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(516/517 ) Selected Interest Exchange Rates W eekly Series o f Charts October 6. 1980 DIVISION OF INTERNATIONAL FINANCE Prepared by the F IN A N C IA L MARKETS SECTION BOARD OF GOVERNORS FEDERAL RESERVE SYSTEM Washington, D.C. 20551 Table o f Contents TABLES SUBSCRIPTION RATES: 1. LATEST FIG URES PLOTTED Weekly $15.00 per year or $.40 each in the United 2. D A IL Y C E R T IF IE D SPOT EXCHANGE RATES-H.10 RELEASE 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 CHARTS 1. SPOT EXCHANGE RATE INDICES 2. 3-M O N TH FORW ARD EXCHANGE RATES 3. GO LD PR IC E -LO N D O N 4. C A L L M O N EY RATES 5. 3-M O N TH INTERES i ATES -6. EURO-DO LLAR DEPOSIT RATES 7. SELECTED EURO-DOLLAR A ND U.S. M O NEY M A RK ET RATES 8. INTER EST A RBITRAGE: 3-M ONTH FUNDS 9. LONG-TERM G O VER NM 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 R A T IO MARCH SCALE R A T IO 1973=100 M ARCH SCALE 1973=100 120 120 100 100 80 60 - FOREIGN CURRENCY PRICE OF U.S. DOLLAR J_L 80 60 180 - 120 160 140 - 100 120 100 200 160 120 160 140 120 100 1978 1980 1978 1980 CHART 2 3-MONTH FORWARD EXCHANGE RATES PREMIUM (+) OR ( - ) AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER ANNUM PERCENT PER ANNUM 12 6 + 0 6 1978 1980 1978 1980 CHART 3 PRICE OF GOLD IN LONDON AVERAGES FOR WEEK ENDING WEDNESDAY U.S. c U .S . D O L L A R S P E R F IN E ( _ L A R S P E R F IN E O U N C E 800 800 750 750 700 700 650 650 600 600 550 550 12.5 Kg BARS A F T E R N O O N F IX IN G P R IC E 500 500 450 450 400 400 350 350 300 300 250 250 200 200 150 150 100 100 1977 1978 1979 1980 CHART 4 CALL MONEY RATES WEEKLY SERIES 20 20 16 16 12 12 8 8 4 4 16 20 12 16 8 12 4r 8 0 4 12 0 12 8 4 8 + 0 4 4 0 1978 1980 1978 1980 CHART 5 3-MONTH INTEREST RATES WEEKLY SERIES ANNUM P E R C E N T P ER 20 20 16 16 12 12 8 8 4 4 18 14 14 10 10 6 6 16 2 12 12 8 8 4 0 4 1978 1980 1978 1980 CHART 6 EURO-DOLLAR DEPOSIT RATES Lo n d o n AVERAGES FOR WEEK ENDING WEDNESDAY 20 20 16 16 12 12 8 8 4 4 20 20 16 16 12 12 8 8 4 4 20 20 16 16 I2 12 8 8 4 4 1978 1980 1978 1980 CHART 7 SELECTED EURO-DOLLAR AND U. S. MONEY MARKET RATES DIFFERENTIAL: PLUS(+)f FAVORS BORROWING IN U. S. AVERAGES FOR WEEK ENDING WEDNESDAY PER C EN T PER ANNUM Io+ P E R C E N T PER ANNUM 1 PERCENT ON DIFFERENTIAL SCALE = 2 PERCENT ON RATE SCALE CHART 8 INTEREST ARBITRAGE: 3-MONTH FUNDS DIFFERENTIAL: PLUS(+), INDICATES FAVOR DOLLAR ASSETS AVERAGES FOR WEEK ENDING WEDNESDAY P ER C E N T PER ANNUM PER C E N T PER ANN UM 20 16 12 8 4 0 2 + 0 2 4 DIFFERENTIAL - ;i hi hii nil 1 111 1ii ji 1978 1 PERC ENT ON D IF F E R E N T IA L SC A LE = 2 PERCENT ON RATE S C A LE 1980 0 CHART 9 LONG-TERM GOVERNMENT BOND YIELDS WEEKLY SERIES 14 15 12 13 10 11 8 9 6 10 7 8 5 6 3 4 1 7 16 17 14 15 12 13 10 11 8 9 6 7 14 13 12 11 10 9 8 7 6 5 1978 1980 1978 1980 CHART 10 INDUSTRIAL STOCK INDICES WEEKLY SERIES R A T IO 1969= 140 120 100 BO 400 - 360 JAPAN 320 280 240 200 l l I nliiliilii nliiliilii 140 CANADA 120 D IS C O N T IN U E D S E R IE S 100 80 160 160 FRANCE GENERAL INDEX 140 140 120 120 100 100 80 80 1978 1980 LAST VALUE PLOTTED DATE VALUE SERIES NAME CHART 1. SPOT EXCH AN GE RATES AND INDICES WEEKLY AVERAGES, NOON BU YING RATES (U.S- CENTS) GE RHAN MARK JAPANESE YEN EUTCH GUILDER U.K. POUND CA NA DI AN DOLLAR ERENCH FRANC SWISS FRANC EELGIAN FRANC ITAIIAN LIRA OCT. OCT.OCT. OCT. OCT. OCT. OCT. OCT. OCT. 1 1 1 1 1 1 1 1 1 55.34 0.47244 50.96 239.18 85.50 23.87 60.68 3. 4 5 2 5 9 0.11613 OCT. OCT. OCT. OCT. OCT. OCT. OCT. OCT. OCT. 1 1 1 1 1 1 1 1 1 155.68 123.70 146.28 96.74 85.22 107.54 195.21 136.05 65. 97 1 1 1 1 1 1 1 1 1 1 1 85.90 147.17 110.99 132.17 84.53 73.99 94.91 175.97 121.92 56.18 94.33 1 1 1 1 1 1 1 1 1..77 -2..23 4..54 0.,97 7..39 3..18 0..98 -11..00 I N DI CE S, MARCH 1973 BASE RATES = 100 GERMAN MARK JA P A N E S E YEN EUTCH GUILDER U.K. POUND CA NA DI AN DOLLAR ERENCH FRANC SWISS FRANC EELGIAN FRANC ITAIIAN LIRA WE IG H T E D AVERAGE EX CH AN GE V A LU E INDICES, (G-10 COUN TR IE S PLUS SWITZERLAND) U.S. DOLLAR GERMAN MARK JAPANESE YEN DUTCH GUILDER U.K. POUND CANADIAN DOLLAR ER ENCH FRANC SWISS FRANC B E L G I A N FRANC ITAL IA N LIRA SWEDISH KRONA T 2. 3-MO NT H F O R W A R D E X CH AN GE RATES, CA N A D I A N DOLLAR U.K. POUND GERMAN MARK ERENCH FRANC SWISS FRANC DUTCH GUILDER J A PA NE SE YEN ITAIIAN LIRA MAR 1973 = 100 OCT. OCT. OCT. OCT. OCT. OCT. OCT. CCT. OCT. OCT. OCT. PREM IU M OR D I S C OU NT OCT. OCT. OCT. OCT. OCT. OCT. OCT. OCT. SERIES NAME LAST VALUE PLOTTED DATE VALUE CHART 3. GCLD PRICE IN LCNDCN, AETERNOON FIXING U.S. DOLLARS PER FINE CUNCE OCT. 1 684.90 OCT. OCT. SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. 1 1 26 19 26 19 26 26 12 19 12.38 11.97 16.00 10.65 8.90 8.43 11.44 11.50 10.30 2.95 CCT. OCT. OCT. OCT. OCT. OCT. OCT. 1 1 1 1 1 1 1 12.35 8.95 11.50 11.11 15.72 5.80 11.54 OCT. OCT. OCT. OCT. OCT. OCT. 1 1 1 1 1 1 11.97 12.65 12.71 13.25 13.45 13.29 CHART 4. CALL MONEY RATES U.S. FEDERAL FUNDS OVERNIGHT EURO-DOLLAR DEPOSITS U.K. 2-DAY LOCAL AUTHORITY DEPOSITS CANADA GERMANY EUBC-DM JAPAN FRANCE NETHERLANDS EURO-SWISS FRANC CHART 5. 3-MONTH INTEREST RATES U.S. 90-DAY CD'S, SECONDARY MARKET GERMAN INTERBANK LOAN JAPANESE BANK LOANS S DISCOUNTS CANADIAN FINANCE PAPER INTERBANK STERLING SWISS INTERBANK LOAN WEIGHTED AVERAGE FOREIGN INTEREST RATE <9-10 COUNTRIES PLUS SWITZERLAND) CHART 6. EURO-DOLLAR DEPOSIT RATES: LONDON OVERNIGHT 7-DAY 1-MCNTH 3-MCNTH 6— MONTH 1-YEAR CHART 7. SELECTED EURC-DCLIAR AND U.S. MONEY MARKET RATES OVERNIGHT EURO-DOILAR DEPOSITS U.S. FEDERAL FUNDS DIFFERENTIAL ADJ. FOR RESERVE REQUIREMENTS CCT. OCT. OCT. 1 1 1 11.97 12.38 -0.41 3-MCNTH EUBO-DOLLAR DEFOSIT RATE U.S. 90-DAY CD'S, SECONDARY MARKET DIFFERENTIAL OCT. CCT. OCT. 1 1 1 13.25 12.35 0.90 SERIES SAME LAST VALUE PLOTTE DATE VALUE CHART 8. INTEREST ARBITRAGE, 3-MONTH PONDS EURC— DOLLAR DEPOSIT INTERBANK STERLING (LONDON), COVERED LIFEERSNTIAL OCT. OCT. OCT. 1 1 1 13..25 13..40 -0,.15 U.S. COMMERCIAL PAPER CANADIAN FINANCE PAPER, COVERED DIFFERENTIAL OCT. OCT. OCT. 1 1 1 12..12 12,.93 -0..91 EUBC-DCLLAR DEPOSIT INTERBANK EM (FRANKFORT), COVERED DIFFERENTIAL OCT. OCT. OCT. 1 1 1 13..25 13.,59 -0..34 EURO-DOLLAR DEPOSIT SWISS INTERBANK, COVERED DIFFERENTIAL OCT. OCT. OCT. 1 1 1 13..25 13..29 -0..04 SEPT. SEPT. AUG. SEPT. SEPT. JUNE SEPT. SEPT. 26 12 11.82 8.13 9.09 4.90 12.69 13.34 9.99 11.16 CHART 9. LONG TERM GOVERMENT BOND YIELDS UNITED STATES GERMANY JAPAN (MONTHLY) SWITZERLAND CANADA FRANCE NETHERLANDS UNITED KINGDOM 19 19 13 12 26 0. S. CORPORATE AAA BONDS EURC-DM BONDS EURC-DOLLAR BONDS AUG. DEC. JULY 11.64 6.63 9.99 CHART 1C. INDUSTRIAL STOCK INDICES UNITED STATES JAPAN CANADA FRANCE UNITED KINGDOM SWITZERLAND GERMANY SEPT. SEPT. DEC. SEPT. SEPT. SEPT. SEPT. 26 26 29 5 26 26 26 138.51 319.03 113.81 153.60 115.13 77.07 95.31
@FedFRASER