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(5 1 6 / 5 1 7 ) Selected Interest Exchange Rates W e e kly Series o f Charts November 10,1980 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 BOARD O F G O VER N O R S F E D E R A L R E S E R V E S Y STEM Washington, D .C . 20551 Table o f Contents TABLES SUBSCRIPTION RATES: 1. LATEST FIG URES PLOTTED Weekly $15.00 per year or $.40 each in the United States, its possessions, Canada, and Mexico; 10 or 2. D A IL Y C E R T IF IE D SPOT EXCHANGE RATES-H.10 RELEASE 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 CHARTS 1. SPOT EXCHANGE RATE INDICES 2. 3-M ONTH FORW ARD EXCHANGE RATES 3. GOLD PRICE--LONDON 4. C A LL M O NEY RATES 5. 3-M ONTH INTER EST RATES 6. EURO D O LLAR DEPOSIT RATES 7. SELECTED EURO-DO LLAR A ND U.S. M O N EY M A R K E T RATES 8. IN TER EST A R B ITR A G E : 3-M O N TH FUNDS 9. LONG-TERM G O V E R N M E N T BOND Y IE LD S 10. IN D U S T R IA L STOCK INDICES 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. CHART 1 SPOT EXCHANGE INDICES DOLLAR PRICES OF FOREIGN CURRENCIES AND WEIGHTED AVERAGE VALUES (THIN LINE) AVERAGES FOR WEEK ENDING WEDNESDAY R A T IO MARCH SCALE R A T IO 1973=100 SCALE MARCH 1973=100 120 100 80 60 120 100 80 240 200 160 120 160 140 120 100 1978 1980 1978 1980 CHART 2 3-MONTH FORWARD EXCHANGE RATES PREMIUM (+) OR ( - ) AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER ANNUM PERCENT PER ANNUM + 0 24 6 + 0 6 12 18 12 6 0 12 6 + 0 6 1978 1980 1978 1960 CHART 3 PRICE OF GOLD IN LONDON AVERAGES FOR WEEK ENDING WEDNESDAY U.S. D U .S . D O L L A R S P E R F IN E .L A R S P E R F IN E O U N C E 800 800 750 750 700 700 650 650 600 600 550 550 500 500 450 450 400 400 350 350 300 300 250 250 200 200 150 150 100 J____ I 1977 I____ I 1978 IIlIIIII 1979 II l l l l l l I l I ll 1980 100 CHART 4 CALL MONEY RATES WEEKLY SERIES NT PER ANNUM P E R C E N T P E R AN 20 20 16 16 OVERNIGHT EURO-DOLLARS 12 12 8 8 4 4 16 20 12 16 12 8 8 4 0 12 4 8 0 12 4 8 + 0 4 4 0 1978 1980 1978 1980 CHART 5 3-MONTH INTEREST RATES WEEKLY SERIES PER C EN T PER ANNUM PER C EN T PER ANNUM 1978 1980 1978 1980 CHART 6 EURO-DOLLAR DEPOSIT RATES Lo n d o n AVERAGES FOR WEEK ENDING WEDNESDAY :n t per P E R C E N T PER ANI annum 20 20 16 16 12 12 8 8 4 4 20 20 16 16 12 12 8 8 4 4 20 20 16 16 12 12 8 8 4 4 1978 1980 1978 1960 CHART 7 SELECTED EURO-DOLLAR AND U. S. MONEY MARKET RATES DIFFERENTIAL: PLUSC+), FAVORS BORROWING IN U. S. AVERAGES FOR WEEK ENDING WEDNESDAY 2 io+ 1 1 2 3 4 1 P E R C E N T ON D IF F E R E N T IA L S C A L E = 2 PERC ENT ON RATE S C A L E CHART 8 INTEREST ARBITRAGE: 3-M ONTH FUNDS DIFFERENTIAL: PLUS(+), INDICATES FAVOR DOLLAR ASSETS AVERAGES FOR WEEK ENDING WEDNESDAY PER C EN T PER ANNUM PER C E N T PER ANNUM 1978 1980 1 PERCENT ON DIFFERENTIAL SCALE = 2 PERCENT ON RATE SCALE 1978 1980 CHART 9 LONG-TERM GOVERNMENT BOND VELD S WEEKLY SERIES 14 15 12 13 10 11 8 9 6 10 7 7 8 5 6 3 4 1 16 17 14 15 12 13 10 11 8 9 6 7 14 U. S. CORPORATE 13 M O NTHLY 12 11 10 9 8 7 6 5 1978 1980 CHART 10 INDUSTRIAL STOCK INDICES WEEKLY SERES 1969= 140 12*0 100 R A T IO S C A L E 80 1969=100 400 100 360 00 JAPAN 320 80 280 70 240 60 200 50 140 120 100 80 160 140 120 100 80 1978 1080 1978 1888 LAST VALUE PLOTTED DATE VALUE SERIES NAME CHART 1. SrOT E X C H A N G E R A T E S A N D I N D I C E S WEEKLY AVERAGES, NCON BUYING RATES (U.S. CENTS) G E R M A N MARK J A P A N E S E YEN D U T C H GU I L D E R U.K. P O U N D CANADIAN DOLLAR F R E N C H FRANC SWISS FRANC B E L G I A N FRANC I T A L I A N L I RA IN DI C E S , MA RCH NOV. NOV. NOV. NOV. NOV. NOV. NOV. NOV. NOV. 5 5 5 5 5 5 5 5 5 52.22 0. 47410 48.30 244.09 84.81 22.68 58.09 3.26131 0.11073 NOV. NOV. NOV. NOV. NOV. NOV. NOV. NOV. NOV. 5 5 5 5 5 5 5 5 5 146.91 1 2 4. 14 138. 66 98 .7 2 84.53 102.20 186.89 128.51 62 .9 0 5 5 t; 5 5 5 5 5 5 5 5 88 . 6 6 141.45 114.57 128. 18 88 .8 0 75.34 92.19 172.61 117.86 54.82 94 .1 7 5 5 5 5 5 5 5 5 2.85 -1.35 6.38 4.17 10.10 6 . 02 5.57 -5.26 1973 BA SE RATE S = 100 G E R M A N MARK J A P A N E S E YEN DUTCH GUILDER U.K. PO U N D CANADIAN DOLLAR F R E N C H FRANC S W I S S FR AN C B E L G I A N FR AN C I T A L I A N LIRA W E I G H T E D A V E R A G E E X C H A N G E V A L U E IN DICES, (G-10 C O U N T R I E S PLUS SWITZE RL AN D) U.S. D O L L A R G E R M A N MARK J A P A N E S E YEN DUTCH GUILDER U.K. PO U N D C A N A D I A N DOLL AR F R E N C H FR AN C S W I S S FRANC B E L G I A N FR A N C I T A L I A N LIRA S W E D I S H KRONA MAR 1973 = 100 NOV. NOV. NOV. NOV. NOV. NOV. NOV. NOV. NOV. NOV. NOV. C H A R T 2. 3 - M O N T H F O R W A R D E X C H A N G E RATES, P R E M I U M OR D I S C O U N T CANA DI AN DOLLAR U.K. POUND G E R M A N MARK F R E N C H FR A N C SWISS FRANC DUTCH GUILDER J A P A N E S E YEN ITALIAN LIRA NOV. NOV. NOV. NOV. NOV. NOV. NOV. NOV. LAST VALUE PLOTTED DATE VALUE S E R I E S NAME C H A R T 3. G O L D P R IC E IN LONDON, AFTERNOON FIXING U.S. D O L L A R S PER F I N E O U N C E C H A R T 4. C A L L 5 642.00 NOV. NOV. OCT. OCT. OCT. OCT. OCT. OCT. OCT. OCT. 5 5 31 31 31 31 31 31 3 31 13..99 13..83 16..88 11..75 9..00 8..60 10..81 10..75 9..55 0..52 NOV. NOV. NOV. NOV. NOV. NOV. NOV. 5 5 5 5 5 5 5 14.43 9. 13 10.16 12.47 16.76 5.40 11.34 NOV. NOV. NOV. NOV. NOV. NOV. 5 5 5 5 5 5 13.33 14.04 14.89 15.41 15.31 14.49 MONEY RATES U.S. F E D E R A L F U N D S OVERNIGHT EURO-DOLLAR DEPOSITS U.K. 2 - D A Y L O C A L A U T H O R I T Y D E P O S I T S CANADA GERMANY EURC-DM JAPAN FRANCE NETHERLANDS EU RO -S WI SS FRANC CHART NOV. 5. 3 - H O N T H I N T E R E S T RATES U.S. 9 0 - D A Y C D 'S , S E C O N D A R Y M A R K E T G E R M A N I N T E R B A N K LOAN J A P A N E S E BANK LOANS & DISCOUNTS C A N A D I A N F I N A N C E PAPER INTERBANK STERLING S W I S S I N T E R B A N K L O AN W E I G H T E D A V E R A G E FORE IG N I N T E R E S T R A T E (G-10 C O U N T R I E S PL US S W I T Z E RL AN D) 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-MCNTH 3-MCNTH 6-MCNTH 1-YEAR C H A R T 7. S E L E C T E D E U R O - D O L L A R AN D U.S. MONEY MARKET RATES OVERNIGHT EURO-DOLLAR DEPOSITS U.S. F E D E R A L FU ND S D I F F E R E N T I A L ADJ. FOR R E S E R V E R E Q U I R E M E N T S NOV. NOV. NOV. 5 5 5 13.83 13.99 -0.16 3 - M C N T H E U R O - D O L L A R D E P O S I T RATE U.S. 9 0 - D A Y C D ' S , S E C O N D A R Y M A R K E T DIFFERENTIAL NOV. NOV. NOV. 5 5 5 15.41 14.43 0.98 LAST VALUE PLOTTED DATE VALUE SERIES NAME C H A R T 8. I N T E R E S T A R B I T R A G E , 3 - M O N T H FUNDS EURC-DOLLAR DEPOSIT INTERBANK STERLING (LONDON), COVERED DIFFERENTIAL NOV. NOV. NOV. 5 5 5 15.41 15 .3 6 0.06 U.S. COMMERCIAL PAPER C A N A D I A N F I N A N C E PAPER, DIFFERENTIAL NOV. NOV. NOV. 5 5 5 13.81 15.41 -1.60 EURO-DCLLAR DEPOSIT I N T E R B A N K DM (FRANKFURT), C O V E R E D DIFFERENTIAL NOV. NOV. NOV. 5 5 5 15.41 15.71 -0.30 E U R O - D O L L A R DE P O S I T SWISS INTERBANK, COVERED DIFFERENTIAL NOV. NOV. NOV. 5 5 5 15.41 15.63 -0.22 OCT. 31 OCT. 24 SEPT. OCT. 24 OCT. 31 SEPT. 12 OCT. 3 OCT. 31 12 .3 7 8.42 9 . 22 4 . 72 13.22 13.43 10.09 10.89 SEPT. DSC. SEPT. 12.02 6.63 10.73 COVERED C H A R T 9. L C N G TE RM G O V E R M E N T B O N D Y I E L D S U N I T E D STAT ES GERMANY J A P A N (MONTHLY) SWITZERLAND CANADA FRANCE NETHERLANDS U N I T E D KI N G D O M I. C O R P O R A T E AAA BONDS E U R C - D M BO ND S E U R O D O L L A R BONDS CHART 10. INDUSTRIAL STOCK INDICES U N I T E D S T AT ES JAPAN FRANCE UNITED KINGDOM SWITZERLAND GERMANY OCT. 31 OCT. 31 OCT. 10 OCT. 31 OCT. 31 OCT. 24 1 35.,50 326,.74 1 53..90 117.,49 76..09 95.,42
@FedFRASER