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W o (516/517) If 1 •sisv* 0WtOF * S^ Selected Interest & Exchange Rates Weekly Series of Charts November 19, 1984 Prepared by the FINANCIAL MARKETS SECTION DIVISION OF INTERNATIONAL FINANCE BOARD OF GOVERNORS FEDERAL RESERVE SYSTEM Washington, D C. 20551 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. D A I L Y CERTIFIED SPOT EXCHANGE RATES-H.10 RELEASE CHARTS 1. SPOT EXCHANGE RATE INDICES 2. 3-MONTH FORWARD EXCHANGE RATES 3. GOLD PRICE- LONDON 4. C A L L MONEY RATES 5. 3-MONTH INTEREST RATES 6. EURO-DOLLAR DEPOSIT RATES 7. SELECTED EURO-DOLLAR A N D U.S. MONEY M A R K E T RATES 8. INTEREST A R B I T R A G E : 3-MONTH FUNDS 9. LONG-TERM G O V E R N M E N T BOND YIELDS 10. I N D U S T R I A L STOCK INDICES CHART,.1 SPOT EXCHANGE INDICES DOLLAR PRICES OF FOREIGN CURRENCIES AND WEIGHTED AVERAGE VALUES (THIN LINE) AVERAGES FOR WEEK ENDING WEDNESDAY RATIO s MARCH 1 9 7 : 1=100 :ALE 973=100 160 JAPANESE YEN FOREIGN CURRENCY PRICE OF U.S. D O L L A R / ^ / - 140 120 — 100 I I I 80 mIMIMIM 240 SWISS FRANC CANADIAN DOLLAR 200 160 140 - 120 160 GERMAN MARK 140 DUTCH GUILDER 120 100 80 120 100 1FRENCH U.K. POUND FRANC 80 70 60 1 50 — III II h i l l i mImImIm 40 70 \ 60 BELGIAN FRANC i V\ ITALIAN LIRA i - - 50 40 — - - 35 30 - 25 1982 1984 1982 1984 CHART 2 3-MONTH FORWARD EXCHANGE RATES PREMIUM (+) OR (-) AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER ANNUM PERCENT PER ANNUM 6 24 - - CANADIAN DOLLAR —, ITALIAN LIRA Ml,,I,,1,7 Mv J III III III,1 24 DUTCH GUILDER1 U. K. POUND •VI - \ r*\ - l l I i, 11111,11, 1 1 1 1 1 , , I , 1 I6, 1 1 1 15 SWISS FRANC - GERMAN MARK - V 1 1 1 1 1 1 , " 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 — V U. S. FEDERAL FUNDS A FRANCE - - 16 Ir - 12 - 8 - 4 iiliiliiln 0 ~\ JAPAN I I I I | ,I| II |n I 24 CANADA 20 EURO-SWISS FRANC 16 12 20 — U. K. 2-DAY LOCAL AUTHORITY 16 - 12 GERMANY u I EURO-DM 1982 — 1984 1982 ^ * 1984 ™ 1 CHART 5 3-MONTH INTEREST RATES WEEKLY SERIES PERCENT PER ANNUM PERCENT PER ANNUM 24 22 U.S. CD S CANADIAN FINANCE CO. PAPER WEIGHTED AVERAGE FOREIGN RATE U.K. INTERBANK STERLING GERMAN INTERBANK RATE SWISS INTERBANK RATE JAPANESE BANK LOANS AND DISCOUNTS 1982 1984 1982 1984 CHART ' EURO-DOLLAR DEPOSIT RATES LONDON AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER ANNUM PERCENT PER ANNUM 24 24 OVERNIGHT 3-MONTH 7-DAY 6-MONTH 1-MONTH 1-YEAR 1982 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 ANNUM PERCENT PER ANNUM 26 26 22 - FEDERAL FUNDS 18 3-MONTH - 22 — 18 E U R O - D O L L A R DEPOSITS 14 14 OVERNIGHT 10 90-DAY CD S E U R O - D O L L A R DEPOSITS I I I I I I I I I I I ff/^ 10 I I I I ll I I I I I I I I I I I ll IDIFFERENTIAL - DIFFERENTIAL - I 1982 1 P E R C E N T ON D I F F E R E N T I A L S C A L E = 2 P E R C E N T ON R A T E S C A L E I I IIIIIIIIII Ill 1984 1982 I IIIIIIIIII 1984 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 EURO-DOLLAR DEPOSITS 20 20 DASHED LINE CANADIAN FINANCE CO. PAPER, COVERED -L INTERBANK STERLING COVERED LONDON ~ U. S. COMMERCIAL PAPER 4 2 4 DIFFERENTIAL DIFFERENTIAL 2 + 0 2 28 28 20 SWISS INTERBANK (SF) COVERED INTERBANK DM 20 COVERED FRANKFURT 12 EURO-DOLLAR DEPOSITS EURO-DOLLAR DEPOSITS DASHED LINE — D A S H E D LINE 4 2 2 DIFFERENTIAL DIFFERENTIAL + 0 2 1982 1984 1 P E R C E N T ON D I F F E R E N T I A L S C A L E = 2 P E R C E N T ON RATE S C A L E 1982 1984 CHART 9 LONG-TERM GOVERNMENT BOND YIELDS WEEKLY SERIES PERCENT PER AN :NT PER ANNUM 19 19 — i Jl I CANADA UNITED STATES 15 - 11 11 I 7 I I I I 7 I 9 15 UNITED KINGDOM SWITZERLAND — — 5 11 I 7 13 15 I I I I I 1 13 MONTHLY — JAPAN f \ s \ IGERMANY - 9 9 - 5 5 22 U. S. CORPORATE 22 MONTHLY FRANCE 18 18 Aaa BONDS 14 14 10 10 NETHERLANDS MONTHLY 6 I I 1982 I IIIIIII 6 1984 1982 1984 CHART 10 INDUSTRIAL STOCK INDICES WEEKLY SERIES RATIO SCL 1969=F RATIO SCALE 1969=100 JAPAN UNITED STATES FRANCE UNITED KINGDOM SW TZERLAND GERMANY CANADA NETHERLANDS - - 11111111111 1982 I l l II l u l l I 1984 1982 1984 LA SI V&1UE PLOTTED DATE VALUE SERIES NAME CHART 1. SPOT EXCHANGE RATES AKC INDICES WEEKLY AVERAGES, NCON BDYING BATES (U.S. CENTS) GERMAN MARK JAPANESE YEN DUTCH GUILDER U.K. POUND CANADIAN DCILAE FRENCH FRANC SWISS FRANC BELGIAN FRANC ITALIAN LIRA SWEDISH KRCNA INDICES, MARCH NCV. NOV. NOV. NOV. NOV. NOV. NOV. NOV. NOV. NOV. 14 14 14 14 14 14 14 14 14 14 33.89 C.41456 30.07 126.55 76.01 1 1.04 41.22 1.67675 0.05441 1 1.78 NOV. NOV. NOV. NOV. NOV. NOV. NOV. NOV. NOV. 14 14 14 14 14 14 14 14 14 95.,33 108.,55 86.32 51., 19 75.76 45.,75 132.,60 66.,07 3C. 91 14 14 14 14 14 14 14 14 14 14 14 14 2.93 132. 19 150.18 115.41 65. 12 10C.38 62.82 176.52 86.91 38.24 68.26 14 14 14 14 14 14 14 14 -1.42 - 0 . 17 3.96 -1.47 4.90 3.80 3.41 -5.59 1973 BASE BATES = 100 GERMAN MARK JAPANESE YEN DUTCH GUILDER U.K. FOUND CANADIAN ECLLAfi FRENCH FRANC SWISS FRANC BELGIAN FBANC ITALIAN LIRA WEIGHTED AVERAGE EXCHANGE VAIUI INDICES, MAB 1973 = 1 0 0 (G-10 COUNTRIES FIDS SWITZERLAND) U.S. DOLLAR GERMAN MASK JAPANESE YEN DUTCH GUILDER U.K. POUND CANADIAN DCL1AR FRENCH FRANC SWISS FRANC BELGIAN FRANC ITALIAN LIRA SWEDISH KRCNA NOV. NOV. NOV. NOV. NOV. NOV. NOV. NOV. NCV. NOV. NOV. CHART 2. 3-MONTH FCRWARD EXCHANGE RATES, PREMIUM OR DISCCUNT CANADIAN DOLLAR U.K. POUND GERMAN MARK FRENCH FRANC SWISS FRANC DUTCH GUILDER JAPANESE YEN ITALIAN LIRA NOV. NOV. NOV. NCV. NOV. NOV. NCV. NCV. 5E5JES NAME LASi VALUE H O T T E D DATE VAIOJ CHART 3. GOLD PRICE IS LONDCW, AFTERNOON FIXING U.S. DOILABS PER FINE OUNCE NOV. 14 347,, 18 14 14 16 9.,55 9.,36 1C.38 11.,96 5.55 C,50 e,• 06 1 L ,38 1C.,30 c.,90 4. C A L I HOKEY RATES U.S. FEDERAL FUNDS OVERNIGHT EURO-tGLLAB DEPOSITS U.K. CANADA GERMANY EURO-DM JAPAN FRANCE NETHERLANDS EURO-SWISS FRANC NOV. NOV. NOV. NOV. NOV. NOV. NOV. NOV. JAN. NOV. 16 NOV. NOV. NOV. NOV. NOV. NOV. NOV. 14 14 14 14 14 14 14 NOV. NOV. NOV. NOV. NOV. NOV. 14 14 14 14 14 14 16 16 16 16 16 1 CHART 5. 3-MONTH INTEREST BAT ES U.S. 90-DAY CD'S, SECONDARY MARKET GERMAN INTERBANK LOAN J A P A N E S E BASK LOANS 6 DISCCUNTS CANADIAN FINANCE PAPER INTERBANK STERLING SWISS INTERBANK LOAN WEIGHTED AVERAGE FOREIGN INTEREST RATE iG-10 COUNTRIES PLUS SWITZERLAND) s.,32 5.96 e. 11. w 9.,94 4.,81 6. 49 CHART 6. EURO-DOLLAR DEPOSIT BATES: LONDON OVERNIGHT 7-DAY 1-MONTH 3-MONTH 6-MONTH 1-YEAR 9.36 9.36 S. 34 S. 60 9.85 10.43 CHART 7. SELECTED EURO-DOLLAR AND U.S. MONEY MARKET BATES $ OVERNIGHT EURC-LCLLAB DEPOSITS U.S. FEDERAL FUNDS DIFFERENTIAL ADJ. FOR RESERVE REQUIREMENTS NOV. 14 NOV. 14 NOV. 14 9. 3b S. 55 - c . 19 3-MONTH EUBC-DOLLAR DEPOSIT BATE U.S. 90-DAY CD'S, SECONDARY MARKET DIFFERENTIAL NOV. 14 NOV. 14 NOV. 14 9. 9. m C. 28 % SEB1ES NAME LAST VALUE ELOTTEC DATE VA10E CHAfiT 8. INTEREST ARBITRAGE, 3-MONTH FUNDS 14 14 14 9.60 S. 76 -G.16 EURO-DOLLAR DEPOSIT INTERBANK STERLING (LONDON), COVERED DIFFERENTIAL NOV. NOV. NOV. U.S. COMMERCIAL PAPER CANADIAN FINANCE PAPER, COVERED DIFFERENTIAL NOV, 14 NOV. 14 NOV. 14 S. 15 S.82 ** C. 67 EURO-DOLLAR DEPOSIT INTERBANK CM (FRANKFURT), COVERED DIFFERENTIAL NOV. 14 NOV. 14 NOV. 14 S. 60 S. 98 -C.38 EURO-DOLLAR DEPOSIT SWISS INTERBANK, COVERED DIFFERENTIA! NOV. 14 NOV. 14 NOV. 14 S. 60 S. 77 - C . 17 CHART 9. LONG TERM GOVERMEST BOND YIELDS UNITED STATES GERMANY JAPAN (MONTHLY) SWITZERLAND CANADA FRANCE NETHERLANDS (HOMTHLY) UNITED KINGDOM NOV. 9 NOV. 2 SEPT. NOV. 2 NOV. 9 AUG. 24 MAY 9 NOV. 11.71 7.27 e. so 4.89 1 2 . 13 13.49 6.52 S . 67 . CORPORATE AAA BONDS EURO-DOLLAR BONDS 0. CHART 10. 15.63 10.29 CCT. NOV. STOCK INDICES UNITED STATES UNITED KINGDOM CANADA GERMANY SWITZERLAND NETHERLANDS FRANCE JAPAN NOV, NOV. NOV. NOV. NOV. NCV. NOV. NCV. 7 7 7 175.54 196.57 7 239.0b 155.26 7 7 7 7 126.25 168.63 182.53 226.44 FEDERAL RESERVE statistical release H.10 (512) NO»EHEEB 16, 1984 FOREIGN EXCHANGE RATES FOB I B : 81EK ENDING NOVEBBEB 16, 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: CCONTBY HONETABI UNIT *A0S1BALIA AUSTRIA EfLGIDB ERAZIL CANADA CblNA,P.P. DENHABK FINLAND FRANCE GEBflANY 6BEECE BC8G KONG INDIA •IBELAND ISRAEL 11A LI JAPAN MALAYSIA atxicc NETHERLANDS *NEM ZEALAND NOSNAY PHILIPPINES POBTOGAL SINGAPORE •SCUTH AFBICA SCOTH KCBIA SPAIN SBI LANKA SWEDEN SfcllZEBLAND TAIWAN THAILAND •UNITED KINGDOM VENEZUELA DCLLAB SCBILL1NG FBANC CBUZEIfiC DCLLAB YUAN KBONE MARKKA FBANC D. HARK DBACHHA DCLLAB BDPEE PCUND SHEKEL LISA YEN BINGGIT PESC GUILDER DCLLAB KBCNE PESC ESCODC DCLLAB BAND WON PESETA BOPEE KfiONA FBANC DCLLAB BAHT POOND BOLIVAR 8EBOJ •UNITED S T A T E S DOLLAB NOV. B 0 L I D A Y 12 (CUBBENCI OIIIIS H B IC1IAB AC V. 14 NCV. 13 86,36 20* 676 59.490 2698.0C 1.3153 2.6233 10.6240 6.1640 9.0350 2.9430 121.650 7.8210 12.0000 105.40 NA 1831.00 240.45 2.3950 209.7500 3.3140 49.780 8.5625 NA 161.0CG 2.1430 57.8C 81b.90 165.1C0 26.033 8.4640 2.4140 39.360 26.860 127.15 NA 142-51 86.08 20.675 59.990 2698.0C 1. 3166 2.6470 10.7190 6,2120 9.1270 2.9730 122.400 7.8235 12.C400 104.35 NA 1848.CO 242.45 2.3980 210.0000 3.3500 49.580 8.635C NA 162.COO 2.1470 56.ec 616.50 166.150 26.063 8.5240 2.45C0 39.400 26.660 126.05 NA 143.76 NOV. 15 85.90 20.845 59.850 2738.00 1.3162 2.6470 10.70C0 6.2015 9.0940 2.9615 122.250 7.82C0 12.04CO 105.00 NA 1842.00 242.50 2.3960 211.50C0 3.3425 49.55C 8.6275 NA 162.50C 2. 1455 56.75 816.90 166.250 26.063 8.5170 2.4415 39.420 26.950 126. 10 NA 143.46 bCV. 16 85.SS 20.872 5S.S9C 2738.CO 1.3153 2.6682 1C.7300 6.2060 5.1300 2.9725 122.600 7.8215 12.0600 104.65 AA 1646.CO 242.80 2.3980 21 1.0000 3.3535 49.640 8.6600 KA 162.000 2.1460 56.75 617.90 166.300 26.063 8.5450 2.453 G 39.44 Q 26.950 125.40 NA 143.90 #INDEX OF W E I G H T E D A V E B A G E E X C H A N G E T A 1 0 E OF 0.S. DCILAI AGAINST C 0 B B E N C 1 E S OF C1BEB G-11 C C U N H I E S . B A B C B 1973 - 100. HEIGHTS ABE 1972-76 G L O B A 1 IBADE CI EACH CF THE 10 CCCNTBIES. SEBIES B E U S E E A S OF AUGOST 1978. FOB DESCBIPTICN ADO £ACK I A T A , SEE "IkCIX CI TEE W E I G H T E D - A V E R A G E E X C H A N G E ?AL0E Of THE U . S . CCllAli B E V I S I C B " CD PAGE 7C0 CF THE AUGUST 1978 F E D E B A 1 B E S E B V E E U i l E T I B . •VALOE IS U.S. C E N T S
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