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S (516/517) ir' Sb. l\V'> 'fiF C* Selected Interest & Exchange Rates Weekly Series of Charts ir November 1, 1982' DIVISION OF INTERNATIONAL FINANCE Prepared by the FINANCIAL MARKETS SECTION BOARD OF GOVERNORS FEDERAL RESERVE SYSTEM Washington, D C. 20551 - m o I • 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 t o one address, $13.50 per year or $ . 3 5 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 t h e 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 3. 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 8. 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 :ALE 973=100 RATIO MARCH 197 160 140 FOREIGN CURRENCY PRICE OF U.S. DOLLAR JAPANESE YEN 120 100 80 120 U.K. POUND 100 80 SWISS FRANC 60 ii11ill illi 1 1 1 180 160 DUTCH GUILDER 140 : 120 100 GERMAN MARK — I I I lllllllllll 120 100 CANADIAN DOLLAR 80 FRENCH FRANC 60 160 140 iV\ Tv - 120 100 - BELGIAN FRANC - — ITALIAN LIRA ^ 80 I 1980 1982 I I I I 1980 I M I I I M M 1982 CHART 2 3-MONTH FORWARD EXCHANGE RATES PREMIUM (+) OR ( - ) AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER ANNUM PERCENT PER ANNUM — ITALIAN LIRA - ,y CANADIAN DOLLAR 24 - / \ J A \ 24 I v\ - ViAV / - IU. K. POUND DUTCH GUILDER 12 m i i l l ii h i l i i i l l 11 h i l i i I I SWISS FRANC GERMAN MARK 12 " V A v a J \ - V FRENCH FRANC - JAPANESE YEN I 1980 1982 I 1980 I I u l 1982 ; CHART 3 PRICE OF GOLD IN LONDON AVERAGES FOR WEEK ENDING WEDNESDAY PER FINE OUNCE U.S. DOLLARS PER FINE OUNCE 800 750 700 650 600 550 500 12.5 Kg BARS AFTERNOON FIXING PRICE 450 400 350 300 250 200 150 100 CHART 4 CALL MONEY RATES WEEKLY SERIES SIT PER ANNUM PERCENT PER Al 28 24 U. S. FEDERAL FUNDS U. K. 2-DAY LOCAL AUTHORITY 20 16 12 8 4 24 20 16 CANADA EURO-SWISS FRANC 12 8 NETHERLANDS 4 0 24 20 GERMANY FRANCE 16 12 8 JAPAN 4 EURO-DM 0 1980 1982 1980 1982 CHART 5 3-MONTH INTEREST RATES WEEKLY SERIES PERi PERCENT PER Ah t T PER ANNUM 20 U . S . CD S 16 12 U.K. INTERBANK STERLING WEIGHTED AVERAGE FOREIGN RATE 8 4 26 GERMAN INTERBANK RATE CANADIAN FINANCE CO. PAPER 22 18 14 10 I Iillllll111 6 16 JAPANESE BANK LOANS AND DISCOUNTS 12 8 4 SWISS INTERBANK RATE i 1980 I II I iiI I I I I I II II I I II I I I I I l l l l l l I I I I III I I I I 1982 1980 1982 CHART 6 EURO-DOLLAR DEPOSIT RATES LONDON AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER ANNU PER ANNUM 24 20 16 12 8 3-MONTH OVERNIGHT 4 24 20 16 12 6-MONTH 7-DAY 1-YEAR 1-MONTH 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 FEDERAL FUNDS 18 14 - 10 \ V H 90-DAY CD'S • OVERNIGHT E U R O - D O L L A R DEPOSITS I I I I I I I I I I I 6 3 2 1 + 0 1 DIFFERENTIAL DIFFERENTIAL 2 3 I 1I I 1I 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 I I I I I I I 1960 1982 4 CHART 8 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 20 Jl /J - 12 ^ —v V -X. ^ INTERBANK STERLING Ky Wx ' V 1 " I UA - U. S. COMMERCIAL PAPER COVERED LONDON I I I DIFFERENTIAL DIFFERENTIAL - - l Y k - f T ^ N\rw\A/v I I I i I I I I 11I lIi i I h i l i 11111111111 i SWISS INTERBANK (SF) COVERED INTERBANK DM COVERED FRANKFURT EURO-DOLLAR DEPOSITS EURO-DOLLAR DEPOSITS DASHED LINE DASHED LINE DIFFERENTIAL DIFFERENTIAL ^\r~\ 1980 1982 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 ^\A^A^AAAyVyvXA/AV^ 1980 l , 1982 CHART 9 LONG-TERM GOVERNMENT BOND YIELDS WEEKLY SERIES PER ANNUM PERCENT PER 19 U. S. CORPORATE UNITED STATES 15 19 MONTHLY Aaa BONDS 15 11 11 EURO-DOLLAR BONDS 7 7 15 9 UNITED KINGDOM SWITZERLAND 11 5 7 1 13 13 MONTHLY JAPAN 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 RATIO 5CALL RATIO SCALE 1969=100 969=100 JAPAN UNITED STATES 11 l u l l 111 . Mr / 120 " A 100 J vywi w V _ GERMANY 120 100 UNITED KINGDOM I i jJJJJ I 80 140 FRANCE SWITZERLAND - —• 120 - 100 80 — I I I 11 l i i h i l l i 280 240 - 200 CANADA NETHERLANDS 160 U 1980 1982 1980 1982 120 LAST VALUE PLOTTED DATE VALUE S E R I E S NAME CHART 1 . SPOT EXCHANGE SATES AND I N D I C E S WEEKLY AVERAGES, NOON BUYING RATES ( U . S . CENTS) GERMAN AARK JAPANESE YEN DUTCH GUILDER U . K . POUND CANADIAN DOLLAR FRENCH JFBANC SWISS FRANC BELGIAN .FRANC ITALIAN LIRA INDICES, WEIGHTED AVERAGE EXCHANGE VALUE I N D I C E S , JAR 1 9 7 3 (G-» 10 COUNTRIES PLUS SWITZERLAND) U. S . DOLLAR GERMAN HARK JAPANESE YEN DUTCH GUILDER U. K. POUND CANADIAN DOLLAR .FRENCH FjRANC S.HISS FRANC BELGIAN FRANC ITALIAN LIRA SWEDISH KRONA CHART 2 . 27 27 27 27 27 27 27 27 27 39.36 0.36362 36.18 168.90 81.50 13.94 45.72 2.03270 0.06897 OCT. OCT. OCT. OCT. OCT. OCT. OCT. OCT. OCT. 27 27 27 27 27 27 27 27 27 110.72 95.21 103.86 68.31 81.23 62.82 147.08 80.10 39.18 27 27 27 27 27 2/7 27 27 27 27 27 1 2 3 . 89 138.20 114.32 124.70 79.10 95.84 71.87 176.89 94.54 •43.73 69.87 27 27 27 27 27 27 27 27 -1.90 0.73 3.01 -10.20 6.59 3 . 24 3.11 - 9 . 94 MARCH 1 9 7 3 BASE RATES = 1 0 0 GERMAN MARK JAPANESE YEN DUTCH GUILDER O . K . POUND CANADIAN DOLLAR FRENCH FRANC SWISS FRANC BELGIAN FRANC ITALIAN LIRA » OC!T. OCT. OCT. OCT. OCT. OCT. OCT. OCT. OCT. 100 OCT. OCT. OCT. OCT. OCT. OCT. OCT. OCT. OCT. OCT. OCT. COUNT 3-MONTH FORWARD EXCHANGE RATES, PREMIUM OR DISCOUNT CANADIAN DOLLAR U . K . POUND GERMAN MARK FRENCH FRANC SWISS FRANC DUTCH GUILDER JAPANESE YEN I T A L I A N LI R A OCT. OCT. OCT. OCT. OCT. OCT. OCT. OCT. LAST VALUE PLOTTED DATE VALUE S E R I E S NAME CHART 3 . GOLD PRICE I N LONDON, APTESNOON FIXING 27 423.22 OCT. 2 7 OCT. 2 7 OCT. 2 2 OCT. 1 5 OCT. 2 2 OCT. 1 5 OCT. 2 2 OCT. 2 2 JAN. 1 OCT. 1 5 9.44 9 . 50 10.13 13.73 7.00 7.29 14.00 10.30 1 . 42 OCT. 2 7 OCT. 2 7 OCT. 2 7 OCT. 2 7 OCT. 2 7 OCT. . 2 7 OCT. 2 7 9-07 7.31 7.06 11.63 9.40 3.45 9.44 OCT. OCT. OCT. OCT. OCT. OCT. 27 27 27 27 27 27 9.50 9.61 9.69 9.95 10.16 10.46 OVERNIGHT EURO-COLLAR DEPOSITS U . S . FEDERAL FUNDS DIFFERENTIAL ADJ. FOR RESERVE REQUIREMENTS OCT. 2 7 OCT. 2 7 OCT- 2 7 9.50 9.44 0.06 3-MONTH EUaO-DOLLAR DEPOSIT RATE U . S . 90-DAY C D ' S , SECONDARY MARKET DIFFERENTIAL OCT. OCT. OCT. 9.95 9.07 0.88 U.S. CHART 4 . OCT. DOLLABS PEB FINE OUNCE CALL MONEY HATES U.S. F E D E R A L FUNDS OVERNIGHT EURO-DOLLAR DEPOSITS U . K . 2-DAY LOCAL AUTHORITY DEPOSITS CANADA GERMANY EURO-DM JAPAN FRANCE NETHERLANDS E U R O - S W I S S -F.RANC CHART 5 . 3-MONTH INTEREST RATES U . S . 90-DAY C D ' S , SECONDARY MARKET GERMAN INTERBANK LOAN JAPANESE BANK LOANS 6 DISCOUNTS CANADIAN .FINANCE PAPER INTERBANK STERLING SWISS INTERBANK LOAN WEIGHTED AVERAGE FOREIGN INTEREST BATE ( G - 1 0 COUNTRIES PLUS SWITZERLAND) CHART 6 . EURO-DOLLAR DEPOSIT HATES: LONDON OVERNIGHT 7-DAY 1-MONTH 3-MONTH 6-MONTH 1-YEAR CHART 7 . 6.88 SELECTED EURO-DOLLAR AND U . S . MONEY MARKET RATES 27 27 27 LAST VALOE PLOTTED DATE VALOE S E R I E S NAME CHART 8 . INTEREST ARBITRAGE, 3-MONTH PONDS EURO-DOLLAR DEPOSIT INTERBANK STERLING (LONDON), COVERED DIFFERENTIAL OCT. 2 7 OCT. 2 7 OCT. 2 7 9.95 1 0 . 15 -0.20 0 . S . COMMERCIAL PAPER CANADIAN -FINANCE PAPER, COVERED DIFFERENTIAL OCT. 2 7 OCT. 2 7 OCT. 2 7 8 . 79 9.67 - 0 . 88 EORO-DOLLAH DEPOSIT INTERBANK DM (FRANKFORT) , DIFFERENTIAL OCT. 2 7 OCT. 2 7 OCT. 2 7 9.95 10.37 -0.42 OCT. 2 7 OCT. 2 7 OCT. 2 7 9.95 10.10 -0.15 COVERED EORO-DOLLAR DEPOSIT SWISS INTERBANK, COVERED DIFFERENTIAL CHART 9 . LONG TERM GOVERMENT BOND YIELDS ONITED STATES GERMANY JAPAN (MONTHLY) SWITZERLAND CANADA FRANCE NETHERLANDS ONITED KINGDOM # # O.S. CHART 1 0 . * # ' 1 15 10 1 15 10.57 8. 9 7 8.34 4.40 12.40 1 5 . >7 11.12 9.95 SEPT. AUG. 12.94 13.04 STOCK I N D I C E S ONITED STATES ONITED KINGDOM CANADA GERMANY SWITZERLAND NETHERLANDS FRANCE JAPAN * # 15 22 COHPO-RAIE AAA BONDS EURO-DOLLAR BONDS # OCT. OCT. JOZY OCT. OCT. SEPT. JAN. OCT. OCT. OCT. OCT. OCT. OCT. OCT. OCT. OCT. 20 20 20 20 20 20 20 20 14.4.27 136.42 176.51 100.52 91.05 87.68 100.83 146.33 FEDERAL RESERVE statistical release [[[[ FOREIGN EXCHANGE MATES H . 1 0 (512) FOB THE WEEK ENDING OCTOBER 2 9 , MOVEHBM 2,1982 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: COUNIBY ARGENTINA •AUSTRALIA AUSTRIA BELGIUM BRAZIL CANADA CHILE CHINA, p . m . COLOMBIA DENMARK 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 • VALUE I N U . S . MONEIABY OBIT PESO DOLLAR SCHILLING FRANC CRUZEIRO DOLLAR PESO YUAN PESO KRONE MARKKA FRANC D..HARK DRACHMA DOJLLAR RUPEE BUPIAH RIAL POUND SHEKEL LIRA YEN DOLLAR PESO GUILDER DOLLAR KRONE SOL PESO ESCUDO DOLLAR RAND WON PESETA fiUPEE KRONA FRANC BAH? POUND BOLIVAR CENTS OCT. 2 5 29640.00 93.75 17.920 49.390 218,16 1.2274 6 6 . 700 2.0046 67.270 8.9800 6.5010 7.2010 2.5545 72.600 6.8300 9.7400 676.50 NA 133.20 30.150 1455. 75 276.55 2.3740 113.0000 2.7760 70.850 7.2525 838.10 8.8070 90.600 2.2040 8 5 . 40 744.10 116.680 20.860 7.4375 2.1980 23.000 168.05 4.2955" ICUBBEMCY PHI S FEB DOLLAR OCT. 26 OCT. 2 7 29640.00 93.60 17.950 49.300 221.73 1.2272 66.700 2.0046 67.270 8.9600 5.4965 7.1860 2.5480 72.450 6.9400 9.7400 676.50 29640.00 93.62 17. 830 49.170 221.73 1.2282 133.40 30.150 1454.00 276.05 2.37*0 107.0000 2.7670 70.940 7.2150 838.lO 8.8070 9 0 . 500 66.700 2.0046 67.270 8.9480 5.4895 7.1770 2.5430 72.200 6.8600 9.7400 676.50 NA 133.90 30.530 1451.50 276.05 2.3720 92.0000 2. 7650 70.850 7.2200 838.10 8.8070 90.500 85.70 744.55 116.320 85.82 744.55 116.370 NA 2.2080 20.860 7,4310 2.1950 23.000 168.60 4.2955 2.2120 20.860 7.4025 2.1920 23.000 168.48 4.2955 OCT. 28 29640.00 93.44 17.940 49.570 221.73 1.2272 66.700 2*0046 67.270 9.0200 5.5045 7.2290 2.5610 72.500 6.8700 9.7100 6 7 6 . 50 NA 133.00 30.220 1462.00 277.45 2.3580 107.0000 2.7810 70.800 7.2650 838.10 8.8070 90.750 2.2110 85.65 744.55 117.050 20.860 7.4500 2.2120 23.000 167.80 4.2955 OCT. 2 9 29640.00 9 3 . 58 18.020 49.480 221.73 1.2261 68.050 2.0046 67.270 9.0100 5.5240 7.2400 2.5600 72.850 6.8700 9.7100 676.50 NA 132.80 30.640 1468.00 277.10 2.3590 115.0000 2.7805 70.800 7.2450 852.11 8.8370 91.000 2.2210 85.30 744.65 117.530 20.910 7.4560 2.2075 23.000 167.70 4.3000
@FedFRASER