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Selected Interest & Exchange Rates Wfeekly Series of Charts ^ ^ S F _ N O V E M B E R 25,1974 Prepared by the FINANCIAL MARKETS SECTION DIVISION OF INTERNATIONAL FINANCE BOARD OF GOVERNORS ^RESERVE SYSTEM Washington^ 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 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 INDEXES 1? Chart 1 SPOT EXCHANGE RATES INDEXES OF DOLLAR PRICES OF FOREIGN CURRENCIES AVERAGES FOR WEEK ENDING WEDNESDAY MAY 1 100 120 CANADIAN DOLLAR 90 80 FOREIGN CURRENCY PRICE OF j J . S . D O L L A R Weighted average I I I I I I I 100 "I I JAPANESE Y E N I I I I I - FRENCH FRANC 140 i / x : 120 IIII III III IIIIIlII IIIIII 140 120 - V 100 100 1 1 1 1 1 1 1 I I I 'I I I ..h.l..!.. iih.I.tin 180 180 160 - GERMAN MARK SWISS F R A N C 160 140 140 120 - 120 - 100 100 I I I I I I i.h.h.I.. UIMIMIM 160 DUTCH GUILDER —I 160 - - BELGIAN FRANC 140 140 120 - 100 - f z I 120 U.K. POUND A I I A ; 120 100 I I I iiiiiiniii ITALIAN LIRA 120 100 100 80 80 4 Chart 2 3-MONTH FORWARD EXCHANGE RATES PREMIUM (+), OR DISCOUNT ( - ) AVERAGES FOR WEEK ENDING WEDNESDAY [NT PER ANNUM 6 CANADIAN DOLLAR - 0 - 6 1 1 1 1 1 1 6 PER CENT PER ANNUM SWISS FRANC 0 6 12 12 GERMAN MARK DUTCH GUILDER 6 0 6 12 FRENCH FRANC 6 0 6 12 JAPANESE YEN 2 per cent on scale equals 1 per cent on all others b Chart 3 PRICE OF GOLD IN LONDON AVERAGES FOR WEEK ENDING WEDNESDAY US. DOLLARS PER FINE OUNCE 200 12.5 Kg BARS Afternoon fixing price 150 100 1972 1974 Chart 4 CALL MONEY RATES WEEKLY SERIES 15 10 OVERNIGHT EURO-DOLLARS JAPAN 5 U.S. FEDERAL FUNDS 0 20 SO 15 U.K. 2 - D A Y LOCAL AUTHORITY FRANCE 10 5 0 15 15 10 NETHERLANDS CANADA 5 0 20 20 EURO-SWISS FRANC 15 10 GERMANY 5 0 EURO-DM 5 1972 1974 1972 1974 Chart 5 3-MONTH INTEREST RATES WEEKLY SERIES 12 UNITED STATES CD's CANADIAN FINANCE CO. PAPER B 4 20 GERMAN INTERBANK RATE U.K. INTERBANK STERLING 12 EURO-DOLLAR SWISS DEPOSIT RATE JAPAN Monthly 1972 1974 1972 1974 Chart 6 EURO-DOLLAR DEPOSIT RATES London AVERAGES FOR WEEK ENDING WEDNESDAY PER 16 OVERNIGHT 3-MONTH 12 8 16 16 7-DAY 6-MONTH 1-MONTH 1-YEAR 12 8 16 16 12 8 1S72 1974 1972 1974 Chart 7 SELECTED EURO-DOLLAR AND U.S. MONEY MARKET RATES AVERAGES FOR WEEK ENDING WEDNESDAY PER CENT PER ANNUM PER CENT PER ANNUM 15 15 FEDERAL FUNDS 3-MONTH Euro-dollar deposits OVERNIGHT Euro-dollar deposits a i MV-L i ^ DIFFERENTIAL Adjusted for reserve requirements I I I 1972 Favors Borrowing in U.S. if Positive 60-89 DAY CD's I I I I I I I I I I I I I I I I I I I I I I DIFFERENTIAL Adjusted for reserve requirements v Xl'LvV" 10 Chart 8 INTEREST ARBITRAGE: 3-MONTH FUNDS AVERAGES FOR WEEK ENDING WEDNESDAY DIFFERENTIAL: PLUS (+), INDICATES FAVOR DOLLAR ASSETS PER 20 20 INTERBANK DM, COVERED Frankfurt 15 EURO-DOLLAR DEPOSITS 10 5 EURO-DOLLAR DEPOSITS INTERBANK STERLING, ' x COVERED London 0 DIFFEREN" IAL 5 10 DIFFERENTIAL 15 1 20 20 15 EURO-DOLLAR DEPOSITS CANADIAN FINANCE CO. PAPER, COVERED 10 5 U.S. COMMERCIAL PAPER SWISS DEPOSITS (SF), COVERED j 0 fZ v \- " a - / " iy a V - X • DIFFERENTIAL DIFFERENTIAL 5 1972 1 1974 1972 1974 w Chart 9 LONG-TERM GOVERNMENT BOND YIELDS WEEKLY SERIES 9 UNITED STATES CANADA 7 5 12 12 GERMANY FRANCE 10 8 / JAPAN Industrial NETHERLANDS 6 10 UNITED KINGDOM 8 SWITZERLAND 6 12 12 U.S. CORPORATE Monthly U.S. CORPORATE Monthly Euro—Dm bonds 10 Aaa bonds 8 6 1972 Euro—dollar bonds Chart 10 INDUSTRIAL STOCK INDEXES WEEKLY SERIES 1969=100 240 180 UNITED STATES 100 GO 320 240 UNITED KINGDOM 120 JAPAN 160 200 200 150 150 CANADA SWITZERLAND 100 100 11111111W i 50 50 240 240 180 FRANCE General index GERMANY 100 100 60 1972 1974 1972 1974 \°> SERIES NAME CHART 9 . LONG TERM GOVERNMENT BOND YIELDS UNITED STATES GERMANY JAPAN (MONTHLY) SWITZERLAND CANADA FRANCE NETHERLANDS UNITED KINGDOM U.S. NOV. 22 NOV. 1 NOV. 1 OCT. 25 NOV. 15 OCT." 4 a NOV. NOV. 8 7,, 7 3 3 10.655 10,.888 7 . .322 8 ., 8 3 3 11. , 0 0 0 8 ,, 8 6 6 1 6 ., 5 2 2 SEPT. 27 SEPT. 2 7 SEPT. 2 7 9.244 10.000 10.311 NOV. 1 NOV«__ 8 NOV. 8 OCT. 11 OCT. 25 NOV. 15 NOV. 8 76.311 173.699 90.533 CORPORATE AAA BONDS EURO-DM BONOS EURO-DOLLAR BONDS CHART 1 0 . LAST VALUE PLOTTED DATE VALUE INDUSTRIAL STOCK INDEXES UNITED STATES JAPAN CANADA FRANCE UNITED KINGDOM SWITZERLAND GERMANY 81.600 47.311 55.044 71.711 f) LAST VALUE PLOTTED DATE VALUE SERIES NAME CHART 6 . EURO-DOLLAR DEPOSIT RATES: LONDON NOV. NOV. NOV. NOV. NOV. NOV. OVERNIGHT 7-DAY 1-MONTH 3-MONTH 6-MONTH 1-YEAR CHART 7 . SELECTED EURO-DOLLAR AND U . S . 9.199 9.900 9.566 10.000 9.944 9.555 MONEY MARKET RATES OVERNIGHT EURO-DOLLAR DEPOSITS U . S . FEDERAL FUNDS D I F F E R E N T I A L A D J . FOR RESERVE REQUIREMENTS 3-MONTH EURO-DOLLAR DEPOSIT RATE U . S . C D ' S ( 6 0 - 8 9 DAYS) D I F F E R E N T I A L A D J . FOR RESERVE REQUIREMENTS CHART 8 . 20 20 20 20 20 20 NOV. NOV. NOV. NOV. NOV. NOV. 20 20 20 20 20 20 9.199 9.344 0.655 10.000 8.500 1.633 INTEREST ARBITRAGE, 3-MONTH FUNDS EURO-DOLLAR DEPOSIT INTERBANK STERLING ( L O N D O N ) , COVERED DIFFERENTIAL NOV. 2 0 NOV. 2 0 NOV. 2 0 10.000 7.166 2.844 U . S . COMMERCIAL PAPER CANADIAN FINANCE CO. PAPER, COVERED DIFFERENTIAL NOV. 2 0 NOV. 2 0 NOV. 20 8.888 9.977 -1.089 EURO-DOLLAR DEPOSIT INTERBANK DM ( F R A N K F U R T ) , COVERED DIFFERENTIAL NOV. 2 0 NOV. 2 0 NOV. 2 0 10.000 10.111 -0.111 EURO-DOLLAR DEPOSIT SWISS DEPOSIT ( S F ) , COVERED DIFFERENTIAL OCT. OCT. OCT. 9 9 9 12.038 8.544 3.494 V? SERIES NAME CHART 9 . LAST VALUE PLOTTED DATE VALUE LONG TERM GOVERNMENT BOND YIELDS UNITED STATES GERMANY JAPAN (MONTHLY) SWITZERLAND CANADA FRANCE NETHERLANDS UNITED KINGDOM NOV. 22 NOV. 1 NOV. 1 OCT. 25 NOV. 15 OCT. 4 8 NOV. NOV. 8 7,. 7 3 3 10 . 6 5 5 10.888 7.322 8.833 11. , 0 0 0 8 ., 8 6 6 1 6 ,, 5 2 2 SEPT. 2 7 SEPT. 27 SEPT. 27 9.244 10.000 10.311 NOV. 1 NOV. 8 NOV. 8 OCT. 11 OCT. 25 NOV. 15 NOV. 8 76.311 173.699 90.533 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 81.600 47.311 55.044 71.711 H.IO NOVEMBER 22, 1974 FOREIGN EXCHANGE RATES FOR THE WEEK ENDING NOVEMBER 2 2 , 1974 The Board of Governors of the Federal Reeerve 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 foreign currencies: 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 Digitized forSWITZERLAND FRASER UNITED KINGDOM 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 (RATE U . S . CENTS) NOV. 20 NOV. 16 NOV. 19 131.1000 5.67000 2.68750 131.6500 5.65000 2.67580 101.3600 17.0500 26.6500 21.3400 40.2600 12.3500 232.0000 0.15000 0.33340 43.9500 8.0000 38.6000 130.4500 18.5800 4.0300 143.7500 1.7610 14.9500 23.3600 3 7.7200 232.3500 101.1 too 17.1900 26.3400 21.40C0 41.0200 12.3500 233.2500 0.15060 0.3337C 43.8000 8.0000 38.9000 130.8000 18.7100 4.0300 143.7500 1.7585 14.9500 23.6700 38.3500 233.2500 131.4000 5.61000 2.65000 101.4300 , 16.9500 26.6500 21.3400 39.9400 12.3500 231.9700 0.14960 0.33340 63.6303 8.0?00 38.4500 130.1000 18.3700 4.0100 144.6*00 1.7670 14.9500 23.1500 36.2000 231.9700 NOV. 2 1 NOV. 22 131.1000 5.55000 2.646C0 101.36C0 16.9600 26.8800 21.3201 39.5600 12.3500 232.1000 0.14870 0.33340 43.0200 8.0000 38.4800 129.90*0 18.3300 3.9800 144.6400 1.7480 14.9500 23.0000 35.50C0 232.1000 131.1000 5.61000 2.66500 101.2000 17.0800 26.88C0 21.3300 40.3000 12.&003 232.0000 0.14950 0.33350 43.0500 8.0000 38.8000 130.0000 18.6300 4.C00Q 164.7500 1.7525 14.9000 23.250# 36.5200 232.0000
@FedFRASER