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(516/517) I i Selected Interest & Exchange Rates Weekly Series of Charts v * October 20,1986 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 $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 RATESHI.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 8. 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 S C A L E RATIO S C A L E MARCH 1 9 7 3 = 1 0 0 MARCH 1 9 7 3 = 1 0 0 FOREIGN CURRENCY PRICE OF U.S. DOLLAR ITALIAN LIRA GERMAN MARK JAPANESE YEN DUTCH GUILDER CANADIAN DOLLAR 90 U.K. POUND - — 80 - 70 - 60 - 50 11111111111 40 FRENCH FRANC y s — Vx J y v - SWISS FRANC BELGIAN FRANC 100 90 - 80 70 60 50 - I I I 1984 1986 1984 1986 CHART 2 3-MONTH FORWARD EXCHANGE RATES PREMIUM (+) OR ( - ) AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER A N N U M P E R C E N T PER ANNUM JAPANESE YEN CANADIAN DOLLAR 4 12 U. K. POUND SWISS FRANC + 0 4 8 8 GERMAN MARK DUTCH GUILDER FRENCH FRANC ITALIAN LIRA 4 0 8 0 8 16 24 32 1984 1986 1984 1986 CHART 3 PRICE OF GOLD IN LONDON AVERAGES FOR WEEK ENDING WEDNESDAY U.S. D O L L A R S PER F I N E OUNCE U.S. D O L L A R S PER F I N E O U N C E 520 — — | 520 500 500 480 480 460 460 12.5 Kg BARS 440 440 A F T E R N O O N F I X I N G PRICE 420 420 400 400 380 380 360 360 340 340 320 320 300 300 280 280 260 260 1983 1984 1985 1986 CHART 4 CALL MONEY RATES WEEKLY SERIES T PER A N N U M P E R C E N T PER AN 20 20 16 16 IFRANCE U. S. FEDERAL FUNDS 12 - 8 12 8 4 - - 4 JAPAN I 0 I I I I I I 11111111111 20 20 16 SWITZERLAND 16 CANADA /v 12 8 0 1 1 1 1 1 20 16 UNITED KINGDOM 12 12 GERMANY 8 8 -/Www r 4 NETHERLANDS 0 0 8 0 1 20 4 12 4 4 16 0 1984 1986 1984 1986 CHART 5 3-MONTH INTEREST RATES WEEKLY SERIES :NT PER A N N U M P E R C E N T PER Ah 14 16 U . S . CD'S CANADIAN FINANCE CO. PAPER 12 14 10 8 12 10 WEIGHTED AVERAGE FOREIGN RATE 6 8 4 I I I III I I I 6 16 14 FRENCH INTERBANK RATE U.K. INTERBANK STERLING 14 - v - 12 12 10 10 8 I 8 I I I I I I IIIIIIIIII lllll l u l u 10 8 6 10 lNETHERLANDS INTERBANK RATE GERMAN INTERBANK RATE 8 6 6 4 4 lllllI II 2 I I I I I I I I I I l l l l l I I II I II I II I II 8 8 7 2 SWISS INTERBANK RATE JAPANESE GENSAKI RATE 6 6 4 5 2 0 4 1984 1986 1984 1986 CHART 6 EURO-DOLLAR DEPOSIT RATES LONDON AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER AL ENT PER A N N U M 14 14 3-MONTH OVERNIGHT 12 12 10 10 8 8 6 6 I I I I I I I I I I II 4 4 14 14 6-MONTH 7-DAY 12 12 10 10 8 8 6 6 4 4 14 14 1-YEAR 1-MONTH 12 12 10 10 8 8 6 6 I I I I III I I I I 4 1984 1986 I I 4 1984 1986 CHART 7 SELECTED EURO-DOLLAR AND U. S.MONEY MARKET RATES DIFFERENTIAL: PLUS(+), FAVORS BORROWING IN U. S. AVERAGES FOR WEEK ENDING WEDNESDAY P E R C E N T PER A N N U M P E R C E N T PER A N N U M 16 16 14 14 - FEDERAL FUNDS 3-MONTH DASHED LINE EURO-DOLLAR DEPOSITS 12 12 pP 10 u u/^ \ ~ 10 | I 90-DAY CD S — OVERNIGHT EURO-DOLLAR DEPOSITS 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 J 1 1 1 1 1 1 1 1 1 1 1 I I 111111111111111111111111 4 2 DIFFERENTIAL DIFFERENTIAL V^V/YV/AAAV— + 0 i I 1111111111111111111111111 1984 1 PERCENT ON DIFFERENTIAL SCALE = 2 PERCENT ON RATE SCALE 1986 I 1 I1 1 1 1 1984 1 I I I I I I I I I I l 11111111111 1986 CHART 8 INTEREST ARBITRAGE: 3-MONTH FUNDS DIFFERENTIAL: F L U S H , INDICATES FAVOR DOLLAR ASSETS AVERAGES FOR WEEK ENDING WEDNESDAY NT PER ANNUM PERCENT PER Ah 18 14 18 CANADIAN FINANCE CO. PAPER, COVERED EURO-DOLLAR DEPOSITS DASHED LINE 14 10 10 INTERBANK STERLING 6 COVERED LONDON 6 U. S. COMMERCIAL PAPER 2 2 2 2 DIFFERENTIAL DIFFERENTIAL + 0 2 0 II I I liii J _ 1 2 18 18 14 INTERBANK DM SWISS INTERBANK (SF) COVERED COVERED FRANKFURT 14 10 10 6 EURO-DOLLAR DEPOSITS EURO-DOLLAR DEPOSITS DASHED LINE I 2 6 DASHED LINE I I I I I I I I I I I I I I I I I ill I I I t i l l 2 2 2 DIFFERENTIAL DIFFERENTIAL + + 0 0 I I I I I I I I I I I I I2I I 2 1984 1986 1 PERCENT ON DIFFERENTIAL SCALE = 2 PERCENT ON RATE SCALE 1984 1986 CHART 9 LONG-TERM GOVERNMENT BOND YIELDS WEEKLY SERIES P E R C E N T PER AL ENT PER A N N U M 17 17 CANADA UNITED STATES 15 15 13 13 11 11 9 9 7 7 15 9 13 7 SWITZERLAND UNITED KINGDOM 11 5 9 3 7 1 10 10 GERMANY JAPAN 8 8 \ 6 I 4 I I I - I I 6 4 18 18 U. S. CORPORATE MONTHLY 16 ^ 16 IFRANCE Aaa BONDS 14 14 12 12 INETHERLANDS 10 MONTHLY \ __ 10 X 8 8 I 6 1984 1986 I I 6 1984 1986 CHART 10 INDUSTRIAL STOCK INDICES WEEKLY SERIES RATIO SCALE RATIO SCALE 1969=100 1969=100 UNITED KINGDOM UNITED STATES 450 400 350 300 250 - NETHERLANDS SWITZERLAND 200 150 100 M I I I I I 450 400 FRANCE GERMANY 450 400 — 350 - 300 — Av ~~ - f JAPAN 250 y V Z V Z ' ^* Z X V ^ - - 150 - - I I I I 1984 I I I - I I I 11 I I I I 1 1 1 1 1 1 I I 1 1 1 1986 - - I I I I 350 300 CANADA - I - - 200 100 450 400 — I 1984 I llhlllllll - 250 - 200 - 150 I I | I I | I I | I100 I 1986 SERIES CHART 1 . LAST VALUE PLOTTED DATE VALUE NAME SPOT EXCHANGE BATES AND I N D I C E S WEEKLY AVERAGES, NOON BOXING (U.S. CENTS) OCT. 1 5 OCT. 1 5 OCT. 15 OCT. 1 5 OCT. 1 5 OCT. 1 5 OCT. 1 5 OCT. 15 OCT. 1 5 OCT. 1 5 GERMAN MARK JAPANESE IEN DUTCH GUILDER U . K . POUND CANADIAN DOLLAR FRENCH FRANC SWISS FRANC BELGIAN FRANC ITALIAN LIRA SWEDISH KRONA INDICES, MARCH 1 9 7 3 BASE RATES = 100 OCT. OCT. OCT. OCT. OCT. OCT. OCT. OCT. OCT. GERMAN MARK JAPANESE IBM DUTCH GUILDER U . K . POUND CANADIAN DOLLAR FRENCH FRANC SWISS FRANC BELGIAN FRANC ITALIAN LIRA WEIGHTED AVERAGE EXCHANGE VALUE I N D I C E S , ( G - 1 0 COUNTRIES PLUS SSITZEBLAMD) U . S . DOLLAR GERMAN MARK JAPANESE YEN DUTCH GUILDER U . K . POUND CANADIAN DOLLAR FRENCH FRANC SWISS FRANC BELGIAN FRANC ITALIAN LI R A SWEDISH KRONA CHART 2 . 50.38 0.64770 44.59 143.29 72.05 15.38 61.73 2.42460 0.07276 14.63 HAR 1 9 7 3 = 15 15 15 15 15 15 15 15 15 141.72 169.59 128. 00 57.95 71.81 69.30 198.59 95.54 41.33 100 OCT. 1 5 OCT. 1 5 OCT. 1 5 OCT. 1 5 OCT. 1 5 OCT. 1 5 OCT. 1 5 OCT. 1 5 OCT. 1 5 OCT. 1 5 OCT. 1 5 105. 159. 189. 136. 57. 73. 69. 211. 99. 40. 66. 65 82 64 38 45 33 72 78 76 47 74 3-MONTH FORWARD EXCHANGE RATES, PREMIUM OR DISCOUNT CANADIAN DOLLAR U . K . POUND GERMAN MARK FRENCH FRANC SWISS FRANC DUTCH GUILDER JAPANESE YEN ITALIAN LIRA OCT. OCT. OCT. OCT. OCT. OCT. OCT. OCT. 15 15 15 15 15 15 15 15 -2.59 -5.08 1.36 - 3 . 16 1.98 0.51 0.95 -4.95 LAST VALUE PLOTTED DATE VALUE S E R I E S NAME CHART J . GOLD PRICE I N LONDON, AFTERNOON F I X I N G U.S. CHART 4 . OCT. DOLLARS PER F I N E OUNCE 5.83 5.79 8 . 97 7. 75 4 . 19 4.31 7.38 5.35 1.00 OCT. OCT. OCT. OCT. OCT. OCT. OCT. OCT. OCT. 15 15 15 15 15 15 15 15 15 5.63 4 . 54 4.75 8.40 11.01 3.92 7.34 5. 26 6.58 OCT. OCT. OCT. OCT. OCT. OCT. 15 15 15 15 15 15 5.79 5.76 5.79 5.79 5.79 5.91 EURO-DOLLAR DEPOSIT RATES: LONDON OVERNIGHT 7-DAY 1-MONTH 3-MONTH 6-MONTH 1-YEAR CHART 7 . OCT. 1 5 OCT. 1 5 OCT. 1 5 OCT. 1 5 OCT. 1 5 OCT. 1 5 OCT. 1 5 OCT- 1 5 OCT. 1 5 3-MONTH INTEREST RATES U . S . 90-DAY C D ' S , SECONDARY MARKET GERMAN INTERBANK LOAN JAPANESE GENSAKI RATE CANADIAN FINANCE PAPER INTERBANK STERLING SWISS INTERBANK LOAN FRENCH INTERBANK RATE NETHERLANDS INTERBANK RATE WEIGHTED AVERAGE FOREIGN INTEREST RATE ( G - 1 0 COUNTRIES PLUS SWITZERLAND) CHART 6 . 429.98 CALL MONEY RATES U. S . FEDERAL FUNDS OVERNIGHT EURO-DOLLAR DEPOSITS U.K. CANADA GERMANY JAPAN FRANCE NETHERLANDS SWITZERLAND CHART 5 . 15 SELECTED EURO-DOLLAR AND U . S . MONEY MARKET RATES OVERNIGHT EURO-DOLLAR DEPOSITS U . S . FEDERAL FUNDS DIFFERENTIAL OCT. OCT. OCT. 15 15 15 5.79 5.83 - 0 . 04 3-MONTH EURO-DOLLAR DEPOSIT RATE U . S . 90-DAY C D ' S , SECONDARY MARKET DIFFERENTIAL OCT. OCT. OCT. 15 15 15 5 . 79 5.63 0 . 16 S E R I E S NAME CHART 8 . LAST VALUE PLOTTED DATE VALUE INTEEEST ARBITRAGE, 3-MONTH FUNDS EU410-DOLLAR DEPOSIT INTERBANK STERLING (LONDON), COVERED DIFFERENTIAL OCT. OCT. OCT. 15 15 15 5.79 5 . 80 -0.01 U . S . COMMERCIAL PAPER CANADIAN FINANCE PAPEE, COVERED DIFFERENTIAL OCT. OCT. OCT. 15 15 15 5.63 5 . 76 - 0 . 13 EURO-DOLLAR DEPOSIT INTERBANK DM (FRANKFURT), COVERED DIFFERENTIAL OCT. OCT. OCT. 15 15 15 5.79 5 . 92 - 0 . 13 EURO-DOLLAR DEPOSIT SWISS INTERBANK, COVERED DIFFERENTIAL OCT. OCT. OCT. 15 15 15 5 . 79 5.92 - 0 . 13 OCT. 10 OCT. 10 OCT. 10 S E P T . 19 OCT. 3 SEPT. 26 AUG. OCT. 10 7.31 5.94 4 . 89 4.25 9.44 8.47 6.03 9.93 CHART 9 . LONG TERM GOVERMENT BOND YIELDS UNITED STATES GERMANY JAPAN (MONTHLY) SWITZERLAND CANADA FRANCE NETHERLANDS (MONTHLY) UNITED KINGDOM U.S. CORPORATE AAA BONDS CHART 1 0 . 9 . 13 STOCK I N D I C E S UNITED STATES UNITED KINGDOfl CANADA GERMANY S8ITZEBLAND NETHERLANDS FRANCE JAPAN JUNE OCT. OCT. OCT. OCT. OCX. OCT. OCT. OCT. 8 8 8 8 8 8 8 8 242.13 274.40 301.26 291.04 188.67 338.34 389.41 389.65 FEDERAL RESERVE statistical release •f^ALKBS*. H.10 (512) OCTOBER 1 7 , 1986 FOREIGN EXCHANGE RATES f O B THE HE£K ENDING OCTOBER 1 7 , 1986 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: COUNTBI BONBTABX UNIT •AUSTBALIA AUSTRIA BBLGIUH BRAZIL CANADA CHINA.P.B. DBNBABX fINLAND fBANCB GEBHANI GBEECB HONG KOBG INDIA •IBBLABD ITALX JAPAB MALAYSIA NETHERLANDS * I W ZEALAND NOBBAX PORTUGAL SINGAPOBB •SOUTH A f f i l C A SOUTH KOBBA SPAIN S B I LANKA SBBDBS SHITZBBLAND TAIWAN THAILAND •UNITED KINGDOM DOLLAR SCHILLING f BANC CBUZADO DOLLAR XOAN KBOBB EABKKA fBANC D . BABK DRACHHA DOLLAR RUPEE POOBD LIBA IBB RINGGIT GUILDEB DOLLAB KBOBB BSCUDO DOLLAB BAND BOB PESETA BUPBB KBOBA fBANC DOLLAB BABT POOBD BBEOl fONITED STATES DOLLAB /rilHRRMrV OCT. H 0 L I D A X 13 OCT. UN TTS PER M I . L 1 1it 14 63. 57 13. 900 4 1 . 040 13. 84 1. 3887 3 . 7240 7 . 4490 4 9130 6 . 4680 1. 9750 133. 600 7 . 7995 12. 7600 137. 50 1367. 00 153. 97 2 . 6230 2 . 2325 5 0 . 300 7 . 2740 145. 350 2 . 1720 4 4 . 60 878. 30 131. 000 2 8 . 383 6 . 8155 1. 6155 3 6 . 670 2 6 . 100 1*3. 70 105. 25 OCT. 15 6 4 . 09 13.890 41.100 1 3 . 84 1. 3 8 9 3 3.7240 7.4470 4 . 87 QO 6.4670 1. 9740 133.350 7.7985 12.7900 137.80 1367.00 154.20 2.6190 2.2310 50.100 7.2740 1 4 5 . 150 2.1725 44.40 878.00 131.000 28.387 6.8160 1.6150 36.660 26.960 143. 95 105.24 OCT. 16 6 4 . 00 13. 887 41. 060 14. 09 1 . 3B93 3 . 7240 7. 4470 4 . 8360 b . 4690 1. 9755 133. 450 7. 8000 12. 8100 1 3 7 . 70 1367. 00 154. 25 2 . 6200 2 . 2JJ0 5 0 . 150 7 . 2840 145. 250 2 . 1725 4 4 . 60 8 7 8 . 10 1 3 1 . 190 2 8 . 387 6 . 8200 1. 6190 3 6 . 650 2 6 . 060 143. 75 105. 30 OCT. 17 63. 13. 41. 14. 78 890 030 09 1. 3903 3 . 7240 7 . 4490 4 . 8450 6 . 4700 1. 9750 1 3 3 . 700 7. 7975 1 2 . 8400 1 3 7 . 75 1 3 6 8 . 00 154. 23 2 . 6200 2 . 2320 4 9 . 700 7 . 2950 145. 800 2 . 1735 4 4 . 65 8 8 7 . 60 1 3 1 . 480 2 8 . 387 6 . 8270 1 . 6210 3 6 . 640 2 6 . 980 1 4 3 . 15 105.36 •IBDBZ Of HEIGH TED ATBBAG1 BICBANGB VALUE Of U . S . DC LLAB AGAINST CURRENCIES 01 OTHBB 6 - 1 0 C O M M I E S . .BABCH 1 9 7 3 * 1 0 0 . HEIGHTS ARE 1 9 7 2 - 7 6 GLOBAL TBADB OF EACH Of TBS 10 COBNIBIES. S E B I E S BBVISED AS 0 7 AUGUST 1 9 7 8 . f O B DESCRIPTION AID BACK DATA, SEE " f M D B I Of THE MEIGBTBD-AfEBAGB BXCBAB6B iALUB Of THB U . S . DOLLABS R E U S I O N " OB PAGE 7 0 0 Of THE AUGUST 1 9 7 8 fBDBBAL BBSBBTB BULLETIN. • f A L U B I S U . S . CENTS
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