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DATA f i l s ^ (516/517) Selected Interest & Exchange Rates Weekly Series of Charts November 4, 1985 i 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 $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 R A T E S HI. 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 INTEREST 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 1973=100 RATIO SCALE MARCH 1973=100 180 JAPANESE YEN FOREIGN CURRENCY PRICE OF U.S. DOLLAR - 100 — — CANADIAN DOLLAR SWISS FRANC 160 Zv ~ 120 I I I I I I —I GERMAN MARK DUTCH GUILDER ~ l I I I I 111111111111 I 100 — U.K. POUND FRENCH FRANC - ^ — - I 1983 I I I I I I - 70 - 60 i i l i i l n l n I I I III III I I I ITALIAN LIRA III 1985 80 — I BELGIAN FRANC — 1983 1985 50 40 CHART 2 3-MONTH FORWARD EXCHANGE RATES PREMIUM (+) OR (-) AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER ANNUM — — - ITALIAN LIRA - - CANADIAN DOLLAR - 0 -"V/Xy^ I I I I I 1 1 1 1 111 I.I 111111 I M n l a I i i 111 24 i 12 — — n I I I - U. K. POUND I I I DUTCH GUILDER I uhlll.hl I i I I I I I I I I I I I I I I 111 IYI 11111 l 12 — GERMAN MARK l - SWISS FRANC \ I I I I I lllllllllll FRENCH FRANC JAPANESE YEN 1983 0 1985 1983 1985 CHART 3 PRICE OF GOLD IN LONDON AVERAGES FOR WEEK ENDING WEDNESDAY U.S. DOLLARS PER FINE OUNCE < U.S. DOLLARS PER FINE OUNCE 600 560 - 520 - 480 - 12.5 Kg BARS AFTERNOON FIXING PRICE 440 - 400 360 - 320 - 280 240 I 1982 1983 1984 I I 1985 I I I I I CHART 4 CALL MONEY RATES WEEKLY SERIES PERCENT PER ANNUM PERCENT PER ANNUM 24 24 FRANCE U. S. FEDERAL FUNDS JAPAN 20 SWITZERLAND - CANADA L - 16 12 - - I I I I I I MhllHlM ' 4 20 16 - - GERMANY NETHERLANDS I 1983 1985 I I I I 1983 I 1985 12 CHART 5 3-MONTH INTEREST RATES WEEKLY SERES PERCENT PER ANNUM PERCENT PER ANNUM CANADIAN FINANCE CO. PAPER U.S. CD'S WEIGHTED AVERAGE FOREIGN RATE 12 16 14. GERMAN INTERBANK RATE U.K. INTERBANK STERLING 12 10 8 11 17 15 NETHERLANDS INTERBANK RATE FRENCH INTERBANK RATE 13 11 9 10 8 JAPANESE GENSAKI RATE SWISS INTERBANK RATE 7 6 5 1983 1985 1983 1985 CHART 6 EURO-DOLLAR DEPOSIT RATES LONDON AVERAGES FOR WEEK ENDING WEDNESDAY PEF NT PER ANNUM PERCENT PER Al 24 - - 20 16 3-MONTH OVERNIGHT - 12 8 — II 4 II I I I I I I 24 20 16 7-DAY 6-MONTH 1-MONTH 1-YEAR 12 8 4 24 20 16 12 8 4 1983 1985 1983 1985 CHART 7 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 20 20 y1 18 h 16 - - —j 16 In/'l FEDERAL FUNDS / DASHED LINE 14 - 12 10 3-MONTH t 12 - 1 14 E U R O - D O L L A R DEPOSITS u . M 1/\J 10 18 - !' * L vVVVxYz x v a 1 90-DAY CD'S OVERNIGHT E U R O - D O L L A R DEPOSITS - 1 6 I I I J I I 111111111111111111111111 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 3 DIFFERENTIAL DIFFERENTIAL 2 1 1 t 0 - 1 _ L 11111111111 1 1 1 " 111111 1983 1 PERCENT ON DIFFERENTIAL SCALE = 2 PERCENT ON RATE SCALE 1985 - 1 1 1 1 1 1983 t 1 1 1 1 1 1 1 1 1 I I 1 1 1 1 1 1 1 1 1 1 1 1985 1 2 CHART 8 INTEREST ARBITRAGE: 3-MONTH FUNDS DIFFERENTIAL: PLUSW, INDICATES FAVOR DOLLAR ASSETS AVERAGES FOR WEEK ENDING WEDNESDAY •NT PER ANNUM PERCENT PER AH 22 - \ 18 14 CANADIAN FINANCE CO. PAPER, COVERED EURO-DOLLAR DEPOSITS I DASHED LINE 10 , INTERBANK STERLING 6 2 A COVERED LONDON I I 1 1 1 Us S.. COMMERCIAL PAPER 1 4 DIFFERENTIAL DIFFERENTIAL 2 0 vvrvvrw^vr- ' • " 2 1 1 1 I I 1 I I I 1 1 ' 1 22 18 14 SWISS INTERBANK (SF) COVERED INTERBANK DM COVERED FRANKFURT 10 EURO-DOLLAR DEPOSITS 6 EURO-DOLLAR DEPOSITS DASHED LINE DASHED LINE 2 I I J_1 I II I I I 2 DIFFERENTIAL DIFFERENTIAL 0 I 2 1983 1985 PERCENT ON DIFFERENTIAL SCALE = 2 PERCENT ON RATE SCALE I 1983 I 1985 CHART 9 LONG-TERM GOVERNMENT BOND YIELDS WEEKLY SERIES PERCENT PER ANNUM PERCENT PER ANNUM 19 19 UNITED STATES 15 CANADA -UVv/ | - 15 " 11 - V I 7 I \ I I I I 11 n l n l u i n I I I I I I 7 —| 15 UNITED KINGDOM 11 " - 1 SWITZERLAND - - . 9 — - — 7 I 13 I I I I I I I I I I I I I I II I I I I I I MONTHLY GERMANY JAPAN — I 5 I I ! lllllllllll 22 U. S. CORPORATE MONTHLY - 18 FRANCE AM BONDS 14 - \ - NETHERLANDS MONTHLY 10 I i i I I 1983 I lllllllllll lllllllllll 1985 1983 1986 CHART 10 INDUSTRIAL STOCK INDICES WEEKLY SERIES RATIO SCALE 1969=100 RATIO SCALE 1969=100 260 " 260 - 220 180 — 140 - UNITED STATES /W i r - i I UNITED KINGDOM _ Av\ 100 - - I I - 220 p - 180 - Illllllllll A I I 140 I I I I I,lull,ll, Mini,ill, 260 100 260 220 - - 180 NETHERLANDS 140 - 100 - A /VXA — - W a FRANCE j\A/ ZV - y* 180 " y - AZ - 140 - 100 — 80 I I I I I I MlMlMl ^ " i l l I I I 220 80 „l„l„l„ 260 220 — 180 - / GERMANY v>Z 140 - - 180 SWITZERLAND 100 80 I I I I I - 140 - 100 I CANADA JAPAN 160 - 120 1983 1985 1983 1985 160 SFEIE5 CHART 1. SPOT SiEKLY EXCHANGE S A T E S AVERAGES, LAST NAKE ASB NOON BUYING MARCH 1973 BATES 10. S. CENTS) OCT, . OCT. OCT. , OCT. . OCT. OCT. OCT. OCT. OCT. OCT. BASE GATES = OCT. 3 0 OCT. 3 0 OCT. 3 0 OCT. 3 0 OCT. 3 0 OCT. 3 0 OCT. 3 0 OCT. 3 0 OCT. 3 0 WEIGHTED AVERAGE EXCHANGE VALUE I N D I C E S , 4 6 - 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 GUILDER U . K . POUND CANADIAN DOLLAR FRENCH FRANC S W I S S FRANC BELGIAN FRANC ITALIAN LIRA SWEDISH KEONA 3-MONTH F O R i A R D smss FSANC DUTCH GUILDER J A P A N E S E YEN 30 30 30 30 30 30 30 30 30 30 37.90 0. 46775 33.60 142. 93 7 3 . 19 12. 4 3 4 6 . 24 1. 8 6 9 8 3 0. 05614 12.62 100 GEE H AN MARK JAPANESE IEN DUTCH GUILDER U . K . POUND CANADIAN DOLLAR FRENCH FEANC S W I S S FEANC B E L G I A N FEANC ITALIAN LIRA CHART 2 . PLOTTED value INDICES GERMAN BARK J A P A N E S E YEN DUTCH G D I ! D E E U . K . POUND CANADIAN DOLLAE FRENCH FEANC S W I S S FRANC BELGIAN FEANC ITALIAN L I S A SWEDISH KEONA INDICES, VALUE pate MAE 1973 100 OCT. OCT. OCT. OCT. OCT. OCT. OCT. OCT. OCT. OCT. OCT. EXCHANGE R A T E S , 106.62 122.47 9 6 . 47 57.81 72.95 56. 03 148.75 73.68 31.89 30 30 30 30 30 30 30 30 30 30 30 130.33 138.55 158. 48 120.27 68.74 8 9 . 12 6 6 . 14 186. 46 90.30 3 6 . 58 67.98 PREMIUM OR D I S C O U N T 30 .0 " -'-55 ^ i° f f'61 <* 9 6 1 SS: ll .I'M LAST VALUE PL DATE VALU S E R I E S NAME CHART 3 . GOLD P S I C E I S U.S. CHAfiT 4 . LONDON, APTEHNOON F I X I N G DOLLARS P E S F I N E OUNCE 3 2 6 . 12 OCT. OCT. OCT. OCT. OCT. OCT. OCT. OCT. OCT. 30 30 30 30 30 30 30 30 30 7 . 89 7.84 11.50 8.52 4 . 44 6.91 9. 23 6. 00 12. 80 3-MONTH I N T E R E S T RATES U . S . 9 0 - D A Y C D ' S , SECONDARY MARKET GERMAN INTERBANK LOAN JAPANESE GENSAKI RATE CANADIAN FINANCE PAPER INTERBANK S T E E L I N G SWISS INTERBANK LOAN FRENCH INTERBANK RATE NETHERLANDS INTERBANK RATE WEIGHTED AVERAGE FOREIGN I N T E R E S T SATE ( G - 1 0 COUNTRIES PLUS SWITZERLAND) CHART 6 . 30 CALL HONEY RATES U . S . PEDESAL FUNDS OVERNIGHT EUSO-DOLLAR D E P O S I T S U.K. CANADA GERMANY JAPAN FRANCE NETHERLANDS SWITZERLAND CHART 5 . OCT. EURO-DOLLAR D E P O S I T S A T E S : £ ™ OCT. 4 OCT OCT JCT 0CT OCT* OCT OCT! o t 30 30 30 30 30 30 30 30 30 7-90 u 00 1'hk I f l 11 s ! * % 3 l2 6 11 7*88 LONDON I S H I OCT. 3 0 OCT. 3 0 OCT. 3 0 1-MONTH 3-MONTH t*°E*r XEAR jo «: 11 30 8.46 OVERNIGHT EURO-DOLLAR D E P O S I T S U . S . FEDERAL FUNDS DIFFERENTIAL OCT. 3 0 OCT. 3 0 OCT. 3 0 7. 84 7 . 89 • 0 . 05 3-MONTH EURO-DOLLAR D E P O S I T BATE U . S . 9 0 - D A Y C D ' S , SECONDARY MARKET DIFFERENTIAL OCT. 3 0 OCT. 3 0 OCT. 3 0 8. 09 7. 90 0 . 19 CHART 7 . SELECTED EURO-DOLLAR AND U . S . OCT. 7.8, 7. 95 7. 99 MONEY MARKET S A T E S LAST VALUE PLOTTED DATE VALUE S E R I E S NAME CHART 8 . INTEREST ARBITRAGE, 3-MONTH FUNDS HI SO-DOLLAR D E P O S I T INTERBANK S T E R L I N G ( L O N D O N ) , COVERED DIFFERENTIAL OCT. OCT. OCT. 30 30 30 8. 09 8.09 -0.01 U . S . COMMERCIAL P A P E R CANADIAN F I N A N C E P A P E R , DIFFERENTIAL OCT. OCT. OCT. 30 30 30 7 . 79 8 . 15 -0.36 OCT. OCT. OCT. 30 30 30 8. 09 8 . 18 - 0 . 09 OCT. OCT. OCT. 30 30 30 8.09 8.20 -0.11 OCT. 2 5 OCT. 2 5 JAN. OCT. 1 1 4 OCT. SEPT. 13 JULY OCT. 2 5 1 0 . 16 6. 68 6 . 29 4.68 10.97 12.03 7.23 9.77 SEPT. 11.07 COVERED EURO-DOLLAR D E P O S I T INTERBANK DM ( F R A N K F U 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 . LONG TERM GOVBRMENT BOND I I E L D S UNITED STATES GERMANY JAPAN (MONTHLY) SWITZERLAND CANADA FRANCE NETHERLANDS (MONTHLY) UNITED KINGDOM U. S . CORPORATE AAA BONDS CHART 10. STOCK INDICES UNITED STATES UNITED KINGDOM CANADA GERMANY SWITZERLAND NETHERLANDS FRANCE JAPAN OCT. OCT. OCT. OCT. OCT. OCT. OCT. OCT. 23 23 23 23 23 23 23 23 193.90 2 3 1 . 20 262.76 247.74 167.42 237.21 213.12 2 7 1. 9 8 M FEDERAL RESERVE statistical release H.10 (612) ;of govA'. NOVEMBER 1, 1985 FOREIGN EXCHANGE RATES FOB THE WBBK EMDING NOVEMBER 1, 1985 T h e B o w d 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: COONTBI MONETARY UNIT •AUSTRALIA AUSTRIA BELGIUM BRAZIL CANADA CHINA,P.R. DENMARK FINLAND FRANCE 6ERHANZ GREECE BONG KONG INDIA •IRELAND ItALI JAPAN MALAYSIA MEXICO NETHERLANDS •BEN ZEALAND NORWAY PORTUGAL SINGAPORE •SOOTH AFRICA SOOTH KOREA SPAIN S R I LANKA SflBDEN SWITZERLAND TAINAN THAILAND •ONITED KINGDOM RINGGIT PESO GUILDER DOLLAR KRONE BSCODO DOLLAR RAND ION PESETA RUPEE KROMA FRANC DOLLAR BABI POUND MEMOS •UNITED STATES DOLLAR DOLLAR SCHILLING FRANC CRUZEIRO DOLLAR IOAN KRONE MARKKA FRANC D . MARK DRACHMA DOLLAR ROPES POUND LIRA XEN OCT. 2 8 7 0 .,00 18. 573 5 3 . 540 8 * 5 * . 00 1. 3 6 6 5 3 . 1588 9. 5875 5 . 6850 8. 0 5 8 0 6428 155. 500 7 . 8010 1 2 . 0200 90 1 7 8 3 . 00 213. 50 4570 4 4 3 . 0000 9817 5 6 . 150 7 . 9200 164. 500 2. 1 3 8 5 38. 35 895. 40 1 6 2 . 320 2 7 . 467 7 . 9350 2. 1 6 7 0 4 0 . 130 26. 670 142. 75 2. 116. 2. 2. 130.47 (CURRENCY UNITS PER DOLLAR OCT. 2 9 OCT. 3 0 69.97 18.422 53.150 8485.00 1.3651 3.1904 9.5100 5.6300 7.9940 2.6220 154.tOO 7.8015 12.0700 118.00 1771.00 212.43 2.4500 485.0000 2.9585 56.600 7.8700 163.500 2.1350 38.55 895.10 161.250 27.467 7.8800 2.1500 40.170 26.620 143.52 129.64 7 0 . 10 18. 408 53. 230 8 5 2 0 . 00 1. 3 6 6 3 3 . 2095 9 . 4950 5. 6175 8. 0010 2. 6235 154. 050 7. 7965 12. 0600 117. 95 1 7 7 4 . 00 50 4440 4 8 5 . 0000 2. 9 5 7 0 5 7 . 600 7. 8775 1 6 3 . 000 2. 1 3 2 0 3 9 . 00 8 9 4 . 80 211. 2. 161. 0 0 0 2 7 . 462 7 . 8750 2. 1 5 0 0 4 0 . 140 26. 5 2 0 1 4 4 . 10 129. 56 OCT. 3 1 69.90 18.395 53.140 8560.00 1.3668 3.2095 9.5060 5.6140 7.9750 2.6190 154.000 7.7925 12.0500 118.40 1765.00 211.55 2.4440 481.0000 2.9540 HA 7.8725 163.500 2.1300 38. 70 894.50 160.550 27.462 7*8760 2.1510 NOV. 1 69.75 18.310 52.750 8595.00 1.3670 3.2095 9.4550 5.6175 7.9300 2.6020 153.000 7.8070 12.0700 118.73 1758.00 209.00 2.4525 490.0000 2.9350 NA 26.560 144.05 7.8700 162.500 2.1260 38.65 894.20 159.700 27.447 7.8600 2 . 1360 40.120 26.440 144.10 129.39 128.69 NA •INDEX OF WEIGHTED AVERAGE EXCHANGE VALUE OF U . S . DOLLAR AGAINST CURRENCIES OF OTHER G - 1 0 COUNTRIES. MARCH 1 9 7 3 = 1 0 0 . HEIGHTS ARE 1 9 7 2 - 7 6 GLOBAL TRADE OF EACH OF THE 10 COUNTRIES. SERIES REVISED AS OF AUGUST 1 9 7 8 . FOR DESCRIPTION AND BACK DATA, SEE "INDEX OF THE WEIGHTED-AVERAGE EXCHANGE VALUE OF THE U . S . DOLLAR: REVISION" ON PAGE 7 0 0 OF THE AUGUST 1 9 7 8 FEDERAL RESERVE BULLETIN. RVALUE I S O . S . CENTS
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