERLANDS •NEW Z E A L A N D 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 LI PA 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 '# M A R . 15 10350.00 105.86 16.630 43.960 143.55 1.2180 39.100 1.8335 60.800 7.9750 4.5475 6.0880 2.3735 61.450 5.7650 9.2700 6*9.00 NA 148.50 18.680 1282.00 240.50 2.3240 45.2700 2.5995 77.800 5.9975 562.00 8.3300 69.850 2.1160 96.68 714.55 103.960 20.700 5.8260 1.8775 23.050 180.70 4.2990 (CURRENCY UNITS PER DOLLAR) M A R . 16 M A R . 17 12750.00 105.99 16.700 44.150 143.55 1.2169 39.100 > 1.8335 60.800 7.9900 4.5600 6.1280 2.3775 61.700 5.8130 9.2700 649.00 NA 148.20 18.910 1286.00 241.60 2.3260 45.0400 2.6070 77.650 6.0200 562.00 8.3300 70.600 2.1230 96.65 714.55 104.300 20.700 5.8375 1.8820 23.050 180.20 4.2990 11400.00 106.02 16.690 44.300 146.01 1.2154 39.100 1.8426 60.800 7.9725 4.5630 6.1360 2.3730 61.700 5.7940 9.2900 649.00 NA 148.25 18.790 1288.00 241.40 2.3280 44.8100 2.6065 77.700 6.0150 562.00 8.3300 70.300 2.1230 97.00 715.15 104.280 20.700 5.8275 1.8820 23.050 180.92 4.2990 M A R . 18 11400.00 105.88 16.650 44.710 146.01 1.2154 39.100 1.8426 60.800 8.0200 4.5610 6.2000 2.3754 61.500 5.8100 9.2900 649.00 NA 147.75 18.910 1304.00 242. 10 2.3260 44.8500 2.6140 77.700 6.0300 562.00 8.3300 70.300 2.1205 96.90 715. 15 104.360 20.700 5.8450 1.8855 23.050 180.95 4.2990 MAR. 19 11050.00 105.65 16.770 44.700 146.01 1.2204 39.100 1.8426 61.200 8.0950 4.5850 6.2000 2.3838 61.850 5.8170 9.3000 649.00 NA 145.80 19.050 1309.00 244.00 2.3360 44.8600 2.6190 77.500 6.0400 565.40 8.3300 70.450 2.1270 96.30 715.55 104.800 20.700 5.8275 1*8975 23.050 179.90 4.3025
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