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(5 1 6 / 5 1 7 ) Selected Interest 8. Exchange Rates W eekly Series of Charts October 3, 1983 DIVISION OF I N T E R N A T I O N A L FIN A N C E Prepared by the F IN A N C IA L M A R K E T S S E C T IO N BOARD O F GOVERNORS F E D E R A L R E S E R V E SYSTEM Washington, D .C . 20551 Table o f Contents TABLES SUBSCRIPTION RATES: 1. LATEST FIGURES PLOTTED 2. DAILY CERTIFIED SPOT EXCHANGE RATES-H.10 RELEASE 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 collectible at par in U.S. Currency. 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=100 120 100 80 60 50 45 80 70 60 50 40 1981 1983 1981 1983 CHART 2 3-MONTH FORWARD EXCHANGE RATES PREMIUM (+ ) OR ( - ) AVERA GES FOR WEEK ENDING W EDNESDAY PERCENT PER ANNUM PERCENT PER ANNUM 1981 1983 1981 1983 CHART 3 PRICE OF GOLD IN LONDON AVERAGES FOR WEEK ENDING WEDNESDAY U.S. [ 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 28 24 24 20 20 16 16 1 2 1 2 8 8 4 4 0 24 24 20 20 16 16 1 2 1 2 8 8 4 4 + 0 + 0 24 20 20 16 16 1 2 1 2 8 8 4 0 4 1981 1983 1981 1983 CHART 5 3-MONTH INTEREST RATES WEEKLY SERIES NT PER ANNUM PERCENT PER 22 24 18 20 14 16 10 1 2 6 20 8 16 16 1 2 8 12 8 - 4 16 1 2 12 8 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 1 2 1 2 8 8 4 4 24 24 20 20 16 16 12 1 2 8 8 4 4 24 24 20 2C 16 16 1 2 1 2 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 26 26 22 18 14 1 0 6 3 2 1 +o i 1 2 3 4 1981 1 PERCENT ON D IF F E R E N T IA L SCALE 1983 = 2 PERCENT ON RATE SCALE 1981 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 28 20 1 2 4 2 + 0 2 4 28 20 1 2 4 2 + 0 2 1 PERCENT ON D IF F E R E N T IA L SCALE = 2 PER C EN T ON RATE SCALE CHART 9 LONG-TERM GOVERNMENT BOND YIELDS WEEKLY SERIES 19 19 15 15 1 1 1 1 7 7 15 9 1 1 5 1 7 13 13 9 9 5 5 22 22 16 18 14 14 1 0 1 0 6 6 1981 1983 1981 1983 CHART 10 INDUSTRIAL STOCK 'NDICES WEEKLY SERIES RATIO SCALE 1969=100 RATIO SCALE 1969=100 1981 1983 1981 1983 SERIES NAME LAST VALUE PLOTTED DATE VALUE CHART 1 . SPOT EXCHANGE RATES AND INDICES WEEKLY AVERAGES, NOON BUYING RATES ( U . S . CENTS) GERMAN MARK JAPANESE YEN DUTCH GUILDER U . K . POUND CANADIAN DOLLAR FRENCH FRANC SWISS FRANC BELGIAN FRANC I T A L I A N LIRA S EP T. SEPT. SE PT . S EP T. SEPT . SEPT . SEPT. SEPT . S EP T. 28 28 28 28 28 28 28 28 28 37.66 0.41835 3 3.6 6 150.00 81.11 12.43 46.59 1.86049 0.06215 SEPT . SEPT. SEPT . SEPT. SEPT . SEPT . SEPT . SEPT . SEPT . 28 28 28 28 28 28 28 28 28 105.94 109.54 96.62 60.67 80.85 5 6.0 0 149.88 73.31 35.3! 28 28 28 28 28 28 28 28 28 28 28 129.27 136.44 13 8.8 6 119 .64 72.00 98.87 65.63 186.67 89 . 2 ? 4 0.5 3 64. 14 28 28 28 28 28 28 28 28 0.39 0.19 3.91 -4 .5 3 5 .1 7 3.41 2.81 -8.24 INDIC ES , MARCH 1973 BASE RATES = 100 GERMAN MARK JAPANESE YEN DUTCH GUILDER U . K . POUND CANADIAN DOLLAR FRENCH FRANC SWISS FRANC BELGIAN FRANC I T A L I A N LIRA WEIGHTED AVERAGE EXCHANGE VALUE I N DI CE S , MAR 1973 * 100 ( G—10 COUNTRIES PLUS SWITZERLAND) U . S . DOLLAR GERMAN MARK JAPANESE YEN DUTCH GUILDER U . K . POUND CANADIAN DOLLAR FRENCH FRANC SWISS FRANC BELGIAN FRANC I T A L I A N LIRA SWEDISH KRONA SEPT. SEPT . SEPT. SE PT . SEPT. SE PT . SEPT. SE PT . SE PT . SEPT. SE PT . CHART 2 . 3-MONTH FORWARD EXCHANGE RATES, PREMIUM OR DISCOUNT CANADIAN DOLLAR U . K . POUND GERMAN MARK FRENCH FRANC SWISS FRANC DUTCH GUILDER JAPANESE YEN I T A L I A N LIRA SE PT . SEPT. S EP T . SEPT. SEPT. SEPT., SEPT. SE PT . SERIES NAME LAST VALUE PLOTTEt DATE VALUE C H A R T 3 . GOLD PRICE IN LONDON, AFTERNOON F I X IN G U . S . DOLLARS PER FINE OUNCE S E P T . 28 41 2.3 2 CHART 4 . CALL MONEY RATES U . S . FEDERAL FUNDS OVERNIGHT EURO-DOLLAR DEPOSITS U.K. CANADA GERMANY EURO-DM JAPAN FRANCE NETHERLANDS EURO-SWISS FRANC SE PT . SE PT . SE PT . SE PT . SEPT. SEPT. SE PT . SEPT. JAN. SEPT. 28 28 23 9 23 30 23 23 1 30 P.04 9.09 9 .8 8 9.46 5.5 0 5.0 9 6.63 12.25 10 .3 0 1.78 SE PT . SE PT . SE PT. SEPT. SE PT . SEPT. SEPT. 28 28 28 28 28 28 28 9.22 5.7 8 6.78 9 .3 2 9.5 1 4.5 2 8.4 0 SEPT. SEPT. SEPT. SEPT. SEPT. S EP T . 28 28 28 28 28 28 9.09 9.58 9.44 9.50 9.71 10.00 OVERNIGHT EURO-DOLLAR DEPOSITS U . S . FEDERAL FUNDS DIFFERENTIAL A D J . FOR RESERVE REQUIREMENTS S E P T . 28 S E P T . 28 S E P T . 28 9.09 9.04 0.05 3-MONTH EURO-DOLLAR DEPOSIT RATE U . S . 90-DAY C D ' S , SECONDARY MARKET DIFFERENTIAL S EP T. 28 S E P T . 28 S E P T . 28 9.50 9.22 0.28 CHART 5 . 3-MONTH INTEREST RATES U . S . 90-DAY C D ' S , SECONDARY MARKET GERMAN INTERBANK LOAN JAPANESE BANK LOANS £ DISCOUNTS CANADIAN FINANCE PAPER INTERBANK STERLING SWISS INTERBANK LOAN WEIGHTED AVERAGE FOREIGN INTEREST RATE ( G—10 COUNTRIES PLUS SWITZERLAND) CHART 6 . EURO-DOLLAR DEPOSIT RATESs LONDON OVERNIGHT 7-DAY 1-MO NTH 3 -MO NTH 6-MONTH 1—YEAR CHART 7 . SELECTED EURO-DOLLAR AND U . S . MONEY MARKET RATES SERIES NAME CH ART . LAST VALUE PLOTTED DATE VALUE INTEREST AR8ITRAGE, 3—MONTH FUNDS EURO-DOLLAR DEPOSIT INTERBANK STERLING (LONDON), COVERED DIFFERENTIAL SEPT. ?8 SEPT. 28 SE PT . 28 9.5 0 9.71 -0 .2 1 U . S . COMMERCIAL PAPER CANADIAN FINANCE PAPER, COVERED DIFFERENTIAL S EP T . 28 SEPT. 28 SE PT . 28 9.03 9.72 -0.69 EURO-DOLLAR DEPOSIT INTERBANK DM (FRANKFURT), COVERED DIFFERENTIAL SEPT. 28 SEPT. 28 S E P T . 28 9.50 9 .7 5 -0 .2 5 EURO-DOLLAR DEPOSIT SWISS INTERBANK, COVERED DIFFERENTIAL S EP T . 28 SE PT . 28 SE PT . 28 9.50 9 .7 5 -0.25 SEPT. SE PT . AUG. SEPT. S EP T . JULY FEB. SEPT. 11 .5 9 8 .3 7 7 .5 5 4 .7 3 12.09 14.32 8.20 9 .7 9 CHART 9 . LONG TERM GOVERMENT BOND YIELDS UNITED STATES GERMANY JAPAN (MONTHLY) SWITZERLAND CANA DA FRANCE NETHERLANDS (MONTHLY) UNITED KINGDOM 23 16 16 9 8 23 U S . CORPORATE AAA BONDS EURO-DOLLAR BONDS CHART 10 . STOCK INDICES UNITED STATES UNITED KINGDOM CANADA GERMANY SWITZERLAND NETHERLANDS FRANCE JAPAN 12.51 9 .9 0 AUG. APRIL SEPT. S EP T. SE PT . SEPT. SEPT . SEPT . SEPT. SEPT. 21 21 21 21 21 21 21 21 175.31 155 .0 0 254.71 135.31 112.93 135.12 137.35 181.27
@FedFRASER