Full text of H.13 Selected Interest and Exchange Rates, Weekly Series of Charts : October 15, 1984

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Selected Interest &
Exchange Rates
Weekly Series of Charts

, October 15, 1984
1

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 RATESH.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 1 9 7 3 = 1 0 0

RATIO SCALE
MARCH 1 9 7 3 = 1 0 0

160

160
_

FOREIGN CURRENCY
PRICE OF U.S. DOLLAR

100

-

-

120

-

100
80
240

SWISS FRANC

CANADIAN DOLLAR

_

140

—

—

120

-

1111111111~

" i l l

80

100

JAPANESE YEN

200

A

-

160

80
70
I

I I I

60
160

I

I

140

-

—

I

I I I I I I I I I I I

I

I

|I | | | | | | | | |

120
160

(3ERMAN MARK

140

140

—

DUTCH GUILDER

-

120

120
100

lyv,

-

I

80 " i l l

I

I

I I I I I I I uI iI uI hI m T

|

" i l l

|

|

-

111111

IMHI7

100
80
120

120
100

-

I
U.K. POUND

A A

FRENCH FRANC

-

100

-

80

-

-

80

70

—

-

70

i

60

60

-

50

-

-

I

I




I

I

I

I

I I I I I I I 11111111111
I I II

I

I

I

I

I

I

50

I I
I I I I I I I |I |I |I |I | | M I 40
70

BELGIAN FRANC
Vx

—

60

—

50

ITALIAN LIRA .

40

—

-

-

35

-

V- -

30

I
1982

1984

I

I

I

I
1982

I

I I I
I | | | | | | I| I| I| I| I I I I 25
1984

CHART 2

3-MONTH FORWARD EXCHANGE RATES
PREMIUM (+) OR (-)
AVERAGES FOR WEEK ENDING WEDNESDAY
PERCENT PER ANNUM

PERCENT PER ANNUM

24

6

\a.
V M

-

CANADIAN DOLLAR

~

V x -

•v

,

ITALIAN LIRA

11111111111

6

24

K

-

U. K. POUND

" |

-

DUTCH
GUILDER
I

,

,

I

I

|

SWISS FRANC
GERMAN MARK

-

\J 1V Vv
| ||

1

1

1

-

. X

1,, 1,,

FRENCH FRANC




JAPANESE YEN

1982

1984

1982

1984

3

CHART 3

PRICE OF GOLD IN LONDON
AVERAGES FOR WEEK ENDING WEDNESDAY

U.S. [

LLARS PER FINE OUNCE

U.S. DOLLARS PER FINE

600

550

12.5 Kg BARS
AFTERNOON FIXING PRICE

500

450

400

350

300

250




1981

1982

1983

1984

CHART 4

C A L L MONEY RATES
WEEKLY SERIES

PERCENT PER ANNUM

PERCENT PER ANNUM

28

24

24

-

-

-

f-i

20

YA
20

U. S. FEDERAL FUNDS

16

12

—

8

-

f r a n c e

-

—

-

16

-

zr

-

12

-

8

-X

^

JAPAN

4

"

4

I l l

I

I

I

I I | I I | I I Il l|l lI l Il i

ln

i

i

i

I

I

I

illlllliln

lllllllllll

0

CANADA
EURO-SWISS
FRANC

16
U. K. 2-DAY LOCAL AUTHORITY




GERMANY
—

i
EURO-DM

*
-

I
1982

1984

I

I

I

I
1982

I
1984

12

[

CHART 5

3-MONTH INTEREST RATES
WEEKLY SERIES

PERCENT PER ANNUM

PERCENT PER ANNUM

22

24

18
U.S. CD'S

14

-

10

-

CANADIAN FINANCE CO
PAPER

WEIGHTED AVERAGE
FOREIGN RATE

20

•

e

—

-

U.K. INTERBANK STERLING

.

16

•

—

VA
12

#

—

-

-

\

I
I

8

GERMAN INTERBANK RATE

I
I

A

I
I

~

I I i I I I I I I I I I I I I I I I I I I I I

11

SWISS INTERBANK RATE

JAPANESE BANK
LOANS AND DISCOUNTS

7

-




1982

1984

1982

1984

CHART 6

EURO-DOLLAR DEPOSIT RATES LONDON
AVERAGES FOR WEEK ENDING WEDNESDAY

PE

ENT PER ANNUM

PERCENT PER AL

2/

2C
OVERNIGHT

3-MONTH

16

12

8

4
24

20
6-MONTH
16

12

8

4
24

20
1-MONTH

1-YEAR

16

12

8

4




1982

1984

1982

1984

HART 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
E U R O - D O L L A R DEPOSITS

14

-

V I

OVERNIGHT
10

-

EURO-DOLLAR DEPOSITS

I

I

I

-

18

-

14

-

10

V

90-DAY CD" S

I

I

1 1 1 1 1 1 1 1111

1111 i 1 1 1 1 11

I IIIIIIIIII

I.I I I I I I I I I I
—

DIFFERENTIAL

DIFFERENTIAL

/ •

J—I—I—111111111111111111111111
1982
1 PERCENT ON DIFFERENTIAL SCALE = 2 PERCENT ON RATE SCALE




1984

I

I

I

I

I
1982

I

1 1 1 1 1 1 1 1 11 I

I IiIIIIiII I
1984

CHART 9

LONG-TERM GOVERNMENT BOND YIELDS
WEEKLY SERIES

PERCENT PER ANNL

PER ANNUM

1
CANADA
UNITED STATES

1

7
9
UNITED KINGDOM

SWITZERLAND

—

:

5

I

I

1

I

13
MONTHLY

GERMANY

-

JAPAN
9

I

I

I

I

I

I

MIUIMIM

5

22
U. S. CORPORATE




MONTHLY

FRANCE

18

Aaa BONDS

14

10
NETHERLANDS
MONTHLY

6

II i I I II
1982

1984

1982

1984

CHART 10

INDUSTRIAL STOCK INDICES
WEEKLY SERIES
RATIO SCALE
1969=100

RATIO SCALE
1969=100

240
-

UNITED STATES

p)

JAPAN

V

-

200

160

-

-

120

-

I

I

I

11111111111

I I I I I I I I I I I
210

210
A

170

FRANCE

UNITED KINGDOM

—

130

-

-

90
-

I I I I I I I I I II I I

70

I
190

190

150

-

GERMANY

^

W

/

SWITZERLAND

-

-

110

I

t i l 11 h i l i i

70

—

180

~~

140

-

100

-

NETHERLANDS

J

W A

r

yv/V

y

I

I




I

I

I
1982

1984

-

110

70

- ~

~

—

—

—

360

CANADA
280

I

(

r

\

I

I

150

I

p

- I

-

—

- -

80

60

170

-

-

130

90

/ v\ /

J

Ml

I
1982

—

200

-

16d^^

In
1984

120

>

SERIES

CHART

L A S T VALUE PLOTTED
DATE
VALUE

NAME

1, S P O T E X C H A N G E R A T E S AND I N D I C E S

WEEKLY

A V E R A G E S , NOON BUYING B A T E S

(U.S. C E N T S )

G E R M A N MASK
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 FRANC
SWISS F R A N C
BELGIAN FRANC
I T A L I A N LIRA
SWEDISH KRCNA
INDICES, MARCH

1973

OCT.
OCT.
OCT.
OCT.
OCT.
OCT.
OCT.
OCT.
CCT.
OCT.
BASE SATES =

32. 67
0.40494
28.,97
123.,64
75. 91
10. 65
39. 57
1.,61445
0. 05277
11..54

100
O C T . 10
OCT- 10
OCT. 10
OCT. 10
OCT. 10
O C T . 10
CCT. 10
OCT. 10
CCT. 10

G E R M A N BARK
J A P A N E S E YEN
DUTCH GUILDER
U.K. P O U N D
C A N A D I A N DOLLAR
FRENCH FRANC
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 PLUS S W I T Z E R L A N D )
U.S. DOLLAR
G E R M A N MARK
J A P A N E S E YEN
DUTCH GUILDER
U.K. P O U N D
C A N A D I A N DOLLAR
FRENCH FRANC
SWISS FRAJ3C
BELGIAN FRANC
ITALIAN LIRA
S W E D I S H KRONA

10
10
10
10
10
10
10
10
10
10

1973 =

91. 91
106. 03
83. 17
50. 01
75. 66
48.,00
127. 30
63. 62
29. 98

100
OCT.
CCT.
CCT.
OCT.
OCT.
OCT.
OCT;
OCT.
CCT.
OCT.
OCT.

10
10
10
10
10
10
10
10
10
10
10

147. 13
130. 03
150.,06
113. 65
65. 09
102. 73
61. 92
175..24
8 5.,54
37.92
68.,41

10
10
10
10
10
10
10
10

-0.84
0.84
5.49
-0.17
6. 16
4.95
5.08
-5.02

CHART 2. 3 - M O N T H F O R W A R D E X C H A N G E S A T E S , PREMIUM O B D I S C C 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 HARK
F R E N C H FRANC
SWISS F R A N C
DUTCH G U I L D E R
J A P A N E S E YEN
ITALIAN LIRA



OCT.
OCT.
OCT.
OCT.
OCT.
OCT.
OCT.
OCT.

SERIES NAME

LAST VALUE PLOTTED
DATE
VALUE

CHART 3. GOLD PfilCE IN LONDON, AFTERNOON FIXING
U.S. DOLLARS PER FINE OUNCE

OCT.

10

342.08

OCT.
OCT.
OCT.
SEPT.
OCT.
OCT.
OCT.
OCT.
JAN.
OCT.

10
10
12
21
12
12
12
12
1
12

10.01
10.23
10.63
11.77
5.65
5.38
6. 19
11.44
10.30
1.80

OCT.
OCT.
OCT.
OCT.
OCT.
OCT.
OCT.

10
10
10
10
10
10
10

10.89
6.06
6.31
12. 16
10.50
5.06
8. 83

OCT.
OCT.
OCT.
OCT.
OCT.
OCT.

10
10
10
10
10
10

10. 23
10.71
10.88
11.28
11.51
11.85

4. CALL MONEY RATES
U.S. FEDERAL FUNDS
OVERNIGHT EURO-COLLAR DEPOSITS
0. K.
CANADA
GERMANY
EURO-DM
JAPAN
FRANCE
NETHERLANDS
EURO-SWISS FRANC
5. 3 - M O N T H INTEREST BATES
U.S. 90-DAY C D ' S , SECONDARY MARKET
G E R M A N INTERBANK LOAN
J A P A N E S E BANK 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 INTEREST RATE
(G-10 COUNTRIES PLUS SWITZERLAND)
CHART 6. EURO-DOLLAR

DEPOSIT R A T E S : LONDON

OVERNIGHT
7-DAY
1-MONTH
3-MONTH
6-MONTH
1-YEAR
CHART 7. S E L E C T E D EURO-DOLLAR

AND U.S. MONEY M A R K E T B A T E S

OVERNIGHT EURO-DOLLAR DEPOSITS
U.S. FEDERAL FUNDS
DIFFERENTIAL ADJ. FOR RESERVE REQUIREMENTS

OCT.
OCT.
OCT.

10
10
10

10.23
10.01
0.22

3 - M O N T H EURO-DOLLAR DEPOSIT BATE
U.S. 90-DAY CD'S, SECONDARY MARKET
DIFFERENTIAL

OCT.
OCT.
OCT.

10
10
10

11.28
10. 89
0.39




SERIES NAME
CHART 8. INTEREST

LAST V A L U E PLOTTED
DATE
VALUE

A R B I T R A G E , 3-MONTH FUNDS

EURC-DCILAR D E P O S I T
INTERBANK STERLING (LONDON), C O V E R E D
DIFFERENTIAL

OCTOCT.
OCT.

10
10
10

11.,28
11,.37
-0.09

U.S. C O M M E R C I A L PAPER
C A N A D I A N F I N A N C E PAPER, C C V E 5 E D
DIFFERENTIAL

OCT.
OCT.
OCT.

10
10
10

10.,59
11.,29
- 0 ..74

EURO-DOLLAR DEPOSIT
INTERBANK DM (FRANKFURT) , C O V E R E D
DIFFERENTIAL

OCT.
OCT.
OCT.

10
10
10

11. 28
11. 63
- 0 . 36

EURO-DOLLAR D E P O S I T
SWISS I N T E R B A N K , C O V E R E D
DIFFERENTIAL

OCT.
OCT.
OCT.

10
10
10

11. 28
11. 30
- 0 . 03

5
OCT.
S E P T . 14
JUNE
S E P T . 14
S E P T . 28
J U N E 29
MAY
S E P T . 28

12.51
7.59
7. 13
4.79
12.63
13.90
8.52
10.01

CHART 9. L O N G TERM G O V E S M E N T BOND YIELDS
UNITED STATES
GERMANY
J A P A N (MONTHLY)
SWITZERLAND
CANADA
FRANCE
N E T H E R L A N D S (MONTHLY)
UNITED KINGDOM
U. 5. C O R P O R A T E
AAA BONDS
EURO-DOLLAR BONDS
CHART

10.

JULY
NOV.

13.44
10. 29

STOCK I N D I C E S

UNITED STATES
UNITED KINGDOM
CANADA
GERMANY
SWITZERLAND
NETHERLANDS
FRANCE
JAPAN




OCT.
OCT.
OCT.
OCT.
OCT.
OCT.
OCT.
OCT.

3
3
3
3
3
3
3
3

169.31
188.50
234.83
155.64
124.93
161. 66
179.71
216.89

•*>JSgStie-.

FEDERAL RESERVE statistical release
H.10 (512)

OCTOBER

15,

1984

FOREIGN EXCHANGE RATES
FOR

THE

WEEK

ENDING

OCTOBER

12,

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 i

COUNTRY

MONETARY
UNIT

•AUSTRALIA
ADSIEl A
BELGIUM
BRAZIL
CANADA
CHINA,P.R.
DENMARK
FINLAND
FRANCE
GERMANY
GREECE
HCNG KCNG
INDIA
•IRELAND
ISP. A EL
ITALY
JAPAN
MALAYSIA
MEXICO
NETHERLANDS
•NE» Z E A L A N D
NOEkAY
PHILIPPINES
PORTUGAL
SINGAPORE
•SOUTH AFRICA
SOUTH KOREA
SPAIN
SRI LANKA
SSEDEN
SWITZERLAND
TAIWAN
THAILAND
•UNITED KINGDOM
VENEZUELA

DOLLAR
SCHILLING
FRANC
CRUZEIRO
DOLLAR
YUAN
KRONE
MARKKA
FRANC
D. M A R K
DfACHMA
DOLLAR
RUPEE
POUND
SHEKEL
LIRA
YEN
RINGGIT
PESO
GUILDER
DOLLAR
KRONE
PESO
ESCUDO
DOLLAR
RAND
SON
PESETA
RUPEE
KJRONA
FRANC
DOLLAR
BAfiT
POUND
BOLIVAR

MEMO:
•UNITED

DOLLAR

STATES

OCT.

H

0

L

I

D

A

Y

8

(CURRENCY U N I T S FEB DOLLAB)
OCT.
9
C C T . 10
63*3 0
21.635
62% 4 1 0
2407.00
1.3195
2.6141
11.1760
6.3935
9.4650
3.0880
126.050
7.8260
11.9800
100.50
MA
1906.50
247.60
2.4275
200.5000
3.4830
48.630
8.8940
NA
162.500
2.1680
57.85
818.80
172.200
25.813
8.7060
2.5430
39.110
23.020
122.80
NA

148,08

83.09
21.610
6 2 . 130
2407.00
1.3167
2.6507
11.1120
6.3700
9.4300
3.0780
126.650
7.8310
11.9900
100.85
NA
1903.00
247.05
2.4225
200.7500
3.4690
48.500
8.8640
NA
162.500
2.1680
57.80
819.80
173.150
25. 863
8.6910
2.5375
NA
23.020
123.30
NA

147.63

OCT.

11

83.11
21.745
62.500
2407.00
1.3176
2.6507
11.2000
6.3940
9.4950
3.0955
127.030
7.8310
11.9900
100.20
NA
1912.00
248.00
2.4125
- 201.0000
3.4900
48.550
8.8975
NA
162.500
2 . 1685
57.90
820.80
173.400
25.872
8.7125
2.5470
3 9 . 120
23. 020
122.50
NA

148.37

OCT.

12

8 3 . 15
21.855
63.010
2407.00
1.3195
2.6720
11.2525
6.4300
9.5600
3.1190
1 2 7 . 100
7.8315
12.0200
99.50
NA
1924.00
2 4 8 . 10
2.3950
201.2500
3.5150
48.550
8.9275
NA
163.500
2 . 1690
57.35
821.80
174.000
25.872
8.7375
2.5620
3 9 . 140
23.020
122.30
NA

149.09

t l H D E Z OP 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 O F 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 O P O T B E R G - 1 1
C O U N T R I E S . M A R C H 1973 = 100. 8 E I G H T S A R E 1 9 7 2 - 7 6 G L O B A L T R A D E O F E A C H
O F T H E 10 C O U N T R I E S
S E R I E S R E V I S E D AS O F A U G U S T 1 9 7 8 . F O R D E S C R I P T I O N A N D B A C K D A T A , S E E " I N D E X O F T H E
H 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 O F T H E A U G U S T
1978 F E D E R A L R E S E R V E B U L L E T I N .
• V A L U E IS U . S . C E N T S