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*516/517) Selected Interest & Exchange Rates Weekly Series of Charts May 1 2 , 1 9 8 6 DIVISION OF INTERNATIONAL FINANCE Prepared by the FINANCIAL MARKETS SECTION BOARD OF GOVERNORS FEDERAL RESERVE SYSTEM Washington, D C. 20551 t 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 a 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 RATIO SCALE MARCH 1973=100 RATIO SCALE MARCH 1973=100 FOREIGN CURRENCY PRICE OF U.S. DOLLAR ITALIAN LIRA GERMAN MARK JAPANESE YEN DUTCH GUILDER CANADIAN DOLLAR U.K. POUND FRENCH FRANC BELGIAN FRANC SWISS FRANC 1984 1986 1984 1986 CHART 2 3-MONTH FORWARD EXCHANGE RATES PREMIUM (+) OR ( - ) AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER ANNUM PERCENT PER ANNUM JAPANESE YEN CANADIAN DOLLAR 4 12 U. K. POUND SWISS FRANC + 0 4 8 8 GERMAN MARK DUTCH GUILDER FRENCH FRANC ITALIAN LIRA 4 0 8 24 24 32 32 1984 1986 1984 1986 CHART 3 PRICE OF GOLD IN LONDON AVERAGES FOR WEEK ENDING WEDNESDAY U.S. D .ARS PER FINE OUNCE U.S. DOLLARS PER FINE < 520 520 500 500 480 480 460 460 12.5 Kg BARS 440 440 AFTERNOON FIXING PRICE 420 420 400 400 380 380 360 360 340 340 320 320 300 300 280 280 i i I i i I i i I i i 260 1983 1984 1985 i i I i i I i 1986 260 CHART 4 CALL MONEY RATES WEEKLY SERIES [NT PER ANNUM PERCENT PER At 20 20 16 16 FRANCE U. S. FEDERAL FUNDS 12 12 8 8 4 4 JAPAN 0 0 20 20 SWITZERLAND 16 16 CANADA 12 12 8 8 4 4 0 0 20 20 16 16 UNITED KINGDOM 12 12 GERMANY 8 Vvi v 4 0 — z 8 ,—a—„—,— 4 NETHERLANDS J_L 0 1984 1986 1984 1986 CHART 5 3-MONTH INTEREST RATES WEEKLY SERIES PERCENT PER 14 16 U . S . CD'S CANADIAN FINANCE CO. PAPER 12 14 10 8 12 10 WEIGHTED AVERAGE FOREIGN RATE 6 8 4 6 16 14 FRENCH INTERBANK RATE U.K. INTERBANK STERLING 14 12 12 10 10 8 8 6 10 10 NETHERLANDS INTERBANK RATE GERMAN INTERBANK RATE 8 8 6 6 4 4 2 2 8 8 7 SWISS INTERBANK RATE JAPANESE GENSAKI RATE 6 6 4 5 2 4 0 1984 1986 1984 1986 CHART 6 EURO-DOLLAR DEPOSIT RATES LONDON AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER Al ENT PER ANNUM 16 16 OVERNIGHT 3-MONTH 14 14 12 12 10 10 8 8 6 6 16 16 7-DAY 6-MONTH 14 14 12 12 10 10 8 8 6 6 16 16 1-MONTH 1-YEAR 14 14 12 12 10 10 8 8 6 6 1984 1986 1984 1986 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 16 16 14 FEDERAL FUNDS 3-MONTH DASHED LINE E U R O - D O L L A R DEPOSITS 12 - 14 - 12 10 10 90-DAY CD S - 8 - 6 OVERNIGHT E U R O - D O L L A R DEPOSITS IIIIIIIIII 11111111111111111111111 DIFFERENTIAL DIFFERENTIAL + 0 111111111 n 1111111111111 1984 1 PERCENT ON DIFFERENTIAL S C A L E = 2 PERCENT ON RATE S C A L E 1986 I I I I 1984 I I I I I I I I I I I I 11111111111 1986 CHART 8 INTEREST ARBITRAGE: 3-MONTH FUNDS DIFFERENTIAL: P L U S H , INDICATES FAVOR DOLLAR ASSETS AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER Ah NT PER ANNUM 18 18 14 CANADIAN FINANCE CO. PAPER, COVERED EURO-DOLLAR DEPOSITS DASHED LINE 14 10 10 INTERBANK STERLING 6 COVERED LONDON 6 U. S. COMMERCIAL PAPER 2 2 2 2 DIFFERENTIAL DIFFERENTIAL + + 0 0 2 2 18 18 14 INTERBANK DM SWISS INTERBANK (SF) COVERED COVERED FRANKFURT 14 10 6 10 EURO-DOLLAR DEPOSITS EURO-DOLLAR DEPOSITS DASHED LINE 6 DASHED LINE 2 2 2 2 DIFFERENTIAL DIFFERENTIAL + + 0 0 2 2 1984 1986 PERCENT ON DIFFERENTIAL S C A L E = 2 PERCENT ON RATE S C A L E 1984 1986 CHART 9 LONG-TERM GOVERNMENT BOND YIELDS WEEKLY SERIES PER [NT PER ANNUM PERCENT PER AL 17 17 UNITED STATES 15 CANADA 15 13 13 11 11 9 9 7 7 15 9 13 UNITED KINGDOM 7 SWITZERLAND 11 5 9 3 7 1 10 10 GERMANY JAPAN 8 8 "X - 6 - 6 4 4 18 18 U. S. CORPORATE MONTHLY 16 16 FRANCE v Aaa BONDS 14 - 14 12 — 12 INETHERLANDS MONTHLY „ 10 10 8 8 i 6 1984 1986 i 6 i 1984 1986 CHART 10 INDUSTRIAL STOCK INDICES WEEKLY SERIES RATIO SCALE 1969=100 RATIO SCALE 1969=100 340 340 300 - - - 260 - - — 220 - UNITED STATES y J - I I I | I I | M | I I, , | , I 340 260 - 220 — 180 — 140 - 100 m rA] /V i — - - 180 - 140 - - — - - - - - K/\/ M I J a a / m lllllllllll i i i i i h i h i lllllllllll lllllllllll 100 — - INETHERLANDS i - 260 - 220 — 180 - 140 J / I I I _// I , ,|, i i i n h i i i i 100 — - - 285 255 - — 225 - 195 — 165 — 135 — 105 — J — /V FRANCE SWITZERLAND j " — i i i I,, |,, 75 — 340 — 300 CANADA — JAPAN . 1986 rvwv v y — 260 - _ j - 220 - - 180 lllllllllll 140 I 1984 340 300 A y GERMANY 260 — — - J A i 300 220 - I 300 — / - 100 - j UNITED KINGDOM 180 140 A I I I I 1984 I lllllllllll 1986 LAST tALUE PLOTTED DATE VALUE S B B I B S NAME CHABT 1 . SPOT EXCHANGE BATES AMD I N D I C E S WEEKLY A V BE AGES, MO 0 1 BOYING BATES (U.S. GEBHAN HABK JAPANESE IBM DUTCH GUILDER U . K . POUND CANADIAN DOLLAB FRENCH FBANC SMISS FBANC BELGIAN FBANC ITALIAN LIBA SWEDISH KBONA INDICES, HAY MAY HAY MAY MAY MAY MAY MAY MAY HAY 7 7 7 7 7 7 7 7 7 7 45.41 0.59780 4 0 . 29 153.35 72.56 14. 26 54.28 2.22641 0.06624 1 4 . 14 HAY HAY HAY HAY HAY HAY HAY HAY HAY 7 7 7 7 7 7 7 7 7 1 2 7 . 73 156.52 115.67 6 2 . 03 72.32 64.24 174.63 87.73 37.63 7 7 7 7 7 7 7 7 7 7 7 112.41 149.61 183.09 128.94 6 5 . 34 77.88 67.66 195.08 9 5 . 99 3 8 . 56 6 7 . 76 7 7 7 7 7 7 7 7 -2.00 -3.50 2.25 - 0 . 76 2. 67 1.27 2 . 20 -5.32 MABCH 1 9 7 3 BASE BATES = 1 0 0 GEBHAN HABK JAPANESE YEN DUTCH GUILDBB U . K . POUND CANADIAN DOLLAB FRENCH FBANC SWISS FBANC BELGIAN FBANC ITALIAN L I B A 1SIGHTED AVEBAGE EXCHANGE VALUE I N D I C E S , ( 6 - 1 0 COUNTRIES PLUS SHITZEBLAND) U . S . DOLLAB GEBHAN HABK JAPANESE YEN DUTCH GUILDBB U . K . POUND CANADIAN DOLLAR FBENCB FBANC SWISS FRANC BELGIAN FBANC ITALIAN LIRA SWEDISH KBONA . CENTS) BAB 1 9 7 3 = 1 0 0 HAY HAY HAY HAY MAY MAY MAY MAY MAY HAY HAY 3-HONTH FOBWABD EXCHANGE R A T E S , PBEMIUH OR DISCOUNT CANADIAN DOLLAR U. K. POUND GERMAN MARK FRENCH FBANC SWISS FBANC DUTCH GUILDBB JAPANESE YEN I T A L I A N LIBA MAY HAY MAY HAY MAY HAY HAY MAY LAST VALUE PLOTTED OATS TAX.DE S B B I B S NAME CHABT 3 . GOLD P H I C B I S LONDON, AFTBflMOOS F I X I N G U.S. DOLLABS PBS F I N S OUNCE MAY 7 342.39 MAY MAY MAY MAY MAY MAY MAY MAY MAY 7 7 7 7 7 7 7 7 7 6.87 6 . 86 10.91 8.25 4.75 4.41 7 . 94 6,44 1.00 MAY MAY MAY MAY MAY MAY MAY MAY MAY 7 7 7 7 7 7 7 7 7 6.55 4 . 56 4.53 8.83 10.38 4.09 7.38 5 . 44 6.74 MAY MAY MAY MAY MAY MAY 7 7 7 7 7 7 6.86 6.85 6.83 6.74 6.74 6.80 OVERNIGHT EUBO-DOLLAB DEPOSITS U . S . FEDERAL FUNDS DIFFERENTIAL MAY MAY MAY 7 7 7 6.86 6.87 -o.oi 3-MONTH aUBO-DOLLAR DEPOSIT RATE U . S . 90-DAY C D ' S , SECONDARY MARKET DIFFERENTIAL MAY MAY MAY 7 7 7 6.74 6 . 55 0.19 4. CALL HOMBI BATES U . S . PEDESAL FUNDS OVEBNIGHT EUBO-DOLLAB DEPOSITS U.K. CANADA GEBMANY J A PAH PBAMCB NETHBBLANDS SSITZEBLAND 5. 3-MONTH I S T E S E S T BATES O . S . 9 0 - D A I C D ' S , SECONDARY BASKET GEBHAN INTERBANK LOAN JAPANESE GBNSAKI BATE CANADIAN FINANCE PAPER INTERBANK STEELING SWISS INTERBANK LOAN FRENCH INTEBBANK BATE NETHERLANDS INTERBANK BATE WEIGHTED AVERAGE FOREIGN INTEREST BATE ( G - 1 0 COUNTRIES PLUS SWITZERLAND) 6. EUBO-DOLLAR DEPOSIT RATES: LONDON OVERNIGHT 7-DAI 1-MONTH 3-MONTH 6-HO NTH 1-YEAR 7. SELECTED EUBO-DOLLAB AND U . S . MONET MARKET BATES S E M E S NAMB CHABT 8 . LAST VALUE PLOTTED DATE VALUE INTEBBST ABBITBAGE, 3-MONTH FUNDS BUBO-DOLLAB D E P O S I T I I T E B B A I K STERLING (LONDON), COVEBED DIFFEBBNTIAL MAX MAI MAX 7 7 7 6.74 6.78 -0.04 O . S . COMMEBCIAL PAP EE CAMADIA1 FX1AMCE P A P I B , COVEBED DIFFEBBNTIAL MAX MAX MAX 7 7 7 6.56 6 . 78 -0.22 BUBO-DOLLAR DEPOSIT INTEBBANK DM (FBANKFUBT), COVEBED DIFFEBBNTIAL MAX 7 MAX 7 MAX • 7 6.74 6.84 - 0 . 10 EOBO-DOLLAR DEPOSIT SWISS IITEBBAMK, COVEBED DIFFEBBNTIAL MAX MAX MAX 7 7 7 6.74 6.79 -0.Q5 MAX 2 MAX 2 MAX 2 MAX 2 APRIL 2 5 APRIL 2 5 EBB. MAX 2 7.44 5.53 4.65 4.30 9.35 8.88 6.84 8.48 CHABT 9 * LOU6 TBBM GOVBBMENT BOND YIELDS OHITED STATES GEBMAMX J A P A I (MOHTfiLX) SHITZEBLAID CANADA FBANCE NETHERLANDS (MONTHLY} UNITED KINGDOM . >. COBPOBATE AAA BONDS CHABI 1 0 . 9.67 STOCK I N D I C E S UNITED STATES UNITED KINGDOM CANADA GEBMAMX SHITZEBLAID NETHEBLA1DS FBAICE JAPAN FEB. APRIL APRIL APRIL APRIL APBIL APRIL APBIL APBIL 30 30 30 30 30 30 30 30 242.67 306.67 304.87 307.64 196.84 305.55 389.62 331. $5 FEDERAL RESERVE statistical release H.10 (512) BAI 9, 1986 FOREIGN EXCHANGE RATES FOB THE KEEK BBDING BAI 9, 1986 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 following noon buying rates in New York City for cable transfers payable in foreign currencies: COONTBY BOBETABI UNIT •AUSTRALIA AOStBIA BBLGIOB BBASIL CASADA CB1BA # P.B. DENBARK FIBLAND FRANCE GEBBANi GBEECE BOBG KONG INDIA •1BE1ABD ITALY JAPAN BALAYSIA BETBEBLANDS •EBB ZEALAND NORMA! PORTUGAL SINGAPORE •SO0TB AFRICA SOOTH KOREA SPAIN SB1 LANKA SB EDEN SBMtiE&LABD TAIBAB TBAXLABD •DBZTBD KINGDOB ESCODO DOLLAB BABD BOB PESETA BOPEE KBOBA FBABC DOLLAB BAHT POOBD BEflO: *UNITED STATES DOLLAB DOLLAB SCHILLING FBABC CBD2AD0 DOLLAB YOAB KRONE BABKKA FBABC Dm BASK DBACHBA DOLLAB BUPEE POO BD LIBA IBB BXBGGIT GOXLDEB DOLLAB KBOME BAI 5 73.8* 15.330 44.610 13.34 1-3755 3-2031 8.0760 4.9420 6.9690 2.1875 137.400 7.8000 12.4400 139.50 1499.00 165.62 2.5660 2.466Q 57.950 6.9330 147.500 2.1960 48.40 888.90 139.000 27.908 7.0250 1.8320 38.560 26.380 154.10 111.68 (CUBBENCI OBITS FEB DOLLAR BAY 6 BAI 7 73.55 15.560 45.080 13.84 1.3760 3.1967 8.1780 4.9960 7.0350 2.2078 139.500 7.7970 12.3700 138.07 1515.00 166.25 2.5690 2.4890 58.130 7.0000 147.500 2.2040 47.70 888.50 140.200 27.908 7.1000 1.8460 38.560 26.300 153.40 112.52 73.75 15. 525 44.850 1 3 . 84 1.3800 3.1967 8.1375 4.9775 6.9975 2.1965 138.220 7.8000 12.3400 138. 35 1508.50 165.10 2.5600 2.4745 58.330 6.9500 147.300 2.2045 4 7 . 10 889.00 139.650 27.923 7.0650 1.8325 38.550 26.300 154.15 111.98 BAY 8 74.35 15.330 #4.740 13.84 1.3775 3.1*67 8.0680 4.9350 6.9450 2.1800 137.100 7.8035 12.3000 139.80 1498.00 163.62 2.5730 2.4545 58.450 7.0000 146.000 2.2030 47.25 888.60 138.550 27.920 7.0150 1.8150 38.540 2 6 . 160 154.30 111.29 BAY 9 74.48 15.330 44.500 13.84 1.3800 3.1967 8.0780 4.9465 6.9350 2.1780 13 7 . 2 0 0 7.8090 12.3600 139.58 1496.00 162.35 2.5830 2.4510 58.920 6.9450 146.500 2 . 2 0 40 47.75 888.20 138.750 27.925 7.0210 1.8100 38.520 26.260 154.25 111.09 t I B D E I OF BEXGHiFED AVERAGE BXCUANttJS fAi-JiJ6 o r u . 5 . iiuiLLA» AtiAlltot »O&BENVrlfi.) uF UTMBH G- 10 COOBTBIES. BABCB 1 9 7 3 - 1 0 0 . BEIGBTS ABE 1 9 7 2 - 7 6 GLOBAL TBADE OF EACH OF THE 10 COUWTBIES. SBS1BS BB7ISED AS OF A0G0ST 1 9 7 8 . FOB DESCHIPIIOH AMD BACK DATA, SEE " l i D E X OF THE BBIGBTBD-ATBBAGB BZCBAIGE VALUE OF THE O . S . OOLLAB: B E f l S I O B " OB PAGE 700 OF M B A0G0ST 1978 FBDBBAL BBSBBVE BDLLEXIB. *VALDB I S U . S . CEBTS
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