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(516/517) DATA fiLt / . Selected Interest & Exchange Rates Weekly Series of Charts November 5, 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 $ 1 5 . 0 0 per year or $ . 4 0 each in the United 2. DAILY CERTIFIED SPOT EXCHANGE RATES-H.10 RELEASE States, its possessions, Canada, and Mexico; 10 or 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 more of the same issue t o one address, $13.50 per year or $.35 each. Elsewhere, $ 2 0 . 0 0 per year or $.50 each. Address requests to Publications Services, Division of A d m i n i s t r a t i v e Services, and make payment remittance payable t o the order of the Board of Governors of the Federal Reserve System in a f o r m collectible at par in U.S. Currency. CHART 1 SPOT EXCHANGE INDICES DOLLAR PRICES OF FOREIGN CURRENCIES AND WEIGHTED AVERAGE VALUES (THIN LINE) AVERAGES FOR WEEK ENDING WEDNESDAY ATIO SCALE >RCH 1 9 7 3 = 1 0 0 RATIO SCALE MARCH 1 9 7 3 = 1 0 0 FOREIGN CURRENCY PRICE OF U.S. DOLLAR JAPANESE YEN — 100 SWISS FRANC CANADIAN DOLLAR - - 200 160 I I I 1111111 m i GERMAN MARK - - IDUTCH GUILDERI I I w I I I I " I i l l I I I 80 120 100 120 - U.K. POUND 80 - 70 - 60 - 50 - \ \ r \ lFRENCH FRANC — 80 - vfc ZV - 60 I 50 I I I I I I I III!IIIIII I I I I I 40 140 120 100 70 I 40 - 70 L BELGIAN FRANC - V\ 100 - 80 - 70 - 60 — X x T v x ^ ^ 5 0 — | " I 1982 I n l i i l i i l i i lllllllllll 1984 60 - 50 - 40 — 35 - I - ITALIAN LIRA | | | I I 1982 I lllllllllll V - 30 lllllllllll 25 1984 CHART 2 3-MONTH FORWARD EXCHANGE RATES PREMIUM (+) OR ( - ) AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER ANNUM PERCENT PER ANNUM" 6 24 ITALIAN LIRA CANADIAN DOLLAR — - — [L DUTCH GUILDERI U. K. POUND vr ^ \ — 6 - 11111111111 9 i i i I IIIIIIIIII 12 6 15 rv \ GERMAN MARK K l l l I I SWISS FRANC /V - V |,, I I IIIIIIIIII 16 FRENCH FRANC 12 JAPANESE YEN - 1982 1984 1982 1984 8 r CHART 3 PRICE OF GOLD IN LONDON AVERAGES FOR WEEK ENDING WEDNESDAY f.S. DOLLARS PER FINE OUNCE U.S. DOLLARS PER FINE OUNCE 600 600 550 12.5 Kg BARS AFTERNOON FIXING PRICE - 500 - 450 400 350 - 300 250 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 i W X a u l r - 12 JAPAN i I 11111111111 I 24 CANADA 20 EURO-SWISS FRANC 16 A rV J N \ — 12 — i i i I I n l i i l i i l i i I ||||||||| 20 16 U. K. 2-DAY LOCAL AUTHORITY GERMANY - IEURO-DM * - I 1982 1984 I 1982 I 1984 12 * CHART 5 3-MONTH INTEREST RATES WEEKLY SERIES PERCENT PER AMI NT PER ANNUM 22 18 U . S . CD S CANADIAN FINANCE CO PAPER 14 10 WEIGHTED AVERAGE FOREIGN RATE M IIIIIIIIi 6 20 U.K. INTERBANK STERLING 16 GERMAN INTERBANK RATE 12 8 11 SWISS INTERBANK RATE 9 JAPANESE BANK LOANS AND DISCOUNTS 7 5 CHART 6 EURO-DOLLAR DEPOSIT RATES LONDON AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER ANNUM PERCENT PER ANNUM 24 OVERNIGHT 3-MONTH 7-DAY 6-MONTH 1-MONTH 1-YEAR 1982 1984 1982 1984 RT 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 26 26 22 22 FEDERAL FUNDS 18 3-MONTH - 18 E U R O - D O L L A R DEPOSITS 14 14 OVERNIGHT 10 90-DAY CD' S EURO-DOLLAR DEPOSITS 11 1 1 1 1 1 1 1 1 i M / I I I I I I I I I I - 10 I I I I I I I I I DIFFERENTIAL DIFFERENTIAL - + 0 11111111111111111111111 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 1984 11111111111 1982 11111111111 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 28 EURO-DOLLAR DEPOSITS 20 DASHED LINE CANADIAN FINANCE CO. PAPER, COVERED 12 INTERBANK STERLING COVERED LONDON - U. S. COMMERCIAL PAPER 4 2 DIFFERENTIAL — DIFFERENTIAL — 4 28 28 SWISS INTERBANK (SF) COVERED INTERBANK DM 20 20 COVERED FRANKFURT 12 12 EURO-DOLLAR DEPOSITS EURO-DOLLAR DEPOSITS DASHED LINE - D A S H E D LINE III I I II I I 2 DIFFERENTIAL DIFFERENTIAL I - + A ii I n h i l l i 1982 1984 1 PERCENT ON DIFFERENTIAL SCALE = 2 PERCENT ON RATE SCALE I 0 j L j VvvAyV^vv^ H i I I I 1982 I I I I I I I I I I I I 11111111111 1984 2 • CHART 9 LONG-TERM GOVERNMENT BOND YIELDS WEEKLY SERIES ^APEF ENT PER ANNUM PERCENT PER AL NUM 19 19 CANADA UNITED STATES 15 - Ay V 15 11 - 7 I I I 7 15 — UNITED KINGDOM 11 9 SWITZERLAND 11 5 — 7 • 13 I I I I ill I l u l u 13 MONTHLY GERMANY JAPAN 9 9 5 22 1 I U. S. CORPORATE I I I I I I I I II I II I II 5 22 MONTHLY FRANCE 18 18 Aaa BONDS 14 14 10 10 NETHERLANDS MONTHLY II • e 1982 6 1984 1982 1984 CHART 10 INDUSTRIAL STOCK INDICES WEEKLY SERIES RATIO 1969= CALE RATIO 196 00 240 200 UNITED STATES JAPAN : 160 120 /V; — 210 170 ~r UNITED KINGDOM iFRANCE 130 90 I 70 I I 190 150 SWITZERLAND GERMANY - 110 - 70 180 CANADA NETHERLANDS 140 100 80 60 1982 1984 1982 1984 LAST VALUE PLOTTED DATE VAiDE SERIES NAME HAST 1. S P O T E X C H A N G E B A T E S AND I N D I C E S WEEKLY 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 G U I L D E R U.K. P O U N D CANADIAN DOLLAR FRENCH F R A N C SWISS F R A N C BELGIAN FRANC ITALIAN LIRA SWEDISH KRONA INDICES, MARCH 1973 BASE B A T E S = W E I G H T E D A V E R A G E E X C H A N G E VALUE I N D I C E S , MAE (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. D O L L A R G E R M A N HARK J A P A N E S E YEN DUTCH G U I L D E R U.K. P O U N D CANADIAN DOLLAB FRENCH FRANC SWISS F R A N C BELGIAN F R A N C ITALIAN L I R A SWEDISH KRONA CHART 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 O H 31 31 31 31 31 31 31 31 31 31 32.92 0. 4 0 7 3 4 29. 16 121.78 75.93 10.73 40.04 1. 62920! 0.Q5300 11.55 OCT. OCT. OCT. OCT. OCT. OCT. OCT. OCT. OCT. 31 31 31 31 31 31 31 31 31 92.60 106.65 83.72 49.26 75.68 48.33 126.81 64.20 30.11 31 31 31 31 31 31 31 31 31 31 31 146.63 130.78 150.60 114. 12 63.82 102.46 62.20 176.89 86.12 37.99 68.23 100 G E R M A N HARK J A P A N E S E YEN DUTCH G U I L D E R U.K. P O U N D CANADIAN DOLLAB FRENCH FRANC SWISS F R A N C BELGIAN FRANC I T A L I A N LIRA C A N A D I A N DOLLAR U.K. POUND G E R M A N MARK F R E N C H FRANC SWISS F R A N C DUTCH GUILDER J A P A N E S E YEN I T A L I A N LISA OCT. OCT. OCT. OCT. OCT. OCT. OCT. OCT. OCT. OCT. 100 OCT. OCT. OCT. OCT. OCT. OCT. OCT. OCT. OCT. OCT. OCT. DISCOUNT OCT. OCT. OCT. OCT. OCT. OCT. OCT. OCT. 31 31 31 31 31 31 31 31 - 1 . 41 - 0 . 28 4. 33 - 0 . 78 5. 04 4., 12 3. 86 - 5 . 36 SERIES L A S T V A L U E PLOTTED DATE VALUE NAME CHART 3 . G O L D P R I C E 18 L O N D O N , A F T E R N O O N FIXING O C T . 31 U . S . D O L L A R S PER F I N E O U N C E 4. C A L L 336. 27 MONEY R A T E S O C T . 24 O C T . 24 2 NOV. O C T . 19 2 NOV. 2 NOV. 2 NOV. 2 NOV. 1 JAN. NOV. 2 9.45 9.71 10.75 11.82 5. 50 5.46 6.31 11.00 10.30 15.72 OCT. OCT. OCTOCT. OCT. OCT. OCT. 24 31 31 31 31 31 24 10-00 6.06 6.31 11.68 10.53 5. 15 8. 75 OCT, OCT. OCT. OCT. OCT. OCT. 24 31 31 31 31 31 9.71 9.65 9,74 10.11 10.46 10.96 OVERNIGHT EURO-DOLLAR DEPOSITS U.S. FEDERAL FUNDS D I F F E R E N T I A L ADJ. FOR R E S E R V E R E Q U I R E M E N T S : OCT. 2 4 OCT. 24 O C T . 24 9,71 9.45 0.26 3-MONTH EURO-DOLLAR DEPOSIT RATE U.S. 90-DAY CD'S, SECONDARY MARKET DIFFERENTIAL OCT. 31 OCT. 24 OCT. 24 10.11 10.00 C. 29 0.5. FEDERAL FUNDS OVERNIGHT EURO-DOLLAR DEPOSITS U.K. CANADA GERMANY EURO-DM JAPAN FRANCE NETHERLANDS EURO-SWISS FRANC 5. 3 — M O N T H I N T E R E S T R A T E S U.S. 90-DAY CD'S, SECONDARY MARKET GERMAN INTERBANK LOAN J A P A N E S E BANK L O A N S 6 D I S C O U N T S C A N A D I A N F I N A N C E PAPER INTERBANK STERLING SWISS INTERBANK LOAN W E I G H T E D A V E R A G E FOREIGN I N T E R E S T B A T E (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 ) C H A R T 6. EURO-DOLLAR DEPOSIT RATES: LONDON OVERNIGHT 7-DAY 1-MO&TH 3 — H O NTH 6—MONTH 1—YEAR CHART 7. SELECTED EURO-DOLLAR AND U.S. MONEY M A R K E T R A T E S SEE1ES NAME LAST VALUE PLOTTED DATE VALUE CHART 8. INTEREST ARBITRAGE, 3-MONTH FUNDS EORO-DOLLAR DEPOSIT INTERBANK STERLING (LONDON), C O V E R E D DIFFERENTIAL OCT. 3 1 OCT. 3 1 OCT, 3 1 10. 11 10. 24 - 0 . 13 U.S. C O M M E R C I A L PAPE5 C A N A D I A N FINANCE PAPER, COVERED DIFFERENTIAL OCT. 24 OCT. 3 1 OCT* 2 4 s . 73 10. 23 - 0 . 74 EURO-DOLLAR DEPOSIT INTERBANK DM (FRANKFORT), COVERED DIFFERENTIAL OCT. 3 1 OCT. 3 1 OCT. 3 1 1 0 . 11 1 0 . 45 - 0 . 34 EURO-DOLLAR DEPOSIT SWISS I N T E R B A N K , COVERED DIFFERENTIAL OCT. 3 1 OCT. 3 1 OCT. 3 1 10. 11 1 0 . 25 - 0 . 14 26 12 11,85 1* 38 6.80 4.82 12.50 1 3 . 49 8.52 10.02 CHART 9, LONG TERM GOVEBHENT BOND YIELDS UNITED STATES GERMANY JAPAN (MONTHLY) SWITZERLAND CANADA FRANCE NETHERLANDS (MONTHLY) UNITED KINGDOM OCT, OCT. SEPT. OCT. OCT. AUG. MAY OCT. 5 19 24 26 U.S. C O R P O R A T E AAA BONDS EURO-DOLLAR CHART 10. BONES STOCK INDICES UNITED SIA1ES UNITED KINGDOM CANADA GERMANY SWITZERLAND NETHERLANDS FRANCE JAPAN 12.87 10.29 SEPT. NOV. OCT. OCT. OCT. OCT. OCT. OCT. OCT. OCT. 24 24 24 24 24 24 24 24 173, 190. 235. 159. 126. 170. 182. 227. 81 44 00 08 74 91 23 36 fe\ FEDERAL RESERVE statistical release BOVEflBEB H.10 (512) 2, 1984 FOREIGN EXCHANGE RATES FOB THE BIEK ENDING NOVEMBER 2, 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 i COUNTRY • # MONETARY UNIT •AUSTRALIA AUSTBIA BELGIUM BRAZIL CANADA CHINA,P.B. DENMARK FINLAND FRANCE GERMANY GREECE HONG KONG INDIA •IRELAND ISRAEL ITALY JAPAN MALAYSIA MEXICO NETHERLANDS •NEW ZEALAND NORWAY PHILIPPINES PORTUGAL SINGAPORE •SOUTH AFRICA SOUTH KOREA SPAIN SRI LANKA SWEDEN SWITZERLAND TAIWAN THAILAND •UNITED KINGDOM VENEZUELA DOLLAR SCHILLING FRANC CRUZEIRO DOLLAR YUAN KBONE flABKKA FRANC D. MARK DRACHMA DOLLAR RUPEE POUND SHEKEL LIBA YEN B1NGGIT PESO GUILDER DOLLAR KRONE PESO ESCUDO DOLLAR BAND WON PESETA BUPEE KBONA FRANC DOLLAR BAflT POUND BOLIVAR MEMO: •UNITED STATES DOLLAR O C T . 29 (CUBBENCI O l I T S FEB D O L L I B ) OCT. 3 0 CCT. 31 84.16 21.575 62.000 2547.00 1.3189 2.6365 11.0990 6.3940 9.4170 3.0720 125.200 7,9215 12.1300 99.45 NA 1904.00 246.65 2.4075 210.0000 3.4635 48.600 8.8780 NA 164.500 2.1655 51.50 819.50 171.750 25.982 8.7210 2.5210 39.350 23.020 120.85 • A 84.67 21.480 61.450 2547.00 1.3177 2.6734 10.9950 6.3600 9.3370 3.0445 125.250 7.8200 12.1500 101.38 NA 1887.00 245.60 2.4030 209.5000 3.4335 48.750 8.8375 NA 164.500 2.1635 51.85 820.50 171.250 26.033 8.6950 2.5065 39.330 23.020 121.25 •A 147.84 146.es 85.02 21.318 61.240 2622.00 1.3150 2.6466 10.9685 6.3370 9.2950 3,0305 124.450 7.8220 12.1200 101.60 NA 1882.00 245.70 2.4050 209.5000 3.4195 48.810 8.8120 •A 164.500 2 . 1615 52.50 819.50 170.400 26.003 8.6610 2.4940 I I 23.020 121.85 NA 146.39 10?. T 85.60 21.040 60.380 2622.00 1.3120 2.6334 10.8500 6.2440 9.1800 2.9890 124.100 7.8205 12.0500 103.00 NA 1857.00 244.30 2.4005 209.5000 3.3730 49.090 8.7150 NA 164.250 2.1575 52.95 818.50 168.300 26.003 8.5950 2.4580 39.300 23.020 123.50 NA 144.76 NOV. 2 85.84 20.700 59.550 2622.00 1.3120 2.5939 10.6980 6.1900 9.0575 . 2.9480 122.650 7.8180 11.9700 104.50 NA 1841.00 242.00 2.9320 210.0000 3.3370 49.580 8.6100 NA 161.000 2.1515 53.50 817.50 166.000 26.033 8.4925 2.4260 39.280 NA 125.10 NA 143.18 •INDEX OF W E I G H T E D A V E R A G E E X C H A N G E V A L U E OF U.S. DOLLAS A G A I N S T C U R R E N C I E S OF OTHER G-11 COUNTRIES. MARCH 1973 = 100. 8 E I G H T S ABB 1972-76 G L O B A L M A D E OF EACH OF T H E 10 C O U N T R I E S . SERIES BEVISED AS OF AUGUST 1978. F O B DESCRIPTION AND BACK D A T A , S E E " I N D E X OF T H E WEIGHTED-AVER AGE E X C H A N G E W A L U E OF M B U . S . DOLLAB; BB V I S I O N " OB PAGE 7 0 0 €F T H E AUGUST 1978 F E D E R A L B E S E B W E B U L L E T I N . •VALUE IS U.S. C E N T S
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