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J (616/517) ^ DATA FIUE LIBRARr f e d e r a l reserve B A M fl£ 1 % CHICAGO Selected Interest & Exchange Rates Weekly Series of Charts October 9,1984 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 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 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 140 JAPANESE YEN 140 - 120 100 80 80 120 240 — SWISS FRANC CANADIAN DOLLAR 100 I 200 — 80 70 - | | 60 | 11111111111 160 || | | | | | | | | | — GERMAN MARK 140 l 120 - V / I I I I 11111111111 , 11,1111117 " i l l I I I — - - U.K. POUND 70 V y V - I FRENCH FRANC - - 80 - 70 I 60 I 50 40 100 — 80 60 - - 120 100 DUTCH I GUILDER J I - — ^ 100 80 ~ l / ^ I l l I I I 50 - 11111111111 11 lii hill i I I I I I I 40 140 70 120 L 100 BELGIAN FRANC - 60 — 50 - 40 - 35 i - 30 iiliilnlii iiliilnlii 25 — | 80 70 - - 60 50 - ITALIAN LIRA - — | || | | | I | | ,|lllllllllll | | [ 1982 1984 I I I I I 1982 I 1984 CHART 2 3-MONTH FORWARD EXCHANGE RATES PREMIUM (+) OR (-) AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER ANNUM CENT PER ANNUM 24 - CANADIAN DOLLAR ITALIAN LIRA - - - v v w v 7 " ih~ 11111111111 11111111111 —i — a/L J |J. K. POUND .. - K — DUTCH GUILDER ' III I I III III11111111111 15 I I i ill i hili i I SWISS FRANC - GERMAN MARK I I I FRENCH FRANC JAPANESE YEN 1982 1984 1982 1984 CHART 3 PRICE OF GOLD IN LONDON AVERAGES FOR WEEK ENDING WEDNESDAY U.S. DOLLARS PER FINE OUNCE U.S. DOLLARS PER FINE OUNCE 600 600 550 550 12.5 Kg BARS AFTERNOON FIXING PRICE 500 500 450 400 - 350 - - 450 - 400 350 300 - 300 250 I 1981 1982 ' 1 1 1 I I I I I 1983 250 1984 CHART 4 CALL MONEY RATES WEEKLY SERIES PERCENT PER ANNUM PERCENT PER ANNUM 28 24 24 - - 20 V 20 \ yA - 8 - 4 FRANCE - U. S. FEDERAL FUNDS 16 12 A ^ 16 zr irtAJL - 12 - JAPAN - I I I I I I iilnliilii Illllllllll i i i i i i 24 CANADA 20 EURO-SWISS FRANC A 16 J\ " — I I I iilnliilii 12 Illllllllll 20 16 U. K. 2-DAY LOCAL AUTHORITY GERMANY - I EURO-DM " - I 1982 1984 I I I I 1982 I Illllllllll 1984 12 CHART 5 3-MONTH INTEREST RATES WEEKLY SERIES T PER ANNUM PERCENT PER Ah 22 24 18 20 U.S. CD S CANADIAN FINANCE CO. PAPER 14 16 10 12 WEIGHTED AVERAGE FOREIGN RATE 6 8 20 16 16 U K INTERBANK STERLING 12 GERMAN INTERBANK RATE 12 8 8 4 11 12 I SWISS INTERBANK RATE 9 IV - 8 JAPANESE BANK LOANS AND DISCOUNTS 7 4 - 5 I 1982 1984 I I I I 1982 I 0 1984 CHART 6 EURO-DOLLAR DEPOSIT RATES LONDON AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER ANNUM PERCENT PER ANNUM 24 OVERNIGHT 3-MONTH 7-DAY 6-MONTH 1-MONTH 1-YEAR 1982 1984 1982 1984 CHART! SELECTED EURO-DOLLAR AND U. S. MONEY MARKET RATES DIFFERENTIAL: PLUS(+), FAVORS BORROWING IN U. S. AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER ANNUM CENT PER ANNUM 26 22 FEDERAL FUNDS 18 3-MONTH E U R O - D O L L A R DEPOSITS 4 - 0 - 14 OVERNIGHT 90-DAY CD S E U R O - D O L L A R DEPOSITS l/V / I I I 1I I 1I I 1I I 1 I 1I 11I I I I 1 I I I I I I I I I I I - 10 I I I I I I I I I I I DIFFERENTIAL I jWl DIFFERENTIAL ?lNryVvi^v| u I I I 11111111111 1982 1 PERCENT ON DIFFERENTIAL SCALE = 2 PERCENT ON RATE SCALE A/vAy\/vui — I I I I I I I I I I Ii 1984 i i I I 1982 I I I I I I I I I I III II I I I I I I I I 1984 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 28 EURO-DOLLAR DEPOSITS DASHED LINE 20 CANADIAN FINANCE CO. PAPER, COVERED 12 S INTERBANK STERLING 7 U COVERED LONDON , U. S. COMMERCIAL PAPER ^ i — - DIFFERENTIAL — DIFFERENTIAL 7 y W v ~ i i " k y V W I i A y I v / > " S y - I 4 28 - SWISS INTERBANK (SF) COVERED INTERBANK DM 20 COVERED FRANKFURT EURO-DOLLAR DEPOSITS D A S H E D LINE I—DASHED LINE I I I DIFFERENTIAL ~l 1984 1 PERCENT ON DIFFERENTIAL S C A L E = 2 PERCENT ON RATE S C A L E I I . . . I DIFFERENTIAL AMI 1982 aVV% - i Vi EURO-DOLLAR DEPOSITS^. Jl J I I L i . i ^VKavvvA i 1982 i .ii 1111111 ii 1984 • 12 CHART 9 LONG-TERM GOVERNMENT BOND YIELDS WEEKLY SERIES PERCENT PER Al :NT PER ANNUM 19 19 CANADA UNITED STATES - j\j 15 y - 11 11 i 7 i I i I I 11 lii hill i UNITED KINGDOM SWITZERLAND 5 11 i 7 i i I I I I I I I I I I 11111111111 I I I I 1 13 MONTHLY GERMANY JAPAN - 9 9 I 5 22 7 9 15 13 15 U. S. CORPORATE I I I I I I I I 11111111111 I I I I I 5 22 MONTHLY FRANCE 18 18 Aaa BONDS 14 14 10 10 NETHERLANDS MONTHLY 6 J_L ill ill11 1982 i u r n ii 111 1984 6 1982 1984 CHART 10 INDUSTRIAL STOCK INDICES WEEKLY SERIES RATIO SCALE 1969=100 RATIO SCALE 1969=100 UNITED STATES JAPAN - 210 170 UNITED KINGDOM 130 - . A FRANCE yy\*/ - - /V\ 90 - - I 70 / — I lllllllllll lllllllllll lllllllllll I 190 150 - 110 ^ AAZVX 7 GERMANY - - - I 70 SWITZERLAND I I I I I — — 180 140 100 NETHERLANDS I JI W v \ jr ~~ - - — Y 80 60 CANADA . - I I I I I 1982 I lllllllllll 1984 - I I I 1982 1984 200 LAST VALDE PLOTTED DATE VALUE SERIES NAME CHART 1. SPOT EXCHANGE RATES AMD 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 ITALIAN LIRA SWEDISH KRONA INDICES, MARCH 1973 BASE RATES = OCT. OCT. OCT. OCT. OCT. OCT. OCT. OCT. OCT. OCT. 32.84 0.40646 29. 15 124. 14 75.99 10.70 39. 79 1.62065 0.05295 11.59 100 GERHAH MARK JAPANESE YEN DUTCH GUILDER U.K. POUND CANADIAN DOLLAR FRENCH FRANC SWISS FRANC BELGIAN FRANC ITALIAN LIRA WEIGHTED AVERAGE EXCHANGE VALUE INDICES, MAR fG-10 COUNTRIES PIUS SWITZERLAND) U.S. DOLLAR GERMAN MARK JAPANESE YEN DUTCH GUILDER U. K. POUND CANADIAN DOLLAR FRENCH FRANC SWISS FRANC BELGIAN FRANC ITALIAN LIRA SWEDISH KRONA 3 3 3 3 3 3 3 3 3 3 OCT. 3 OCT. , 3 OCT. 3 OCT. 3 OCT. 3 OCT. 3 OCT. 3 OCT. 3 OCT. 3 1973 92.38 106.42 83.68 50.21 75. 74 48.23 128.02 63.86 30.08 100 OCT. OCT. OCT. OCT. OCT. OCT. OCT. OCT. OCT. OCT. OCT. 3 3 3 3 3 3 3 3 3 3 3 146.52 130.31 150.13 113.98 65.14 102.48 62.01 175.66 85.59 37.92 68.45 3 3 3 3 3 3 3 3 -0.73 0.89 5.72 - 0. 08 6.411 5.23 5.23 -4.54 CHART 2. 3-MONTH FORWARD EXCHANGE BATES, PREMIUM OR DISCOUNT COUNT CANADIAN DOLLAR U.K. POUND GERMAN MARK FRESCH FRANC SWISS FRANC DUTCH GUILDER JAPANESE YEN ITALIAN LIRA OCT. OCT. OCT. OCT. OCT. OCT. OCT. OCT. e S E R I E S NAME L A S T VALUE PLOTTED DATE VALUE CHART 3. GOLD PRICE IN L O N D O N , AFTERNOON FIXING U.S. . DOLLARS PER FINE OUNCE CALL OCT. 3 34 5. 63 3 OCT. OCT. 3 OCT. 5 SEPT. 21 OCT. 5 OCT. 5 OCT. 5 5 OCT. 1 JAN. OCT. 5 11.20 10.99 10.50 11.77 5.60 5.40 6.50 1 1.38 10.30 5.67 MONEY R A T E S U.S. FEDERAL FUNDS O V E R N I G H T EURO-DOLLAR L E P C S I T S U. K. CANADA GERMANY EURO-DM JAPAN FRANCE NETHERLANDS E U R O - S W I S S FRANC CHART 5. 3-MONTH INTEREST BATES U . S . 9 0 - D A I C D ' S , SECONDARY MARKET G E R M A N INTERBANK LOAN J A P A N E S E BANK L O A N S 6 DISCCUNTS C A N A D I A N F I N A N C E PAPER INTERBANK STERLING SWISS I N T E R B A N K LOAN W E I G H T E D A V E R A G E FOREIGN INTEREST RATE iG-10 C O U N T R I E S PLUS S W I T Z E R L A N D ) CHART b. EURO-DOLLAR OCT. CCT. OCT. OCT. CCT. OCT. OCT. 3 3 3 3 3 3 3 10. 99 5 96 1131 12. 12 10. 73 5. 13 8. 80 OCT. OCT. OCT. OCT. OCT. OCT. 3 3 3 3 3 3 10.99 11.01 1 1.09 1 1.41 1 1.61 1 1.90 DEPOSIT RATES: LONDON OVERNIGHT 7-DAY 1-MONTH 3-MONTH 6-MONTH 1-1EAR 7. SELECT ED EURO-DOLLAR AND U.S. MONEY MARKET &ATES O V E R N I G H T EURO-DOLLAR DEPOSITS U.S. FEDERAL FUNDS D I F F E R E N T I A L ADJ. FOR RESERVE R E Q U I R E M E N T S OCT. OCT. OCT. 3 3 3 10.99 1 1.20 -0.21 3 - M O N T H EURO-DOLLAR DEPOSIT RATE U.S. 9 0 - D A I CD'S, SECONDARY MARKET DIFFERENTIAL OCT. OCT. OCT. 3 3 3 1 1.41 10.99 0.42 SERIES NAME LAST VALUE PLOTTED DATE VALUE CHABT 8. INTEREST ARBITRAGE, 3-MONTH FUNDS EURO-DOLLAR DEPOSIT INTERBANK STERLING (LONDON), COVERED DIFFERENTIAL OCT. OCT. OCT. 3 3 3 11.41 11.64 -0.23 U.S. COMMERCIAL PAPEB CANADIAN FINANCE PAPEB, COVERED DIFFERENTIAL OCT. OCT. OCT. 3 3 3 10.73 11.37 -0. 64 EURO-DOLLAR DEPOSIT INTERBANK DM (FRANKFURT), COVERED DIFFERENTIAL OCT. OCT. OCT. 3 3 3 1 1.41 11.77 -0. 36 EURO-DOLLAB DEPOSIT SBISS INTERBANK, COVERED DIFFERENTIAL OCT. OCT. OCT. 3 3 3 11.41 11.62 -0.21 SEPT. SEPT. MARCH SEPT. SEPT. JUNE MAI SEPT. 28 14 12. 46 7. 59 6. 64 4. 79 12. 48 13. 90 8. 52 10. 01 CHART 9. LONG TEEM GOVBRMENT BOND YIELDS UNITED STATES GERHANY JAPAN (MONTHLY) SWITZERLAND CANADA FBANCB NETHERLANDS (MONTHLY) UNITED KINGDOM 14 21 29 28 U.S. COBPOBATE AAA BONDS EURO"*DOLLAR BONDS CHART 10. STOCK INDICES UNITED STATES UNITED KINGDOM CANADA GERMANY SWITZERLAND NETHERLANDS FRANCE JAPAN 13.44 10.29 JULY NOV. SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. 26 26 26 26 26 26 26 26 173.50 191.05 234.38 157.24 124.96 164.66 180.12 218.04 FEDERAL RESERVE statistical release •f<4LRt> .• GCT013E* H.10 (512) 5, 1984 FOREIGN EXCHANGE RATES FOR T H E KEEK v ENDING OCTOBER 5, 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 currencies: COUNTRY MONETARY OMIT •AUSTRALIA DOLLAR SCHILLING AUSTRIA FRANC BELGIUM CRUZEIRO BRAZIL DOLLAR CANADA YUAN CHINA,P.R. KRONE DENMARK MARKKA FINLAND FRANC FRANCE D. MARK GERMANY DRACHMA GREECE DOLLAR HONG KONG RUPEE INDIA POUND 4&RELAND SHEKEL ^BRABL LIRA ITALY YEN JAPAN RINGGIT MALAYSIA PESO MEXICO GUILDER NETHERLANDS DOLLAR •NEI Z E A L A N D KRONE NORWAY PESO PHILIPPINES BSC U DO PORTUGAL DOLLAR SINGAPORE RAND *SOUTH AFRICA HON SOOTH KOREA PESETA . SPAIN RUPEE SRI LANKA KRONA SHEDEN FRANC , SWITZERLAND DOLLAR TAINAN BAHT THAILAND •UNITED KINGDOM P O U N D BOLIVAR VENEZUELA MEMO: IUNITED S T A T E S DOLLAR OCT. C U R R E N C Y DMI S EES DCLLAB) CCT. OCT. 83.20 21.480 62.050 2329.00 1.3172 2.6055 11.0550 6.3650 9.3850 3.0615 126.500 7.8130 11.9500 101.30 NA 1897.00 246.40 2.3710 200.5000 3.4435 48.700 8.8300 NA 161.250 2.1675 59.50 817.30 171.250 25.813 8.6450 2.5230 39.210 23.020 123.75 NA 83.20 21.390 61.740 2329.00 1.3146 2.6055 11.0190 6.3300 9.3350 3.0420 125.250 7.8200 11.9200 101.65 NA 1887.00 246.00 2.3770 199.7500 3.4305 48.750 8.8130 NA 162.500 2.1650 59.50 818.30 171.370 25.783 8.6215 2.5095 39.180 23.020 124.00 NA 147.05 146.45 1978 F E D E R A L R E S E R V E B U L L E T I N . •VALUE IS U.S. C E N T S 1 83.37 21.200 61.200 2368.00 1.3119 2.5820 10.9225 6.2825 9.2600 3.0160 125.300 7.8165 11.8700 102.65 NA 1870.00 245.75 2.3780 200.0000 3.4000 48.950 8.7525 NA 162.500 2. 1655 60.20 818.30 169.650 25.753 8.5850 2.4950 39.160 23.020 124.95 NA 145.49 OCT. 83.23 21.340 61.450 2368.00 1.3143 2.6079 10.9800 6.3240 9.2950 3.0275 125.60C 7.8160 11.9000 101.95 NA 1882.00 246.20 2.4025 200.5000 3.4160 48.800 8.7850 NA 162.500 2.1700 59.43 817.30 170.750 25.783 8.6100 CC1. 83.30 21.410 61.780 2368.00 1.3187 2.6079 11.0370 6.3305 9.3625 3.0500 124.800 7.8180 11.9200 101.45 NA 1889.00 246.95 2.4400 200.6500 3.4380 48.790 8.8190 NA 161.500 2.1675 59.20 818.30 170.750 25.783 8.6460 2.5210 2.5080 39.140 23.020 124.70 NA 39.120 23.020 123.75 NA 146.01 146.83
@FedFRASER