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-f-
(516/517)
DATA FILE
LIBRARY
FEDERAL RESERVE BANK
0£ CHICAGO
^
^Ol/
Aw
^
/ o
Selected Interest &
Exchange Rates
Weekly Series of Charts
November 13,1984
Prepared by the
FINANCIAL MARKETS
SECTION
DIVISION OF
INTERNATIONAL FINANCE
BOARD OF GOVERNORS
FEDERAL RESERVE SYSTEM
Washington, D C. 20551
V
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
3. GOLD PRICE- LONDON
4. CALL MONEY RATES
5. 3-MONTH INTE R EST 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 1 9 7 3 = 1 0 0
RATIO SCALE
MARCH 1 9 7 3 = 1 0 0
160
„
FOREIGN CURRENCY
PRICE OF U.S. DOLLAR
JAPANESE YEN
r
-
| ||
120
—
—
140
-
120
-
100
i i | i i 111! 11
80
240
—
SWISS FRANC
CANADIAN DOLLAR
100
200
160
80
70
140
-
-
I
60
I
i
I
i
| | | | | |1 |1 |
1 | | |
i
— |
160
GERMAN MARK
140
DUTCH GUILDER
120
-
100
-
80
~
-
\
i
i
r
I I
I
~~
I II I I I I I II I
11111111111
120
-
-Vx
U.K. POUND
FRENCH FRANC
-
- \yrfcz
-
80
-
70
60
-
50
i
i
i
i
40
i
70
—
120
<
100
-
80
—
70
60
50
-
-
i
140
100
BELGIAN FRANC
V \
-
-
-
-
-
-
-
-
i
I
I
I
I
I
I
1982
i l l ii h i l l i
11111111111
1984
—
60
—
50
ITALIAN LIRA
40
-
vVI
I
III I | h i l l I
I
1982
35
30
25
1984
CHART 2
3-MONTH FORWARD EXCHANGE RATES
PREMIUM (+) OR ( - )
AVERAGES FOR WEEK ENDING WEDNESDAY
PERCENT PER ANNUM
PERCENT PER ANNUM
ITALIAN LIRA
CANADIAN DOLLAR
DUTCH GUILDER
U. K. POUND
15
SWISS FRANC
GERMAN MARK
16
FRENCH FRANC
JAPANESE YEN
1982
1984
1982
1984
CHART 3
PRICE OF GOLD IN LONDON
AVERAGES FOR WEEK ENDING WEDNESDAY
U.S. DOLLARS PER FINE OUNCE
U.S. DOLLARS PER FINE OUNCE
600
600
550
550
12.5 Kg BARS
AFTERNOON FIXING PRICE
-
500
500
450
450
400
400
350
350
300
300
250
250
1981
1982
1983
1984
CHART 4
CALL MONEY RATES
WEEKLY SERIES
PERCENT PER ANNUM
PERCENT PER ANNUM
28
24
20
—
\
A
FRANCE
16
-
U. S. FEDERAL FUNDS
TTVUA
zr
—
—
JAPAN
12
8
4
~
i
I
I
I I
IIIIIIIII
0
24
CANADA
20
EURO-SWISS
FRANC
16
A
JN\ —
A."
12
A V
-
I I I I II I I I I I
I
I I
11111111111 I I I I I I I I I M
20
16
U. K. 2 - D A Y LOCAL AUTHORITY
GERMANY
-
12
-
4
EURO-DM
1982
1984
1982
1984
CHART 5
3-MONTH INTEREST RATES
WEEKLY SERIES
PERCENT PER ANh
T PER ANNUM
24
20
U.S.
CD S
CANADIAN FINANCE CO
PAPER
16
12
WEIGHTED AVERAGE
FOREIGN RATE
8
16
U.K. INTERBANK STERLING
GERMAN INTERBANK RATE
12
8
4
12
SWISS INTERBANK RATE
8
JAPANESE BANK
LOANS AND DISCOUNTS
4
0
CHART 6
EURO-DOLLAR DEPOSIT RATES LONDON
AVERAGES FOR WEEK ENDING WEDNESDAY
PER ANNUM
PERCENT PER ANNUM
20
OVERNIGHT
3-MONTH
24
20
7-DAY
6-MONTH
24
20
1-MONTH
1982
1-YEAR
1984
1982
1984
SELECTED EURO-DOLLAR AND U. S. MONEY MARKET RATES
DIFFERENTIAL: PLUS(+), FAVORS BORROWING IN U. S.
AVERAGES FOR WEEK ENDING WEDNESDAY
PERCENT PER Ah
NT PER ANNUM
26
22
FEDERAL FUNDS
18
3-MONTH
E U R O - D O L L A R DEPOSITS
14
OVERNIGHT
10
90-DAY CD S
E U R O - D O L L A R DE P O S I T S
I I I I I II I I I
6
IDIFFERENTIAL
2
DIFFERENTIAL
-
+
0
2
J
I
1982
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
I I
I I I I I I I I I I I I I I I I I I I I I I I I
1984
1982
I
I I
I
I I
I
I I
I I
I
I I
I
I I
1984
I
I I
CHART 8
INTEREST ARBITRAGE: 3-MONTH FUNDS
DIFFERENTIAL: PI_US(+), INDICATES FAVOR DOLLAR ASSETS
AVERAGES FOR WEEK ENDING WEDNESDAY
PERCENT PER ANNUM
PERCENT PER ANNUM
28
28
EURO-DOLLAR DEPOSITS
20
20
DASHED LINE
CANADIAN FINANCE
CO. PAPER, COVERED
12
INTERBANK STERLING
COVERED LONDON
-
U. S. COMMERCIAL PAPER
4
4
DIFFERENTIAL
DIFFERENTIAL
2
0
2
28
28
20
SWISS INTERBANK (SF) COVERED
INTERBANK DM
EURO-DOLLAR DEPOSITS
EURO-DOLLAR DEPOSITS
DASHED LINE
—DASHED LINE
2
20
COVERED FRANKFURT
DIFFERENTIAL
2
DIFFERENTIAL
+
0
2
1982
1984
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
1984
CHART 9
LONG-TERM GOVERNMENT BOND YIELDS
WEEKLY SERIES
PERCENT PER AN
T PER ANNUM
19
19
—
» Jl
I
CANADA
UNITED STATES
15
-
11
11
—
1 1 1 II 1 1 17 1 1 1
7
9
15
UNITED KINGDOM
SWITZERLAND
5
11
II 1 II 1 1 1 111 1
7
13
15
13
MONTHLY
GERMANY
JAPAN
-
9
9
—
1 1 1 1 1 1 15 1 1 1 1
5
22
22
U. S.
CORPORATE
MONTHLY
18
FRANCE
18
Aaa BONDS
14
14
10
10
NETHERLANDS
MONTHLY
6
6
1982
1984
1982
1984
CHART 10
INDUSTRIAL STOCK INDICES
WEEKLY SERIES
RATIO SCALE
1969=100
RATIO SCALE
1969=100
240
200
160
240
-
UNITED STATES
tr
—
T^lxV,
120
-
-
-
-
~
-
JAPAN
V
-
—
160
-
120
210
210
1
170
UNITED KINGDOM
130
90
200
~h
V
-
M
130
-
-
-
I
I
I
| j | | | | I I| I I
170
FRANCE
-
70
-
j V S /
1, | 1 1 | 1 1 | 1 1
90
70
190
GERMANY
150
SWITZERLAND
-
-
-
1 1 1
110
70
360
NETHERLANDS
CANADA
280
200
160
120
1982
1984
1982
1984
SERIES
CHART
1. S P O T
WEEKLY
LAST VALOE PLOTTED
DATE
VALOE
NAME
EXCHANGE RATES AND INDICES
A V E R A G E S , NOON B U Y I N G B A T E S
(U.S. C E N T S )
G E R M A N MARK
J A P A N E S E YEN
DUTCH GUILDER
U.K. P O U N D
CANADIAN DOLLAR
FRENCH FRANC
SWISS FRANC
BELGIAN FRANC
ITALIAN LIRA
SWEDISH KRONA
INDICES, MARCH
1973
BASE R A T E S =
WEIGHTED A V E R A G E EXCHANGE VALUE INDICES, MAS
{G-10 C O U N T R I E S P L U S S W I T Z E R L A N D )
1973 =
U.S. DOLLAR
G E R M A N MARK
J A P A N E S E YEN
DUTCH GUILDER
U.K. POUND
CANADIAN DOLLAR
FRENCH FRANC
SWISS F R A N C
BELGIAN FRANC
I T A L I A N LIRA
S W E D I S H KRONA
2. 3 - M O N T H F O R W A R D E X C H A N G E R A T E S , P R E M I U M OR
CANADIAN DOLLAR
U.K. PO U N D
G E R M A N MARK
FRENCH FRANC
SWISS FRANC
DUTCH GUILDER
J A P A N E S E YEN
ITALIAN LIRA
33. 89
0.91274
30.02
125.66
76. 27
11.04
41. 19
1.67632
0.05435
11.77
NOV.
NOV.
NOV.
NOV.
NOV.
NOV.
NOV.
NOV.
NOV.
95.32
108.07
86. 18
50. 83
76.02
49.74
132.52
66.06
30. 87
100
G E R M A N MARK
J A P A N E S E YEN
DUTCH GUILDER
U.K. P O U N D
CANADIAN DOLLAR
FRENCH FRANC
SWISS FRANC
BELGIAN FRANC
ITALIAN LIRA
CHART
NOV.
NOV.
NOV.
NOV.
NOV.
NOV.
NOV.
NOV.
NOV.
NOV.
100
143. 15
132.37
149.64
115.35
64.70
100. 88
62.88
178.63
86.99
38.24
68.24
NOV.
NOV.
NOV.
NOV.
NOV.
NOV.
NOV.
NOV.
NOV.
NOV.
NOV.
DISCOUNT
NOV.
NOV.
NOV.
NOV.
NOV.
NOV.
NOV.
NOV.
7
7
7
7
7
7
7
7
-1.59
- 0 . 03
4.06
- 1 . 12
4.96
3. 89
3.54
-5.71
SEBIES
CHART
3, G O L D
U.S.
CHART
PRICE
SAME
IN L O N D O N , A F T E R N O O N
DOLLARS
4. C A L L
HONEY
PER
5.
FIXING
FINE OUNCE
DEPOSITS
7
NOV.
NOV.
NOV.
OCT.
NOV.
NOV.
NOV.
NOV.
JAN.
NOV.
7
7
9
19
9
9
9
9
1
9
9.87
9.67
10.63
1 1. 82
5.55
5.45
6.31
10.75
1 0. 30
0.84
NOV.
NOV.
NOV.
NOV.
NOV.
NOV.
NOV.
7
7
7
7
7
7
7
9.46
6.02
6.31
11.51
10. 15
4.97
8.56
NOV.
NOV.
NOV.
NOV.
NOV.
NOV.
7
7
7
7
7
7
9. 67
9.58
9.60
9.75
9.96
10.53
7
7
7
9.67
9.87
-0.20
NOV. , 7
7
NOV.
7
NOV.
9.75
9.46
0.29
3-MONTH INTEREST RATES
U.S. 90-DAY CD'S, SECONDARY MARKET
G E R M A N INTERBANK LOAN
JAPANESE BANK LOANS G DISCOUNTS
C A N A D I A N F I N A N C E PAPER
INTERBANK STERLING
SWISS INTERBANK LOAN
WEIGHTED A V E R A G E FOREIGN INTEREST BATE
(G-10 C O U N T R I E S P L C S S W I T Z E R L A N D )
CHART 6.
342. 61
NOV.
RATES
U.S. FEDERAL FUNDS
OVERNIGHT EURO-DOLLAR
U. K.
CANADA
GERMANY
EURO-DM
JAPAN
FRANCE
NETHERLANDS
EURO-SWISS FRANC
CHART
LAST VALUE PLOTTED
DATE
VALUE
EURO-DOLLAR
DEPOSIT RATES: LONDON
OVERNIGHT
7-DAY
1-MONTH
3-MONTH
6-MONTH
1—YEAS
C H A R T 7. S E L E C T E D E U R O - D O L L A R
OVERNIGHT EURO-DOLLAR
U.S. F E D E R A L F U N D S
D I F F E R E N T I A L ADJ. FOR
AND U.S.
MARKET BATES
DEPOSITS
RESERVE REQUIREMENTS
3-MONTH EURO-DOLLAR DEPOSIT
U.S. 90-DAY CD'S, SECONDARY
DIFFERENTIAL
MONEY
RATE
MARKET
NOV.
NOV.
NOV.
SERIES NAME
CHAET
8. I N T E R E S T
LAST VALUE PLOTTED
DATE
VALUE
ARBITRAGE, 3-MONTH FUNDS
EURO-DOLLAR DEPOSIT
I N T E R B A N K S 1 E R L 1 N G (LONDON), C O V E R E D
DIFFERENTIAL
NOV.
NOV.
NOV.
9. 75
10., 12
- 0 . 37
U.S. C O M M E R C I A L PAPER
CANADIAN FINANCE PAPER, COVERED
DIFFERENTIAL
NOV.
NOV.
NO?.
9..36
9.,87
- 0 . 51
EURO-DOLLAR DEPOSIT
I N T E R B A N K DM ( F R A N K F U R T ) , C O V E R E D
DIFFERENTIAL
NOV.
NOV.
NOV.
9. 75
10. 14
- 0 . 39
EURO-DOLLAR DEPOSIT
SWISS I N T E R B A N K , COVERED
DIFFERENTIAL
NOV.
NOV.
NOV.
9. 75
9. 99
- 0 . 24
C H A R T 9. L O N G
T E R M C O V E R M E N T BOND Y I E L D S
UNITED STATES
GERMANY
J A P A N (MONTHLY)
SWITZERLAND
CANADA
FRANCE
N E T H E R L A N D S (MONTHLY)
UNITED KINGDOM
NOV.
2
NOV.
2
SEPT.
OCT.
5
O C T . 19
AUG. 24
MAY
NOV.
2
11.,76
7.27
6.80
4.,82
12.,50
13. 49
8.,52
9.,79
U.S. C O R P O R A T E
AAA B O N D S
EURO-DOLLAR
CHART
10.
BONDS
12.63
10.29
STOCK INDICES
U N I T E D STATES
UNITED KINGDOM
CANADA
GERMANY
SWITZERLAND
NETHERLANDS
FRANCE
JAPAN
OCT.
NOV.
OCT.
OCT.
OCT.
OCT.
OCT.
OCT.
OCT.
OCT.
31
31
31
31
31
31
31
31
172.52
195.23
233.08
159.25
127.34
170.31
182.53
228.15
FEDERAL RESERVE statistical release
."Si
NOVEMBER
H.10 (512)
m-r
)l':
9, 1984
FOREIGN EXCHANGE RATES
FOB THE SEEK ENDING
NOVEMBER
9, 1984
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:
COUNTRY
MONETARY
UNIT
•AUSTRALIA
AUSTRIA
BELGIUM
BRAZIL
CANADA
CHINA,?.fi.
DENMARK
FINLAND
FRANCE
GERMANY
GREECE
HCNG KONG
INDIA •IRELAND
ISRAEL
ITALY
JAPAN
MALAYSIA
MEXICO
NETHERLANDS
•NEW ZEALAND
NORWAY
PHILIPPINES
PORTUGAL
SINGAPORE
•SOUTH AFRICA
SOUTH KOREA
SPAIN
SRI LANKA
DOLLAR
SCHILLING
FRANC
CRUZEIRO
DOLLAR
YUAN
KRONE
MARKKA
FRANC
D. MARK
DRACHMA
DOLLAR
RUPEE
POUND
SHEKEL
LIRA
YEN
BINGGIT
PESO
GUILDER
DOLLAR
KRONE
PESO
ESCUDO
DOLLAR
BAND
WON
PESETA
RUPEE
SWEDEN
KRONA
SWITZERLAND
FRANC
TAIWAN
DOLLAB
THAILAND
BAHT
• U N I T E D K I N G D O M POUND
VENEZUELA
BOLIVAR
MEMO:
•UNITED STATES
DOLLAR
NOV.
5
86.20
20.710
59.250
2622.00
1.3092
2.5653
10.5980
6. 1660
8.9950
2.9295
121.150
7.8180
11.9700
105.05
NA
1832.50
242.05
2.3950
209.5000
3.3030
49.500
8.5760
NA
162.000
2.1520
55.40
816.50
165.650
26.033
8.4620
2.4100
39.240
27.020
126.85
NA
142.32
(CURRENCY UNITS FEB DOLLAB
NOV. 6
NOV. 7
H
O
L
I
D
A
I
0.25
86.33
20.545
59.450
2660.00
1.3113
2.5819
10.6180
6.1785
9.0100
2.9385
121.500
7.8195
12.0100
105.05
NA
1830.00
240.80
2.3945
210.0000
3.3130
49.800
8.5630
NA
160.000
2.1480
57.00
816.10
164.650
26.015
8.4440
2.4170
39.280
26.930
127.20
NA
142.37
NOV.
8
86.40
20.682
59.500
2660.00
1.3143
2.5742
10.6530
6.1750
9.0250
2.9400
121.700
7.8200
12.0100
104.90
NA
1835.00
240.95
2.3950
210.0000
3.3155
49.650
8.5950
NA
160.000
2.1460
57.00
815.10
165.150
26.015
8.4825
2.4150
39.300
•A
126.97
•A
142.56
NOV.
9
86.00
20.712
59.580
2660.00
1.3163
2.6051
10.6550
6.1550
9.0425
2.9475
122.600
7.8230
12.0000
105.25
NA
1838.00
241.00
2.3940
210.0000
3.3240
49.640
8.6000
NA
162.000
2.1495
56.60
816.10
165.850
26.012
8.4750
2.4260
39.320
NA
126.05
NA
142.90
#INDEX OF NBIGHTED AVERAGE EXCHANGE VALUE OF 0.S. DOLLAB AGAINST CURRENCIES OF OTHER G-11
COUNTRIES. BARCH 1973 = 100. HEIGHTS ARE 1972-76 GLOBA1 TRADE OF BACH OF THE 10 COUNTRIES.
SERIES REVISED AS OF AUGUST 1978. FOR DESCRIPTION AID BACK DATA, SEE "INDEX OF THE
HEIGHTED-AVEBAGE EXCHANGE VALUE OF THE U.S. DOLLAR: REVISION" ON PAGE 700 OF THE AUGUST
1978 FEDERAL RESERVE BULLETIN.
•VALUE IS O.S. CENTS
@FedFRASER