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S - 7 ' V O (516/517) 0 ( DMA F | L t UBS*?!, B*i- Sit»' t f t 0 t R 0 L B K c„ W f Selected Interest & Exchange Rates Weekly Series of Charts November 29, 1982 DIVISION OF INTERNATIONAL FINANCE Prepared by the FINANCIAL MARKETS SECTION BOARD OF GOVERNORS FEDERAL RESERVE SYSTEM Washington, D C. 20551 % Table of Contents TABLES SUBSCRIPTION RATES: 1. LATEST FIGURES PLOTTED Weekly $ 1 5 . 0 0 per year or $ . 4 0 each in the United States, its possessions, Canada, and Mexico; 10 or more of the same issue t o o n e address, $13.50 per year or $ . 3 5 each. Elsewhere, $ 2 0 . 0 0 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. 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 D O L L A R 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 GOVERNMENT 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 SCALE .MARCH 1 9 7 3 = 1 0 0 RATIO SCALE MARCH 1 9 7 3 = 1 0 0 160 — 140 „ 120 - 100 - FOREIGN CURRENCY PRICE OF U.S. DOLLAR JAPANESE YEN - Y - 80 IIIMIMIM 120 — U.K. POUND 100 — 80 60 I I I | | SWISS FRANC | 180 DUTCH GUILDER - 2R-XX/^YV/ - 160 - 140 120 - GERMAN MARK MhT ih7 100 - I M I I I I IIIIIIIIII 120 CANADIAN DOLLAR 100 80 - V FRENCH FRANC | 60 | | 11111111111 160 140 — - - 120 > - \\ 100 BELGIAN FRANC - — vA ~ ITALIAN LIRA 80 I I I I I I 1980 I I I ill M $982 1980 1982 CHART 2 3-MONTH FORWARD EXCHANGE RATES PREMIUM (+) OR (-) AVERAGES FOR WEEK ENDING WEDNESDAY :ENT PER ANNUM PERCENT PER Ah 6 ITALIAN LIRA - + 0 -— CANADIAN DOLLAR I 6 I I "V ,Y - / Y / V Y nil i hili i lllllllllll 6 + 0 U. K. POUND 6 DUTCH GUILDER 12 12 SWISS FRANC GERMAN MARK 6 + 0 6 + 0 6 FRENCH FRANC JAPANESE YEN 12 1980 1982 1980 1982 CHART 3 PRICE OF GOLD IN LONDON AVERAGES FOR WEEK ENDING WEDNESDAY U.S. DC U.S. DOLLARS PER FINE 0' ARS PER FINE OUNCE 800 800 750 750 700 700 650 650 600 600 550 550 500 500 12.5 Kg BARS 450 AFTERNOON FIXING PRICE 450 400 400 350 350 300 300 250 250 200 200 150 150 I 100 1979 I 1980 I I I I I M I I I I M 1981 I I I I I I I I I I M 1982 100 CHART 4 CALL MONEY RATES WEEKLY SERIES PERCENT PER ANNl PER ANNUM 2 28 24 U. S. FEDERAL FUNDS U. K. 2-DAY LOCAL AUTHORITY 20 16 12 8 4 24 20 16 CANj EURO-SWISS FRANC : i ft p i Y\_ 12 , w V V j NETHEf(LANDS I I I I I I I I I I I I I I IIu I n h i l i i GERMANY FRANCE JAPAN 1980 I EURO-DM 1982 1980 1982 CHART 5 3-MONTH INTEREST RATES WEEKLY SERIES NT PER ANNUM PERCENT PER AN IUM 20 20 U.S. CD S 16 16 12 12 WEIGHTED AVERAGE FOREIGN RATE U.K. INTERBANK STERLING 8 8 4 I I I liiliiln 4 20 26 GERMAN INTERBANK RATE CANADIAN FINANCE CO. PAPER 22 16 18 12 *14 8 10 4 6 0 16 12 JAPANESE BANK LOANS AND DISCOUNTS 8 12 4 SWISS INTERBANK RATE 8 0 4 1980 1982 1980 1982 CHART 6 EURO-DOLLAR DEPOSIT RATES LONDON AVERAGES FOR WEEK ENDING WEDNESDAY ENT PER ANNUM PERCENT PER At 24 20 16 12 OVERNIGHT 8 3-MONTH lllllllll 4 24 20 16 12 8 7-DAY 6-MONTH 1-MONTH 1-YEAR 4 24 20 16 12 8 4 1980 1982 1980 1982 4 CHART 7 SELECTED EURODOLLAR AND U. S. MONEY MARKET RATES DIFFERENTIAL: PLUS(+), FAVORS BORROWMG M U.S. AVERAGES FDR WEEK ENDING WEDNESDAY PERCENT PER ANNUM PERCENT PER ANNUM 26 26 3-MONTH E U R O - D O L L A R DEPOSITS FEDERAL FUNDS 1 V*R 90-DAY CD S • OVERNIGHT E U R O - D O L L A R DEPOSITS DIFFERENTIAL DIFFERENTIAL 1 11 11 11 11 11 1960 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 II 1 II 1962 1980 1982 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 20 12 V INTERBANK STERLING S. COMMERCIAL PAPER COVERED LONDON 4 4 2 DIFFERENTIAL DIFFERENTIAL 2 + 0 2 28 28 SWISS INTERBANK (SF) COVERED INTERBANK DM COVERED FRANKFURT 20 20 EURO-DOLLAR DEPOSITS EURO-DOLLAR DEPOSITS DASHED LINE 2 DASHED LINE DIFFERENTIAL 2 DIFFERENTIAL 2 1980 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 1980 1982 CHART 9 LONG-TERM GOVERNMENT BOND YIELDS WEEKLY SERIES PERCENT PER ANNUM PERCENT PER ANNUM 19 U. S. CORPORATE Aaa BONDS UNITED STATES 15 MONTHLY 11 EURO-DOLLAR BONDS 7 15 UNITED KINGDOM SWITZERLAND ' 11 7 13 MONTHLY JAPAN 9 GERMANY 5 22 22 18 FRANCE CANADA 14 10 NETHERLANDS 6 1980 1982 1980 1982 CHART 10 INDUSTRIAL STOCK INDICES WEEKLY SERIES RATIO RATIO ' 1969=' 180 160 140 120 100 UNITED STATES 80 140 GERMANY 120 - \ 100 A / z x v * " - ^ UNITED KINGDOM 80 I I i ill Hi ill i 111111111111 140 FRANCE SWITZERLAND - 120 - 100 w 80 I I I 140 120 100 80 60 NETHERLANDS CANADA _ SERIES CHART 1 . NAME S P O T EXCHANGE S A T E S MEEKLY A V E R A G E S , L A S T VALUE PLOTTED DATE VALUE AND I N D I C E S NOON BUYING RATES (U.S. CENTS) NOV. NOV. NOV. NOV. NOV. NOV. NOV. NOV. NOV. GEE-MAN MARK J A P A N E S E YEN DUTCH G U I L D E R U . K . POUND CANADIAN DOLLAR FRENCH FRANC S W I S S FRANC B E L G I A N FRANC ITALIAN LIRA INDICES, MARCH 1 9 7 3 BASE RATES = NOV. 2 4 NOV. 2 4 NOV. 2 4 NOV. 2 4 NOV. 2 4 NOV. 2 4 NOV. 2 4 NOV. 2 4 NOV. 2 4 WEIGHTED AVERAGE EXCHANGE VALUE I N D I C E S , ( G - 1 0 C O U N T R I E S P L U S SWITZERLAND) U . S . DOLLAR GERMAN MARK J A P A N E S E YEN DUTCH G U I L D E R U . K . POUND CANADIAN DOLLAR FRENCH F S A N C S W I S S FRANC B E L G I A N FRANC ITALIAN LIRA S W E D I S H KRONA 3-MONTH FORWARD EXCHANGE R A T E S , S T : : " " " GE&MAN AARK 111 39.27 0.38982 3 5.94 1 6 0 . 18 81.61 13.89 4 5 . 75 2.01860 0.06819 100 GERMAN MARK J A P A N E S E YEN DUTCH G U I L D E R U . K . POUND CANADIAN DOLLAR FRENCH FRANC S W I S S FRANC B E L G I A N FRANC ITALIAN LIRA CHART 2 . 24 24 24 24 24 24 24 24 24 MAS 1973 110.47 102.07 1 0 3 . 19 64. 79 81.34 6 2 . 60 1 4 7 . 19 79.54 38.73 100 NOV. NOV. NOV. NOV. NOV. NOV. NOV. NOV. NOV. NOV. NOV. 24 24 24 24 24 24 24 24 24 24 24 123.93 137.86 123.62 123.88 74.63 96.03 71.61 177.08 93.88 43.21 68.70 PREMIUM OR D I S C O U N T NOV. NOV, 24 24 1 2-. 714 -8.53 i 8 ii (JlscALC-t>-L.i^ : / % Lz /' -,*Y. / SERIES FCHART 3 . GOLD P R I C E U.S. CHART 4 . IS DOLLARS PER L A S T VALOE PLOTTED DATE VALOE NAME LONDON, AFTERNOON F I X I N G FINE OUNCE 410.35 NOV. 24 NOV. NOV. NOV. NOV. NOV. NOV. 24 24 19 12 19 5 19 19 1 5 8.91 8. 94 9.00 11.84 6.95 6.94 6.69 13. 13 10.30 1.85 NOV. 24 NOV. 2 4 NOV. 2 4 NOV. . 2 4 NOV. 24 NOV. 24 NOV. 24 8.87 7.25 7.13 10.88 9.23 3 . 90 9.34 CALL MONEY RATES U . S . FEDERAL FUNDS OVEBNXGHT EURO-DOLLAR D E P O S I T S U . K . 2 - D A Y LOCAL AUTHORITY D E P O S I T S CANADA GERMANY EURO-DM JAPAN FRANCE \ NETHERLANDS E U B O - S J I S S FRANC CHART 5 . irov. NOV. JAN. NOV. 3-MONJEH I N T E R E S T R A T E S U . S . 9 0 - D A Y C D ' S , SECONDARY MARKET GERMAN INTERBANK LOAN J A P A N E S E BANK LOANS 6 DISCOUNTS CANADIAN .FINANCE PAPER INTERBANK S T E R L I N G S B X S S INTERBANK LOAN WEIGHTED AVERAGE F O R E I G N I N T E R E S T RATE ( G - 1 0 C C U N T R I E S P L U S SWITZERLAND) CHART~6. EURO-DOLLAR D E P O S I T R A T E S : LONDON l°V. it 1-MONTH CHART 7 . S E L E C T E D EURO-DOLLAFI AND U . S . NOV. 24 9,*29 NOV. 24 24 24 8.94 8.91 0.03 NOV. NOV. 24 24 9.70 8.87 EEB MONEY MARKET RATES OVERNIGHT EURO-DOLLAR D E P O S I T S 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 D E P O S I T RATE U . S . 9 0 - D A Y C D ' S , SECONDARY MARKET DIFFERENTIAL 115 NOV. N0VE N0VE 2 4 0 , 8 3 SERIES CHART 8 . INTEREST L A S T VALUE P L O T T E D DATE VALUE NAME ARBITRAGE, 3-MONTH FUNDS EUJ30—DOLLAR D E P O S I T INTERBANK S T E R L I N G ( L O N D O N ) , DIFFERENTIAL I U . S . COMMERCIAL PAP EE CANADIAN F I N A N C E P A P E R , DIFFERENTIAL E " COVERED COVERED EURO-DOLLAR D E P O S I T I N I E R B A N K DM ( F R A N K F O R T ) , DIFFERENTIAL COVERED EURO-DOLLAR D E P O S I T S W I S S I N T E R B A N K , COVERED DIFFERENTIAL CHART 9 . • 10. 9.70 9.90 -0.20 NOV. NOV. NOV. 24 24 24 8.58 9.64 -1.06 NOV. NOV. NOV. 24 24 24 9.70 10.04 -0.34 NOV. NOV. NOV. 24 24 24 9. 70 9 ..92 - 0 . ,22 NOV. NOV. OCT. NOV. 19 5 10. 56 8 . 10 8 . ,45 4. 21 12.40 15. 70 1 ! . T2 9 . 42 oca. OCT. JAN. NOV. 12 15 8 1 12 CORPORATE AAA BONDS EUFIO-DOLLAR BONDS CHART 24 24 24 LONG TERM G0V2RMENT BOND Y I E L D S UNITED SPATESGERMANY J A J A N (MONTHLY) SWITZERLAND CANADA FRANCE NETHERLANDS UNITED KINGDOM U.S. NOV. NOV. NOV. OCT, SEPT. 12.12 12.92 STOCK I N D I C E S UNITED S 5 A 1 E S U N I T E D KINGDOM CANADA GERMANY SWITZERLAND NETHERLANDS FRANCE JAPAN NOV. NOV. NOV. NOV. NOV. NOV. NOV. NOV. 17 17 17 17 17 17 17 17 141.87 138.16 181.08 101.45 83.37 89.96 100.93 150.00 EDERAL RESERVE statistical release H.10(512) NOVEMBER - 3 0 , 1 9 8 ? FOREIGN EXCHANGE RATES FOR THE WEEK ENDING NOVEMBER 2 6 , [[[[ 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: COUNTRY MONETARY UNIT ARGENTINA •AUSTRALIA AUSTRIA BELGIUM BRAZIL CANADA CHILE CHINA, P . R . COLOMBIA DENMARK FINLAND FRANCE GEJRMANY 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 •UNITED KINGDOM VENEZUELA PESO DOLLAR SCHILLING FRANC CRUZEIRO DOLLAR PESO YUAN PESO KRONE MARKKA FRANC D. MARK DRACHMA DOLLAR RUPEE SUPIAH SIAL POUND SHEKEL LIRA YEN DOLLAR PESO GUILDER DOLLAR KRONE SOL PESO ESqUDO D0LLA5 RAND WON PESETA RUPEE KRONA FRANC BAHT POUND BOLIVAR • CENTS VALUE I N U . S . NOV. 2 2 39200.00 9 4 . 84 17.830 49.440 233.57 1.2253 69.750 1.9906 68.510 9.0000 5.5140 7.1930 2.5455 72.400 6.6200 9.8500 683.50 NA 133.00 31.440 1463.00 254.65 2.3645 135.0000 2.7815 71.350 ,7.2275 891.42 8.8960 91.700 2.2040 88.65 745.65 118,900 21.030 7.5425 2.1920 23.000 159.40 4.3000/ (CURRENCY UNITS PER DOLLAR NOV, 2 3 NOV. 2 4 39200.00 94.45 17.950 49.700 233.57 1.2263 69.750 1.9906 68.510 8.9250 5.5365 7.2075 2.5492 72.900 6.6800 9.8600 683.50 NA 132.65 31.440 1469.00 257.05 2.3670 133.5000 2.7895 71.200 7.2325 8 9 1 .4i2 8.8960 91.950 2.2110 88.92 745.65 119.850 21.030 7.5475 2.1910 23.000 159.72 4.3000 NOT. 2 5 39200.00 95.06 17.810 49.300 233.57 1.2286 7 0 . 120 1.9906 68.700 8.8500 5.5140 7.1380 2.5270 72.450 H 6.6600 9. 8500 683.50 NA 133.80 31.650 1456.00 250.70 2.3650 133.0000 2.7680 71.500 7.1800 901.89 8.9000 91.850 2.2060 89.25 745.65 119.260 21.100 7.5150 2.1655 23.000 159.55 4.2980 0 L I NOV. 2 6 39200.00 95.38 17.790 49.000 237.25 1.2382 7 0 . 120 1.9906 68.700 8.8400 5.5040 7.0850 2.5065 72.650 6.6900 9.8200 683.50 NA 134.80 31.650 1452.00 250.20 2.3655 136.0000 2.7575 71.500 7.1275 901.89 8.9000 92.400 2.2060 89.35 745.65 119.800 21.100 7.4550 2.1510 23.000 159.25 4.2980
@FedFRASER