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5 (516/517) °ATA °f C H file ' ^ o l i b r a r y * ' n m % 1 1 9 8 5 % Selected Interest & Exchange Rates Weekly Series of Charts October 28, 1985 DIVISION OF INTERNATIONAL FINANCE Prepared by the FINANCIAL MARKETS SECTION BOARD OF GOVERNORS FEDERAL RESERVE SYSTEM Washington, D C. 20551 - W 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 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 MARCH 197 = 100 CALE 1973=100 180 — FOREIGN CURRENCY PRICE OF U.S. DOLLAR JAPANESE YEN r — 160 140 f ~~ 120 100 " i l l l I 80 i 240 CANADIAN DOLLAR SWISS FRANC 200 - 160 140 120 - 100 160 GERMAN MARK 140 DUTCH GUILDER 120 100 - 80 h u 11 i 11111 70 100 FRENCH FRANC U.K. POUND 80 70 60 X W rJ ~ 50 40 60 BELGIAN FRANC - - ITALIAN LIRA 50 x A 40 yyj — 35 30 - I I 1983 25 I 1985 1983 1985 CHART 2 3-MONTH FORWARD EXCHANGE RATES PREMIUM (+) OR ( - ) AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER ANNUM PERCENT PER ANNUM 6 24 - CANADIAN DOLLAR ITALIAN LIRA - — - I I I I I I 11111111111 24 i 12 — A IU. K. POUND DUTCH GUILDER \ I I r^~ I 0 12 GERMAN MARK - \i / SWISS FRANC - - | | 0 16 FRENCH FRANC 12 JAPANESE YEN I I II I1 III 1983 1985 1983 1985 CHART 3 PRICE OF GOLD IN LONDON AVERAGES FOR WEEK ENDING WEDNESDAY U.S. DOLLARS PER FINE OUNCE U.S. DOLLARS PER FINE OUNCE 600 600 560 520 520 12.5 Kg BARS AFTERNOON FIXING PRICE 440 440 400 400 360 360 320 280 280 240 240 1982 1983 1984 1985 CHART 4 CALL MONEY RATES WEEKLY SERIES PERCENT PER ANNUM PERCENT PER ANNUM 24 24 FRANCE U. S. FEDERAL FUNDS JAPAN 20 SWITZERLAND - CANADA 1 — 16 12 jjy - - 1 1 1 1 1 1 . i l l ii h i l i i 4 20 16 - - GERMANY NETHERLANDS i 1983 1985 i i 1 1 1983 1 I l l l l l l l l l l 1985 12 CHART 5 3-MONTH INTEREST RATES WEEKLY SERIES PERCENT PER ANNUM PERCENT PER ANNUM 16 rr 14 12 CANADIAN FINANCE CO. PAPER U.S. CD'S 10 8 WEIGHTED AVERAGE FOREIGN RATE 6 16 14 12 U.K. INTERBANK STERLING GERMAN INTERBANK RATE 12 10 8 17 15 11 FRENCH INTERBANK RATE NETHERLANDS INTERBANK RATE JAPANESE GENSAKIRATE SWISS INTERBANK RATE 13 11 9 8 7 6 5 1983 1985 1983 1985 CHART 6 EURO-DOLLAR DEPOSIT RATES LONDON AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER ANNUM PERCENT PER ANNUM 24 24 - - 20 — 3-MONTH - OVERNIGHT 16 12 I I I I I I 4 24 - - 20 7-DAY 6-MONTH - - 16 \ 12 - 1-MONTH 1983 1-YEAR 1985 1983 1985 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 20 20 18 - 16 - 14 FEDERAL FUNDS 3-MONTH DASHED LINE 12 - 10 - E U R O - D O L L A R DEPOSITS OVERNIGHT 9 0 - D A Y CD S E U R O - D O L L A R DEPOSITS 6 - J—I—1111111111111111111 ii 111 I I I I I I I I I I — — DIFFERENTIAL DIFFERENTIAL - - / / W ^ V v / V 4 v ) ^rvy A/Vy~ ^\A I I I 11111111111 I I I I I I I I I I I 1983 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 1985 I I I I I I I I I I I I I I 1983 I I I I I I I I I I I 1985 CHART INTEREST ARBITRAGE: 3-MONTH FUNDS DIFFERENTIAL: P L U S H , INDICATES FAVOR DOLLAR ASSETS AVERAGES FOR WEEK ENDING WEDNESDAY :NT PER ANNUM PERCENT PER M 22 18 14 CANADIAN FINANCE CO. PAPER, COVERED EURO-DOLLAR DEPOSITS DASHED LINE 10 INTERBANK STERLING 6 COVERED LONDON U. S. COMMERCIAL PAPER 2 4 2 DIFFERENTIAL DIFFERENTIAL + 0 2 I I I 22 18 14 SWISS INTERBANK (SF) COVERED INTERBANK DM COVERED FRANKFURT 10 EURO-DOLLAR DEPOSITS 6 DASHED LINE EURO-DOLLAR DEPOSITS DASHED LINE 2 2 DIFFERENTIAL DIFFERENTIAL 0 - I 2 1983 1985 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 I I I 1983 I I I I I II I I I I I 1985 CHART 9 LONG-TERM GOVERNMENT BOND YIELDS WEEKLY SERIES PERCENT PER AN T PER ANNUM 19 19 CANADA UNITED STATES 15 - — 15 \ 11 11 I I I I I I I I II II II I I I I I I 7I I 7 9 15 SWITZERLAND UNITED KINGDOM 5 11 - I 7 13 I I l l l 1 13 MONTHLY GERMANY JAPAN 9 9 5 5 22 22 U. S. CORPORATE MONTHLY 18 18 FRANCE Aaa BONDS 14 14 NETHERLANDS MONTHLY 10 10 6 6 1983 1985 1983 1985 CHART 10 INDUSTRIAL STOCK INDICES WEEKLY SERIES RATIO SCALE 1969=100 RATIO SCALE 1969=100 260 220 180 140 - - UNITED STATES - UNITED KINGDOM Aa A a a - yvx /A/v - I 100 I I 260 220 180 NETHERLANDS 140 - 100 - A v V / FRANCE - >AA/ - - - y — 80 260 220 : 180 - 140 — I GERMANY V I - AVX/ SWITZERLAND - 100 80 I i i i I I I 11111111111 I i l l I h i l l I CANADA JAPAN 1983 1985 1983 1985 SERIES CHART 1. L A S T VALUE PLOTTED DATE VALUE NAME S P O T EXCHANGE BATES AND I N D I C E S WEEKLY A V E R A G E S , NOON BUYING BATES (U.S. CENTS) GERMAN MASK J A P A N E S E YEN DUTCH G U I L D E R U . K . POUND CANADIAN DOLLAR FRENCH FRANC S W I S S FRANC BELGIAN FRANC ITALIAN LIRA SWEDISH KRONA INDICES, MARCH 1 9 7 3 BASE BATES = WEIGHTED AVERAGE EXCHANGE VALUE I N D I C E S , ( G - 1 0 C O U N T R I E S P L U S SWITZERLAND) U . S . DOLLAR GERMAN MARK J A P A N E S E YEN DUTCH GUILDER U . K . POUND CANADIAN DOLLAR FRENCH FRANC S W I S S FRANC BELGIAN FRANC ITALIAN LIRA SWEDISH KRONA ' 3—MONTH FORWARD EXCHANGE R A T E S , CANADIAN DOLLAR U . K . POUND GERMAN MARK FRENCH FRANC S W I S S FRANC DUTCH G U I L D E R J A P A N E S E YEN ITALIAN LIRA 23 23 23 23 23 23 23 23 23 23 37.86 0.46382 33.55 142.79 73.27 12. 42 4 6 . 10 1.86895 0.05610 12.58 OCT. OCT. OCT. OCT. OCT. OCT. OCT. OCT. OCT. 23 23 23 23 23 23 23 23 23 106.50 121.44 96.32 57.75 73.02 55.95 148.31 73.65 31.87 23 23 23 23 23 23 23 23 23 23 23 130.60 138.64 157.28 120.28 68.80 89.37 66.16 186.20 90.41 36.61 67.84 23 23 23 23 23 23 23 23 -0.46 -3.29 3.45 -1.66 3.65 2.21 1.64 -5.31 100 GERMAN MARK J A P A N E S E YEN DUTCH G U I L D E R U. K . POUND CANADIAN DOLLAR FRENCH FRANC S W I S S FRANC BELGIAN FRANC ITALIAN LIRA CHART 2 . OCT. OCT. OCT. OCT. OCT. OCT. OCT. OCT. OCT. OCT. MAR 1 9 7 3 = 100 OCT. OCT. OCT. OCT. OCT. OCT. OCT. OCT. OCT. OCT. OCT. PREMIUM OR D I S C O U N T OCT. OCT. OCT. OCT. OCT. OCT. OCT. OCT. LAST VALUE PLOTT DATE VALUE S E R I E S NAME CHART 3 . SOLD P R I C E I N LONDON, AFTEHNOON F I X I N G OCT. 23 326.31 OCT. OCT. OCT. OCT. OCT. OCT. OCT. OCT. OCT. 23 23 23 23 23 23 23 23 23 8 . 14 7. 99 11.60 8 . 50 4. 47 6. 29 9 . 16 6.41 1.00 OCT. OCT. OCT. OCT. OCT. OCT. OCT. OCT. OCT. 23 23 23 23 23 23 23 23 23 7.91 4.78 6 . 34 8. 65 11.48 4. 50 9.20 5 . 86 7. 73 OCT. OCT. OCT. OCT. OCT. OCT. 23 23 23 23 23 23 7 . 99 7.99 7.99 8.08 8.20 8.52 OVERNIGHT EURO-DOLLAR D E P O S I T S U . S . FEDERAL FUNDS DIFFERENTIAL OCT. 2 3 OCT. 2 3 OCT. 23 7. 99 8 . 14 - 0 . 15 3-MONTH EURO-DOLLAR D E P O S I T RATE U . S . 9 0 - D A Y C D ' S , SECONDARY MARKET DIFFERENTIAL OCT. OCT. OCT. U.S. 4. DOLLARS PER F I N E OUNCE CALL HONEY RATES U . S . FEDERAL FUNDS OVERNIGHT EURO-DOLLAR D E P O S I T S U.K. CANADA GERMANY JAPAN FRANCE NETHERLANDS SWITZERLAND CHART 5 . 3-MONTH I N T E R E S T BATES U . S . 9 0 - D A Y C D ' S , SECONDARY MARKET GERMAN INTERBANK LOAN JAPANESE GENSAKI RATE CANADIAN FINANCE PAPER INTERBANK S T E R L I N G SWISS INTERBANK LOAN FRENCH INTERBANK BATE NETHERLANDS INTERBANK RATE WEIGHTED AVERAGE FOREIGN I N T E R E S T RATE ( G - 1 0 COUNTRIES PLUS SWITZERLAND) CHART 6 . EURO-DOLLAR D E P O S I T R A T E S : LONDON OVERNIGHT 7-DAY 1-MONTH 3-MONTH 6-MONTH 1-YEAR CHART 7 . SELECTED EURO-DOLLAR AND U . S . MONEY MARKET RATES 23 23 23 8. 08 7. 91 0 . 17 SERIES CHART 8 . L A S T VALUE PLOTTED DATE VALUE NAME INTEREST ARBITRAGE, 3-MONTH FUNDS EURO-DOLLAR D E P O S I T INTERBANK STERLING (LONDON) , DIFFERENTIAL D. S , COMMERCIAL PAPER CANADIAN F I N A N C E P A P E R , DIFFERENTIAL COVERED COVERED EURO-DOLLAR DEPOSIT INTERBANK DM ( F R A N K f U R T ) , DIFFERENTIAL COVERED EURO-DOLLAR D E P O S I T S W I S S I N T E R B A N K , COVERED DIFFERENTIAL CHART 9 . v 10. 8.08 8* 10 -0.02 OCT. QCTI OCT. 23 23 23 7.83 8*18 -CL35 OCT. OCT. OCT. 23 23 23 8.08 a! 27 -0.19 OCT. OCT! OCT. 23 23 23 8.08 a!19 - o l 12 OCT. 1 8 OCT. 18 JAN. OCT. 11 OCT. 4 AUG. 2 3 JUNE OCT. 18 23 6. 52 6. 29 4. 68 1 0 . 97 1 1 . 99 7. 39 9. 68 10. CORPORATE AAA BONDS CHART 23 23 23 LONG TERM GOVERMENT BOND Y I E L D S UNITED S T A T E S GERMANY JAPAN (MONTHLY) SWITZERLAND CANADA FRANCE NETHERLANDS (MONTHLY) UNITED KINGDOM U.S. OCT. OCT. OCT. SEPT. 11.07 STOCK I N D I C E S UNITED STATES UNITED KINGDOM OCT. OCT# 16 16 1 9 * . 00 227*53 GERM?!!Y OCT! 16 260^57 NETHERLANDS I f ; ™ USANCE OCll OCT. OCT. OCT. 16 16 16 16 16*:67 226.40 212.62 275.10 d A P A N j FEDERAL RESERVE statistical release H.10 (512) OCTOBER 2 5 , 1985 FOREIGN EXCHANGE RATES FOR THE SEEK ENDING OCTOBER 2 5 , 1985 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: MONETARY UNIT COUNTRY •AUSTRALIA AUSTRIA BELGIUM BRAZIL CAN ADA CHINA,P.R. DENMARK FINLAND FRANCE GERMANY GREECE BONG KONG INDIA •IRELAND ITALY JAPAN MALAYSIA MEXICO NETHERLANDS •NEW ZEALAND NORWAY PORTUGAL SINGAPORE •SOUTH AFRICA SOUTH KOREA SPAIN S R I LANKA SWEDEN SWITZERLAND TAIWAN TBAILAND • U N I T E D KINGDOM DOLLAR SCHILLING FRANC CRUZEIRO DOLLAR YUAN KRONE MARKKA FRANC D. MARK DRACHMA DOLLAR RUPEE POUND LIRA YEN RINGGIT PESO GUILDER DOLLAR KRONE ESCUDO DOLLAR RAND WON PESETA RUPEE KRONA FRANC DOLLAR BAHT POUND MEMO: •UNITED STATES DOLLAR OCT. 21 70. 30 18. 5 2 5 53. 400 8 2 7 5 . 00 1. 3 6 3 4 3. 0627 9. 5600 5. 6760 0370 6380 1 5 4 . 800 7. 7965 12*. 0 3 0 0 117. 35 1779. 50 2 1 5 . 70 4520 4 0 3 . 0000 9770 5 8 . 150 7 . 8880 163. 700 1335 38. 45 8 9 4 . 80 161. 150 2 7 . 417 7. 9300 1640 4 0 . 130 8. 2. 2. 2. 2. 2. 26. 600 143. 35 130.39 (CURRENCY U N I T S PER DOLLAR OCT. 22 OCT. 2 3 7 0 . 13 553 53. 550 8 3 1 0 . 00 1. 3 6 5 2 3. 0842 9. 5750 5. 6850 18. 8. 0600 2. 6 4 4 5 155. 250 7. 7960 0400 117. 25 1 7 8 2 . 00 2 1 6 . 10 4600 4 0 0 . 0000 9840 56. 350 7. 9225 1 6 4 . 000 1355 3 8 . 60 894. 70 161. 450 2 7 . 426 7. 9425 1730 4 0 . 110 26. 6 0 0 143. 05 12. 2. 2. 2. 2. 130.68 69.65 18.542 53.500 8345.00 1.3642 3.1057 9.5715 5.6800 8.0450 2.6380 155.250 7.7960 12.0100 117. 45 1781.00 215.90 2.4590 416.0000 2.9770 56.000 7.9250 164.000 2.1365 38.75 895.20 161.300 27.417 7.9510 2.1650 40.100 26.630 143.35 130.48 OCT. 24 6 9 . 87 18. 6 0 6 5 3 . 700 8 3 8 0 . 00 3b60 3 . 1275 9. 6150 5. 7000 8. 0 7 4 0 6505 155. 900 7. 8050 1. 2. 12. 0 0 0 0 116. 8 5 1 7 8 8 . 00 216. 7 0 2. 4 6 0 5 4 2 1 . 0000 2. 9 8 t i 5 5 6 . 400 7. 9340 1 6 5 . 200 1455 3 8 . 70 8 9 5 . 20 2. 162. 020 27. 426 7. 9600 1720 4 0 . 100 26. 7 0 0 1 4 2 . 10 2. 131.03 OCT. 25 69.92 18.594 53.790 8415.00 1.3672 3.1588 9.6250 5.6925 8.0850 2.6535 165.600 7.8010 12.0400 115.68 1790.00 214.90 2.4570 437.0000 2.9935 55.900 7.9400 165.000 2 . 1410 38.50 895.70 162.380 27.467 ' 7.9650 2 . 1750 NA 26.770 142.20 130.99 • I N D E X O F WEIGHTED AVERAGE EXCHANGE VALUE OF U . S . DOLLIB AGAINST C U R R E N C I E S OF OTHER G - 1 0 C O U N T R I E S . MARCH 1 9 7 3 = 1 0 0 . WEIGHTS ARB 1 9 7 2 - 7 6 GLOBAL TRADE OF EACH OF THE 1 0 C O U N T R I E S . S E R I E S R E V I S E D AS OF AUGUST 1 9 7 8 . FOR D E S C R I P T I O N AND BACK DATA, S E E " I N D E X OF THE 1 WEIGHTED-AVERAGE EXCHANGE VALUE OF THE U . S . DOLLAR: R E V I S I O N * ON PAGE 7 0 0 OF THE AUGUST 1 9 7 8 FEDERAL RESERVE B U L L E T I N . •VALUE I S 0 . S . CENTS
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