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(516/517) DATA FILE LIBRARY FEDERAL RESERVE BANS QE CHICAGO , v / > ^ L /Ofy ^ Selected Interest & Exchange Rates Weekly Series of Charts October 1,1984 S i r L SECT,0N " A R DIVISION OF INTERNATIONAL FINANCE m S fISeraTrherveTystem Washington, B.C. 20551 T 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 RATES-H.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=100 160 FOREIGN CURRENCY PRICE OF U.S. DOLLAR JAPANESE YEN - 140 - 120 - 100 lllllllllll 80 - | | | " i l l lllllllllll — — I 240 SWISS FRANC CANADIAN DOLLAR 200 — r V ^ A --x~. 160 ^ v j 140 2 b „ : 120 160 IGERMAN MARK - 140 DUTCH I GUILDER 120 - 100 80 120 100 - 7 U.K. POUND ' vV 80 80 — 70 70 60 60 I 50 50 40 I I I I I 40 I 70 140 * 120 i. BELGIAN FRANC 60 V * • 100 - 80 - I - eo ITALIAN LIRA j. — 70 # 100 I FRENCH FRANC — - 40 W v — - - 1982 1984 /W lllllllllll lllllllllll 50 50 1982 — 35 \ - 30 lllllllllll 1984 25 CHART 2 3-MONTH FORWARD EXCHANGE RATES PREMIUM (+) OR (-) AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER ANNUM PERCENT PER ANNUM 24 6 ITALIAN LIRA - CANADIAN DOLLAR - 24 6 — K U. K. POUND "i 1 DUTCH GUILDER1 i i I I I II lull ll 11 6 15 \ - SWISS FRANC GERMAN MARK 1/ \r W I I - . Z - 3 ,,|,, I 16 FRENCH FRANC - 12 JAPANESE YEN - 1982 1984 1982 1984 8 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 24 - - 20 V 20 16 — - 8 - 4 FRANCE - U. S. FEDERAL FUNDS 12 n 16 W l y y , z r - 12 ^ JAPAN I I I I I I I IIIIIIIIII I IIIIIIIIII i i i 24 CANADA 20 EURO-SWISS FRANC 16 12 20 16 U. K. 2-DAY LOCAL AUTHORITY GERMANY - iEURO-DM i 1982 1984 i i I I 1982 * I I IIIIIIIIII 1984 12 CHART 5 3-MONTH INTEREST RATES WEEKLY SERIES PERC IT PER ANNUM PERCENT PER M NUM 22 24 18 20 U . S . CD S CANADIAN FINANCE CO PAPER 14 16 10 12 WEIGHTED AVERAGE FOREIGN RATE 6 8 20 16 16 U.K. INTERBANK STERLING 12 GERMAN INTERBANK RATE 12 8 8 4 11 12 SWISS INTERBANK RATE a IV - 8 JAPANESE BANK LOANS AND DISCOUNTS 7 4 - I 5 1982 1984 I I I I 1982 0 I 1984 CHART 6 EURO-DOLLAR DEPOSIT RATES LONDON AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER ANNUM PERCENT PER ANNUM 24 20 OVERNIGHT 3-MONTH nliilnl 24 20 7-DAY 6-MONTH 24 20 1-MONTH 1982 1-YEAR 1984 1982 1984 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 26 26 22 22 FEDERAL FUNDS 18 18 3-MONTH E U R O - D O L L A R DEPOSITS 14 - 14 OVERNIGHT E U R O - D O L L A R DEPOSITS 10 90-DAY CD S f/V / 1 11111111111 I I I I I I I I I I yu DIFFERENTIAL AVA/WV! DIFFERENTIAL V1 i i 10 i i 111 M l i i 111 1982 1 PERCENT ON D I F F E R E N T I A L S C A L E = 2 PERCENT ON RATE S C A L E I l 1 l 11 I I 1 l I 1984 i i i 1 1 1982 1 11111111111 111111II111 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 20 DASHED LINE - CANADIAN FINANCE CO. PAPER, COVERED 12 - 12 INTERBANK STERLING COVERED LONDON U. S. COMMERCIAL PAPER I II 1L I I i i l i i l i i h i nh — • DIFFERENTIAL — DIFFERENTIAL II 1 I I I I - 1 4 28 28 COVERED FRANKFURT /vA A \ Ir - ^ — Vv. —DASHED LINE 1 1 1 i w EURO-DOLLAR D E P O S I T S ^ . DASHED LINE - 1 1 1 iiliiliihi 1 1 1 1 1 — 12 1 I ~ l 1982 1984 1 PERCENT ON DIFFERENTIAL SCALE = 2 PERCENT ON RATE SCALE 4 2 1DIFFERENTIAL A V A A A ^ tvvAyy^v^- I kj^\ — DIFFERENTIAL I 20 1 EURO-DOLLAR DEPOSITS 4 - \ ™V 12 SWISS INTERBANK (SF) COVERED INTERBANK DM 20 1 1 1 1 1982 -"xixJVvvvz^ — 1 1984 CHART 9 LONG-TERM GOVERNMENT BOND YIELDS WEEKLY SERIES :NT PER ANNUM PERCENT PER AL 19 19 CANADA UNITED STATES 15 — I\J \f 11 I 7 I I I - 15 - 11 I I 7 15 9 UNITED KINGDOM SWITZERLAND 11 5 — I 7 13 I I 1 13 MONTHLY GERMANY JAPAN - 9 9 I 5 22 I I I I I i I I I I I I I ii I III I I hill I 22 MONTHLY U. S. C O R P O R A T E 5 FRANCE 18 18 Aaa BONDS 14 14 10 10 NETHERLANDS MONTHLY 6 6 1982 1984 1982 1984 CHART 10 INDUSTRIAL STOCK INDICES WEEKLY SERIES RATIO S C A L E 1969=100 RATIO S C A L E 1969=100 240 240 200 - 160 - 120 - UNITED STATES - ft JAPAN - V S ^\/\ I I I I I \ l" — I 11111111111 — Illllllllll I I I I I Illllllllll I - 200 - 160 — 120 Illllllllll 210 / 170 UNITED KINGDOM a V - /\Av FRANCE j - 130 90 ~ h M - - — I 70 I I - I I|II|I,|II I II|||||||| I GERMANY . — " I Illllllllll SWITZERLAND — 180 I - rLa J NETHERLANDS — J — — - - ~~ - CANADA 140 100 — y - — 80 60 - i i 1982 i I,, M l , , 1984 \ Jy - - - i i i i i 1982 i Miniiiiii I I | I I | I , | I ! 1984 LAST VALUE PLOTTED DATE VALUE S E R I E S NAME CHART 1. S P O T WEEKLY E X C H A N G E R A T E S AND I N D I C E S A V E R A G E S , NCOS BUYING R A T E S (U.S. C E N T S ) G E R M A N BARK J A P A N E S E YEN DUTCH G U I L D E R U.K. P O U N D C A N A D I A N DOLLAR FRENCH F R A N C SWISS F R A N C BELGIAN FRANC ITALIAN L I R A S W E D I S H KSONA INDICES, MARCH 1973 EASE BATES = 26 26 26 26 26 26 26 26 26 26 32.61 0,40762 28.89 123.68 75.90 SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. 26 26 26 26 26 26 26 26 26 91.72 106.73 82.94 50.02 75.64 47.86 127.75 63.46 29.91 26 26 26 26 26 26 26 26 26 26 26 147.19 129.76 151.22 113. 34 65., 13 102. 74 61. 73 175. 94 85.,34 37. 85 68. 41 26 26 26 26 26 26 26 26 -0.71 0.79 5.97 C. 13 6. 12 5.32 5. 11 -3.94 10. 62 39.71 1,61043 0.05266 11.54 100 GERMAN 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 C A N A D I A N DOLLAR FRENCH F R A N C SWISS F R A N C BELGIAN FRANC ITALIAN LIRA 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 , MAR (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 ) U.S. D O L L A R 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 C A N A D I A N DOLLAR F R E N C H FRANC SWISS FRANC BELGIAN F R A N C I T A L I A N LISA S W E D I S H KRONA SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. 1973 = 1 0 0 SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. CHART 2. 3 - M O N T H F O R W A R D E X C H A N G E B A T E S , PREMIUM OR D I S C O U N T C A N A D I A N DOLLAR U.K. P O U N D G E R M A N MARK FRENCH F R A N C SWISS F R A N C DUTCH GUILDER J A P A N E S E YEN I T A L I A N LIRA SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. LAST VALUE PLOTTED DATE VALUE SERIES NAME 3 . G O L D PRICE IN LONDON, AFTERNOON FIXING U.S. DOLLARS PER FINE OUNCE SEPT. 26 344.22 4. CALL HONEY R A T E S U.S. FEDERAL FUNDS OVERNIGHT EURO-DOLLAR DEPOSITS U. K. CANADA GERMANY EURO-DM JAPAN FRANCE NETHERLANDS E U R O - S W I S S FRANC SEPT. SEPT. SEPT. AUG. SEPT. SEPT. SEPT. SEPT. JAN. SEPT. 26 26 28 24 28 28 28 28 1 28 10.73 10.77 10,25 12.14 5.60 5.32 6.38 11.50 10.30 1.45 SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. 26 26 19 26 26 26 26 11.09 5.81 6.31i 12. 15 10.79 5.35 8.76 SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. 26 26 26 26 26 26 10.77 11.16 11.24 11.43 11.64 11.88 O V E R N I G H T EURO-COLLAR DEPOSITS U. S. FEDERAL FUNDS DIFFERENTIAL ADJ. FOR RESERVE REQUIREMENTS SEPT. 26 SEPT. 26 SEPT. 26 10,77 10.73 0.05 3 - M O N T H EURO-DOLLAR DEPOSIT RATE U.S. 90-DAY CD'S, SECONDARY MARKET DIFFERENTIAL SEPT. 26 SEPT. 26 SEPT. 26 11.43 11.09 ( 0.34 5, 3-MONTH INTEREST BATES U.S. 90-DAY CD'S, SECONDARY MARKET G E R M A N INTERBANK LOAN J A P A N E S E EANK LOANS S DISCOUNTS C A N A D I A N FINANCE PAPER INTERBANK STERLING SWISS INTERBANK LOAN WEIGHTED A V E R A G E FOREIGN I N T E R E S T RATE (G-10 COUNTRIES PLUS SWITZERLAND) CHART 6 6. EURO-DOLLAR DEPOSIT R A T E S : LONDON OVERNIGHT 7-DAY 1-MONTH 3-MONTH 6-MONTH 1-YEAB 7 . SELECTED EURO-DOLLAR AND U.S. MONEY M A R K E T S A T E S S E R I E S NAME CHART 8. I N T E R E S T L A S T V A L U E PLOTTED DATE VALUE A R B I T R A G E , 3 - M O N T H FUNDS 11. 43 E U R O - D O L L A R DEPOSIT I N T E R B A N K STERLING (LONDON), C O V E R E D DIFFERENTIAL S E P T . 26 S E P T . 26 S E P T . 26 11. 60 - 0 . 18 U.S. C O M M E R C I A L PAPER CANADIAN FINANCE PAPER, COVERED DIFFERENTIAL S E P T . 26 S E P T . 26 S E P T . 26 10. 82 11. 41 - c . 59 E U R O - D O L L A R DEPOSIT I N T E R B A N K DM (FRANKFURT), C O V E R E D DIFFERENTIAL S E P T . 26 S E P T . 26 S E P T . 26 11. 43 11. 87 - 0 . 45 EURO-DOLLAR D E E C S I T SWISS I N T E R B A N K , C O V E R E D DIFFERENTIAL S E P T . 26 S E P T . 26 S E P T . 26 11. 43 11. 56 - 0 . 13 21 14 12.35 7.59 6.64 4.79 12.63 13.90 8.52 10. 10 CHART 9. L O N G TEEM G G V E R M E N T BOND YIELDS e UNITED S T A T E S GERMANY J A P A N (MONTHLY) SWITZERLAND CANADA FRANCE N E T H E R L A N D S (MONTHLY) UNITED KINGDOM a w e SEPT. SEPT. MARCH SEPT. AUG. JUNE MAY SEPT. 14 24 29 21 U.S. C O R P O R A T E AAA B O N D S E U R O - D O L L A B BONDS # CHART 10. 13.44 10.29 STOCK INDICES UNITED STATES U N I T E D KINGDOM CANADA GERBANY SWITZERLAND NETHERLANDS FRANCE JAPAN JULY NOV. S E P T . 19 S E P T . 19 S E P T . 19 S E P T . 19 S E P T . 19 S E P T . 19 S E P T . 19 SEPT, 19 174.31 191.67 237.31 155.78 126.57 165.27 175.09 216.59 FEDERAL RESERVE statistical release ,H.10(512) SEPTEMBER 2 8 , 1984 FOREIGN EXCHANGE RATES ¥ FOB TBI WEEK ENDING S E P T E M B E R 2 8 , 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: COUNTRY MONETARY OBIT •AUSTRALIA AUSTRIA BELGIUM BRAZIL CANADA CHINA,P.R. DENMARK FINLAND FRANCE GERMANY GREECE NG KONG 'DIA •IRELAND ISRAEL ITALY JAPAN MALAYSIA MEXICO NETHERLANDS •NEW Z E A L A N D NORWAY PHILIPPINES PORTUGAL SINGAPORE •SOUTH AFBICA SOUTH KOBEA SPAIN SRI L A N K A SWEDEN SWITZERLAND TAIWAN THAILAND •UNITED KINGDOM VENEZUELA DOLLAB SCHILLING FRANC CBUZEIBC DOLLAR YUAN KRONE MARKKA FBANC D. MARK DRACHMA DOLLAR BUPEE POUND SHEKEL LIBA YEN RINGGIT PESO GUILDER DOLLAR KRONE PESO ESCUDO DOLLAR RAND BON PESETA RUPEE KRONA FRANC DOLLAR PAHT POUND BOLIVAR MEMO: •UNITED STATES DOLLAR S E P . 24 ICURREMCY OMITS PER DOLLARS S E P . 25 SEP. 26 83.25 21.220 61.250 2253.00 1.3159 2.5699 10.9600 6.2800 9.3000 3.0270 123.000 7.8125 11.8400 102.80 MA 1875.00 244.20 2.3510 197.2500 3.4200 48.980 8.7500 MA 82.93 21.530 62.160 2290.00 1.3178 2.5390 11.1270 6.3660 9.4400 3.0745 124.200 7.8130 11.9000 100.87 MA 1909.00 246.00 2.3600 197.2500 3.4675 48.730 8.8480 MA 2.1565 60.15 818.40 168.700 25.742 2.4920 39.250 23.000 124.55 MA 2.1655 59.60 817.40 171.700 25.742 8.6830 2.5225 39.270 23.000 123.15 MA 145.79 147.57 160.000 8.6200 162.000 83.04 21.410 61.550 2290.00 1.3178 2.5746 11.0100 6.3000 9.3400 3.0420 125.600 7.8030 11.9600 102.00 MA 1891.00 245.15 2.3610 198.0000 3.4325 48.730 8.7850 MA 162.500 2. 1660 S E P . 27 83.45 21.285 61.320 2290.00 1.3180 2.5746 10.9515 6.3020 9.3200 3.0350 124.500 7.8020 11.9400 102.50 MA 1881.00 245.10 2.3630 199.5000 3.4190 48.970 8.7510 MA 161.000 2.1620 S E P . 28 82.90 21.570 62.220 2329.00 1.3183 2.5746 11.1175 6.3600 9.4200 3.0720 125.500 7.8100 11.9200 100.75 MA 1908.00 246.90 2.3720 199.5000 3.4620 48.700 8.8600 MA 161.000 2*5060 39.270 23.000 124.10 MA 60.15 817.40 169.450 25.783 8.5860 Zr5050 39.250 23.000 124.60 MA 2.1650 59.85 816.40 171.200 25.783 8.6870 2.5330 NA 23.000 123.40 MA 146.41 146.05 147.55 59.50 816.40 172.590 25.803 8.6100 •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. D O L L A R A G A I N S T C U R R E N C I E S OF OTHER G-11 C O U N T R I E S . MARCH 1973 = 100. H E I G H T S ARE 1972-76 G L O B A L T R A D E OF EACH OF T H E 10 C O U N T R I E S . SERIES R E V I S E D AS OF AUGUST 1978. FOR DESCRIPTION AND RACK D A T A , S E E "INDEX OF THE 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 T H E U.S. D O L L A R : R E V I S I O N * ON P A G E 7 0 0 OF T H E AUGUST 178 FEDERAL R E S E R V E B U L L E T I N . •VALUE IS U.S. C E N T S
@FedFRASER