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(5 1 6 / 5 1 7 ) Selected Interest Exchange Rates W eekly Series o f Charts October 11, 1983 Prepared by the FINANCIAL MARKETS SECTION DIVISION O F IN T E R N A T IO N A L F IN A N C E BOARD OF GOVERNORS FEDERAL RESERVE SYSTEM Washington, D.C. 20551 Table o f 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, Divi sion of Administrative Services, and make payment remittance payable to the order of the Board of Governors of the Federal Reserve System in a form 2. D A IL Y C E R T IF IE D SPOT EXCHANGE RATES H.10 RELEASE CHARTS 1. SPOT EXCHANGE RATE INDICES 2. 3-M ONTH FORW ARD EXCHANGE RATES 3. GOLD PRICE--LONDON 4. C ALL M O NEY RATES 5. 3-M ONTH INTEREST RATES 6. EURO DOLLAR DEPOSIT RATES 7. SELECTED EURO-DOLLAR AND U.S. M O NEY M ARKET RATES 8. INTEREST A RB ITRA G E: 3-M ONTH FUNDS 9. LONG-TERM G O V ER N M EN T BOND YIE LD S 10. IN D U S T R IA L STOCK INDICES 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 RATIO SCALE MARCH 1973=100 RATIO SCALE MARCH 1973=100 180 160 140 120 100 1981 1983 1981 1983 CHART 2 3-MONTH FORWARD EXCHANGE RATES PREMIUM (+) OR ( - ) AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER ANNUM PERCENT PER ANNUM 1981 1983 1981 1983 CHART 3 PRICE OF GOLD IN LONDON AVERAGES FOR WEEK ENDING WEDNESDAY u .s . c ARS PER FINE OUNCE U.S. DOLLARS PER FINE OUNCE 800 800 750 750 700 700 650 650 600 600 550 550 500 500 450 450 400 400 350 350 300 300 250 250 1980 1981 1982 1983 CHART 4 CALL MONEY RATES WEEKLY SERIES PERCENT PER :n t p e r a n n u m 28 24 24 20 20 16 16 12 8 12 8 4 4 0 24 24 20 20 16 16 12 12 8 8 4 4 + 0 + 0 24 20 20 16 16 12 12 8 8 4 0 4 1981 1983 1981 1983 CHART 5 3-MONTH INTEREST RATES WEEKLY SERIES 22 24 18 20 14 16 10 12 6 20 8 16 16 12 8 12 8 4 12 16 8 12 8 4 0 4 1981 1983 1981 1983 CHART 6 EURO-DOLLAR DEPOSIT RATES Lo n d o n AVERAGES FOR WEEK ENDING WEDNESDAY 24 24 20 20 16 16 12 12 8 8 4 4 24 24 20 20 16 16 12 12 8 8 4 4 24 24 20 20 16 16 12 12 8 8 4 4 1981 1983 1981 1983 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 3 2 Io+ 1 1 2 3 4 1981 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 1983 CHART 8 INTEREST ARBITRAGE: 3-MONTH FUNDS DIFFERENTIAL: PLUS(+), INDICATES FAVOR DOLLAR ASSETS AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER ANNUM PERCENT PER ANNUM 1983 1981 1 PERCENT ON D IF F E R E N T IA L SCALE = 2 PERCENT ON RATE SCALE CHART 9 LONG-TERM GOVERNMENT BOND YIELDS WEEKLY SERIES :n t per annum P E R C E N T P ER 19 19 UNITED STATES 15 15 11 11 7 J _ U 7 15 9 11 5 7 1 13 13 9 9 5 5 22 22 18 18 14 14 10 10 6 6 CHART 10 INDUSTRIAL STOCK INDICES WEEKLY SERIES RATIO S C A LE 1969=100 RATIO SC A LE 1969=100 1981 1983 1981 1983 LAST VALUE PLOTTED DATE VALOE SERIES NAME CHART 1. SPOT EXCHANGE HATES AND INDICES WEEKLY AVERAGES, NCCN BUYING RAT E S (U.S. CENTS) GERMAN MARK JAPANESE YEN DUTCH GUILDER U.K. POUND CANADIAN DOLLAR FRENCH FRANC SBISS FRANC BELGIAN FRANC ITALIAN LIRA OCT. OCT. OCT. OCT. OCTOCT. OCT, OCT. OCT. 5 5 5 5 5 5 5 5 5 38.11 0.42605 34.05 148.89 81.14 12.52 47.25 1.87603 0.06289 OCTOCT. OCT. OCT. OCT. OCTOCT. OCT. OCT. 5 5 5 5 5 5 5 5 5 107.22 111.55 97.76 60.22 80.87 56.42 152.00 73.92 35.72 5 5 5 5 5 5 5 5 5 5 5 128.19 137.32 140.68 120.30 70.89 98.19 65.70 188.11 89.38 40.75 68.08 5 5 5 5 5 5 5 5 0.28 0. 17 3.79 -4.90 5.60 3.42 2.90 -8.11 INDICES, MARCH 1973 BASE RATES = 100 GERMAN HARK JAPANESE YEN DUTCH GUILDER 0. K. POUND CANADIAN DOLLAR FRENCH FRANC SWISS FRANC BELGIAN FRANC ITALIAN LIRA WEIGHTED AVERAGE EXCHANGE VALUE INDICES, <G-10 COUNTRIES PLUS SWITZERLAND) U.S. DOLLAR GERMAN MARK JAPAN ESE YEN DUTCH GUILDER U.K. POUND CANADIAN DCLLAB FRENCH FRANC SWISS FRANC BELGIAN FRANC ITALIAN LIRA SWEDISH KRONA MAR 1973 = 100 OCT. OCT. OCT. OCT. OCT. OCT. OCT. OCT. OCT. OCT. OCT. CHART 2. 3-MONTH FORWARD EXCHANGE RATES, PREMIUM OS DISCOUNT CANADIAN DOLLAR U.K. POUND GERMAN MARK FRENCH FRANC S U S S FRANC DUTCH GUILDER JAPANESE YEN ITALIAN LIRA OCT. OCT, OCT. OCTOCT. OCT. OCT. OCT- SERIES NINE LAST VALUE PLOTTED DATE VALUE CHART 3, GOLD PRICE III LONDON, AFTERNOON FIXING U.S. DOLLARS PER FINE OUNCE OCI. 5 397-15 OCTOCT. SEPT. SEPT. SEPTOCT. SEPT. SEPTJAN. OCT. 5 5 30 9 30 7 30 30 1 7 10.00 9.70 9.75 9.46 5.50 5.60 6.75 12.63 10.30 4.20 OCT. OCT. OCT. OCTOCT. OCI. OCT- 5 5 5 5 5 5 5 9.16 5.98 6.81 9.33 9.49 4.02 8. 43 OCT. OCT. OCT. OCT. OCT. OCT. 5 5 5 5 5 5 9.70 9.41 9.38 9.48 9.66 9-95 CHART 4. CALL MONEY RATES U-S- FEDERAL FUNDS OVERNIGHT EURO-DOLLAB DEPOSITS U.K., CANADA GERMANY EURO-DM JAPAN FRANCE NETHERLANDS EURG-SWISS FRANC CHART 5. 3-MONIH INTEREST RATES U.S.. 90-DAY CD'S, SECONDARY MARKET GERMAN INTERBANK LOAN JAPANESE EANK LOANS S DISCOUNTS CANADIAN FINANCE PAPER INTERBANK STERLING SUISS INTERBANK LOAN WEIGHTED AVERAGE FOREIGN INTER E S T RATE (G-10 COUNTRIES PLUS SWITZERLAND) CHART 6. EURO-DOLLAR DEPOSIT RATES: LONDON OVERNIGHT 7-DAY 1-MONTH 3-MCNTH 6-MONTH 1-YEAR CHART 7- SELECTED EURO-DOLLAR AND U.S- MONEY MARKET RATES OVERNIGHT EURO-COLLAR DEPOSITS U.S,. FEDERAL FUNDS DIFFERENTIAL ADJ. FOR RESERVE REQUIREMENTS OCT. OCT. OCT. 5 5 5 9.70 10.00 -0.30 3-MCNTH EURO-DOLLAR DEPOSIT R A T E U.S. 90-DAY CD'S, SECONDARY MARKET DIFFERENTIAL OCTOCT. OCT. 5 5 5 9.48 9.16 0.32 SERIES BABE CHART LAST VALUE PLOTTED DATE VALUE . INTEREST ARBITRAGE, 3-MCNTfI FUNJS E U R O D O L L A R DEPOSIT INTERBANK STERLING (LONDON), COVERED DIFFERENTIAL OCT. OCT. OCT. 5 5 5 9.48 9.66 -0. 19 U.S. COMMERCIAL PAPER CANADIAN FINANCE PAPER, COVERED DIFFERENTIAL OCT. OCT. OCT. 5 5 5 9.03 9.62 -0.S9 EURO-DOLLAR DEPOSIT INTERBANK DM (FRANKFURT), COVERED DIFFERENTIAL OCT. OCT. OCT. 5 5 5 9.48 9.83 -0.36 E U R O D O L L A R DEPOSIT SWISS INTERBANK, COVERED DIFFERENTIAL OCT. OCT. OCT. 5 5 5 9.48 9.68 -0.21 SEPT. SEPT. AUG. SEPTSEPTJULY FEB. SEPT. 30 23 11.46 8. 32 7.55 4.73 12.09 14.32 8.20 9.84 CHART 9. LONG TERM GOVERMENI BOND YIELDS UNITED STATES GERMANY JAPAN (MONTHLY) SWITZERLAND CANADA FRANCE NETHERLANDS (MONTHLY) UNITED KINGDOM 16 9 8 30 U. S. CORPORATE AAA BONDS EURO-DOLLAR BONDS CHABI 10. 12.37 10.06 SEPT. JULY STOCK INDICES UNITED STATES UNITED KINGDOM CANADA GERMANY SWITZERLAND NETHERLANDS FRANCE JAPAN SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. SEPT- 28 28 28 28 28 28 28 28 174.91 153. 22 253.70 136.29 112.26 139.68 139.06 184.12
@FedFRASER