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Selected Interest & Exchange Rates Wsekly Series of Charts : MAY 2 7 , 1 9 7 5 Prepered by the FINANCIAL MARKETS SECTION DIVISION OF INTERNATIONAL FINANCE BOARD OF GOVERNORS FEDERAL RESERVE SYSTEM Washington, D C. 20551 •V Table of Contents CHARTS TABLES 1. SPOT EXCHANGE RATE INDEXES 1. LATEST FIGURES PLOTTED 2. 3-MONTH FORWARD EXCHANGE RATES 2. DAILY CERTIFIED SPOT EXCHANGE RATESH.10 RELEASE a GOLD PRICE -LONDON 4. CALL MONEY RATES 5. 3-MQNTH INTEREST RATES a 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 INDUSTRIAL STOCK INDEXES Digitized for10. FRASER Chart 1 . SPOT EXCHANGE RATES I N D E X E S O F D O L L A R PRICES O F F O R E I G N C U R R E N C I E S A V E R A G E S FOR W E E K E N D I N G W E D N E S D A Y RATIO SCALE MAY 1870 PARITY=100 FOREIGN CURRENCY PRICE OFJU.S. DOLLAR Weighted average CANADIAN DOLLAR I I I I I I Ililllllll! - JAPANESE YEN . - ~ 140 " 120 FRENCH FRANC / 100 I 200 I I I llllll _L_L I I 1 1 1 lllllllllll -n — - 200 - 180 - 180 A GERMAN MARK SWISS FRANC J - y v M - I I I I I I ~~ - I I I I I I I I BELGIAN FRANC - I I I I I lllllllllll ITALIAN LIRA U.K. POUND M T Ililllllll I I I I I 1973 160 - 140 - 120 100 DUTCH GUILDER I I - V I t I 1875 Chart 2 3-MONTH FORWARD EXCHANGE RATES PREMIUM (+), OR DISCOUNT ( - ) AVERAGES FOR WEEK ENDING WEDNESDAY CANADIAN DOLLAR 0 B 6 U.K. POUND SWISS FRANC 0 6 12 12 12 GERMAN MARK DUTCH GUILDER 6 0 6 — 8 FRENCH FRANC | I JAPANESE YEN | 2 per cent on scale equals 1 per cent on all others 0 6 12 1973 1975 1973 1875 - Chart 3 PRICE:0FJ50LDJN LONDON AVERAGES FOR WEEK ENDING WEDNESDAY ua. oollam m nm out* 810 12.5 Kg BARS Afternoon fixing price ISO 30 1973 *75 Chart 4 CALL MONEY RATES WEEKLY SERIES OVERNIGHT EURO-DOLLARS NT PER ANNUM 15 IS JAPAN 1 10 10 5 5 U.S. FEDERAL FUNDS 1 1 1 0 1 1 1 0 20 20 U.K. 2-DAY LOCAL AUTHORITY 15 FRANCE 10 V\ 15 x - 10 5 5 1 0 1 1 I I I 0 18 15 NETHERLANDS 10 - 10 CANADA 5 0 5 n i h i l . Wl V 1 1 milium 20 I l l 1 1*111. 0 10 EURO-SWISS FRANC 15 15 10 W GERMANY 5 0 5 V EURO-DM Digitized5 for FRASER I 5 Chart 5 3-MONTH INTEREST RATES WEEKLY SERIES PER CENT PER ANNUM PER CENT PER ANNUM CANADIAN FINANCE CO. PAPER UNITED STATES CD - V ; - 1 I l l 1 1 - U.K. INTERBANK STERLING M i l l EURO—DOLLAR i U SWISS DEPOSIT RATE h " " JAPAN Monthly 1 1 1 _L_L 111111HIH EURO DOLLAR DEPOSIT RATES London AVERAGES FOR WEEK ENDING WEDNESDAY i PER 16 OVERNIGHT 3-MONTH 12 8 16 7-DAY 6-MONTH 12 8 4 16 1-MONTH 1-YEAR 12 8 4 http://fraser.stlouisfed.org/ 1873 Federal Reserve Bank of St. Louis 1975 1973 1878 i Chart 7 SELECTED EURO-DOLLAR AND U.S. MONEY MARKET RATES AVERAGES FOR WEEK ENDING WEDNESDAY FEDERAL FUNDS 3-MONTH Euro-dollar deposits OVERNIGHT Euro-dollar deposits 60-89 DAY CD'S DIFFERENTIAL Adjusted for reserve requirements DIFFERENTIAL Adjusted for reserve requirements i " 1873 Favors Borrowing in U.S. if Positive 1975 1973 i'' i " 1975 Chart 8 INTEREST ARBITRAGE: 3-MONTH FUNDS AVERAGES FOR WEEK ENDING WEDNESDAY DIFFERENTIAL: PLUS (+), INDICATES FAVOR DOLLAR ASSETS 20 15 ; INTERBANK DM, Covered Frankfurt* EURO-DOLLAR DEPOSITS INTERBANK STER LI NG Covered London ^ 10 EURO-DOLLAR DEPOSITS 5 0 DIFFERENTIAL i DIFFERENTIAL 5 10 15 EURO-DOLLAR DEPOSITS - CANADIAN FINANCE CO. PAPER, COVERED - 10 5 U.S. COMMERCIAL PAPER SWISS DEPOSITS (SF) . COVERED ' j\/\ 0 DIFFERENTIAL DIFFERENTIAL Digitized for 5 FRASER http://fraser.stlouisfed.org/1973 Federal Reserve Bank of St. Louis /#Vv 1875 1873 1S7S « Chart 9 LONG-TERM GOVERNMENT BOND YIELDS WEEKLY SERIES ANNUM K * OtNT K R 4 ENT K M ANNUM 10 UNITED STATES CANADA y i t 8 - llllllllllt X i X i 11111111111111 8 8 18 SWITZERLAND GERMANY 10 7 I 8 JAPAN Industrial 5 8 3 18 14 UNITED KINGDOM 18 18 FRANCE 10 14 8 18 NETHERLANDS • 10 4 18 llllillllllllllllllllH 8 U.S. CORPORATE __ Monthly 18 U.S. CORPORATE "Monthly __ * Aaa bonds 9 1873 - Euro Dm bonds — / Euro-dollar bonds^—^ J " ~?n X-'" 1 i s1 i i 10 / /*" 8 iiini in i i i i i i n i i i 8 Chart 10 INDUSTRIAL STOCK INDEXES WEEKLY SERIES 1969=100 180 UNITED STATES 100 60 320 UNITED KINGDOM JAPAN 240 140 100 160 60 80 100 180 CANADA SWITZERLAND 100 100 80 45 4# 180 ieo FRANCE General index GERMANY 100 100 1973 ill 1975 1973 lllllllllllllllllllllll 197S 43 \b SERIES NAME LAST VALUE PLOTTED DATE VALUE CHART 1 . SPOT EXCHANGE RATES U . S . DOLLAR, WEIGHTED AVERAGE JAPANESE YEN GERMAN MARK DUTCH GUILDER U . K . POUND CANADIAN DOLLAR FRENCH FRANC SWISS FRANC BELGIAN FRANC I T A L I A N LIRA CHART 2 . MAY MAY MAY MAY MAY MAY MAY MAY MAY MAY 21 21 21 21 21 21 21 21 21 21 79.46 123.35 155.65 150.37 96.03 104.81 136.96 174.00 143.21 99.64 MAY MAY MAY MAY MAY MAY MAY 21 21 21 21 21 21 21 -1.33 -6.09 1.08 -2.13 1.89 2.07 1.32 MAY 2 1 166.98 3-MONTH FORWARD EXCHANGE RATES CANADIAN DOLLAR U . K . POUND GERMAN MARK FRENCH FRANC SWISS FRANC DUTCH GUILDER JAPANESE YEN CHART 3 . GOLD PRICE I N LONDON U.S. DOLLAR PER FINE OUNCE CHART 4 . 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 MAY MAY MAY MAY MAY MAY MAY MAY MAY MAY 21 21 16 9 16 16 9 16 9 16 5.13 5.13 9.13 7.00 5.70 4.83 11.00 7.50 5.21 3.58 MAY MAY FEB. MAY MAY MAY MAY 21 21 28 21 21 21 21 5.25 5.05 9.39 5.99 7.50 10.29 6.50 CHART 5 . 3-MONTH INTEREST RATES U . S . CD'S ( 6 0 - 8 9 DAY^L GERMAN INTERBANK LOAN JAPANESE COMPOSITE LOAN EURO-DOLLAR DEPOSIT CANADIAN FINANCE COMPANY PAPER INTERBANK STERLING SWISS DEPOSIT I V SERIES NAME CHART 6 . LAST VALUE PLOTTED DATE VALUE EURO-DOLLAR DEPOSIT RATES: LONDON MAY MAY MAY MAY MAY MAY 21 21 21 21 21 21 5.13 4.89 5.29 5.99 7.00 7.96 MAY MAY MAY MAY MAY MAY 21 21 21 21 21 21 5.13 5.13 0.21 5.99 5.25 0.65 EURO-DOLLAR DEPOSIT INTERBANK STERLING (LONDON), COVERED DIFFERENTIAL MAY 2 1 MAY 2 1 MAY 2 1 5.99 4.20 1.79 U . S . COMMERCIAL PAPER CANADIAN FINANCE CO. PAPER, COVERED DIFFERENTIAL MAY 2 1 MAY 2 1 MAY 2 1 5.60 6.17 -0.57 EURO-DOLLAR DEPOSIT INTERBANK DM (FRANKFURT), COVERED DIFFERENTIAL MAY 2 1 MAY 2 1 MAY 2 1 5.99 6.13 -0.14 EURO-DOLLAR DEPOSIT SWISS DEPOSIT ( S F ) , COVERED DIFFERENTIAL MAY 2 1 MAY 2 1 MAY 2 1 5.99 8.39 -2.40 OVERNIGHT 7-DAY 1-MONTH 3-MONTH 6-MONTH 1-YEAR CHART 7 . SELECTED EURO-DOLLAR AND U . S . MONEY MARKET RATES OVERNIGHT EURO-DOLLAR DEPOSITS U . S . FEDERAL FUNDS DIFFERENTIAL A D J . FOR RESERVE REQUIREMENTS 3-MONTH EURO-DOLLAR DEPOSIT RATE U . S . CD 1 S ( 6 0 - 8 9 DAYS) DIFFERENTIAL A D J . FOR RESERVE REQUIREMENTS CHART 8 . INTEREST ARBITRAGE, 3-MONTH FUNDS I SERIES NAME LAST VALUE PLOTTED DATE VALUE CHART 9 . LONG TERM GOVERNMENT BOND YIELDS UNITED STATES GERMANY JAPAN (MONTHLY) SWITZERLAND CANADA FRANCE NETHERLANDS UNITED KINGDOM MAY 16 MAY 2 MAY 2 MAY 2 MAY 9 APRIL 25 MAY 9 MAY 9 8.04 8.40 9.76 6.89 8.99 10.23 7.T7 14.78 MAR. 2 8 MAR. 2 8 MAR. 2 8 8.67 8.50 8.55 MAY 16 MAY 9 MAY 9 MAY 2 MAY 9 MAY 9 MAY 9 96.06 219.05 102.77 114.43 79.47 72.21 89.92 U . S . CORPORATE AAA BONDS EURO-DM BONDS EURO-DOLLAR BONDS CHART 1 0 . INDUSTRIAL STOCK INDEXES UNITED STATES JAPAN CANADA FRANCE UNITED KINGDOM SWITZERLAND GERMANY FEDERAL RESERVE statistical release H . 10 MAY 2 3 , 1975 FOREIGN EXCHANGE RATES FOR THE WEEK ENDING HAY 2 3 , 1975 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 rate in New York City for cable transfers payable in foreignjcurrcncies: 1 COUNTRY AUSTRALIA AUSTRIA BELGIUM CANADA DENMARK FINLAND FRANCE GERMANY INDIA IRELAND ITALY JAPAN MALAYSIA MEXICO NETHERLANDS NEW ZEALAND NORWAY PORTUGAL SOUTH AFRICA SPAIN SRI LANKA SWEDEN SWITZERLAND Digitized for UNITED FRASERKINGDOM MONETARY UNIT DOLLAR SCHILLING FRANC DOLLAR KRONE MARKKA FRANC D, MARK RUPEE POUND LIRA YEN DOLLAR PESO GUILDER DOLLAR KRONE ESCUDO RAND PESETA RUPEE KRONA FRANC POUND MAY 19 133.8000 5.99000 2.86650 96.8300 18.3400 28.1200 24.6700 42 .5800 12.2500 230.3000 0.15930 0.34270 44.2500 8.0000 41.5900 131.2000 20.2400 4.1000 146.7000 1.7865 15.4000 25.4800 39.7100 230.3000 MAY 20 IRATE U . S . CENTS MAY 2 1 133.8500 6.01000 2.86900 97.0200 18.3700 28.1300 24.6700 42.5500 12.2500 230.3800 0.15950 0.34220 44.3500 8.0000 41.5300 131.3500 20.2400 4.0900 146.7000 1.7800 15.4000 25.4000 39.7900 230.3800 133.8500 6.04000 2.87950 97.3900 18.4200 28.2300 24.8900 42.8100 12.2500 231.4500 0.16010 0.34240 44.3700 8.0000 41.8000 131.3000 20.2600 4.0900 146.7000 1.7910 15.4000 25.5200 40.0800 231.4500 MAY 22 134.2000 6.05000 2.88000 96.9800 18.4400 28.3000 24.9800 42.9000 12.2500 232.7000 0.16020 0.34260 44.4300 8.0000 41.7500 131.7000 20.3100 4.1200 146.7000 1.7930 15.4000 25.6000 40.3000 232.7000 MAY 23 134.3500 6.05000 2.87600 97.2900 18.4600 28.2800 25.0700 42.9000 12.2500 232.6500 0.16020 0.34*60 44.4300 8.0000 41.6500 132.0500 20.3000 4.1100 146.7000 1.7945 15.4000 25.5300 40.3100 232.6500
@FedFRASER