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S H H O e (516/517) u t t 0 t R 0 L f bm< S Cfi, Si * CHU- Selected Interest & Exchange Rates Weekly Series of Charts September 13,1982 DIVISION OF INTERNATIONAL FINANCE Prepared by the FINANCIAL MARKETS SECTION BOARD OF GOVERNORS FEDERAL RESERVE SYSTEM Washington, D C. 20551 *0y 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 SCALE MARCH 1 9 7 3 = 1 0 0 RATIO SCALE MARCH 1 9 7 3 = 1 0 0 JAPANESE YEN FOREIGN CURRENCY PRICE OF U.S. DOLLAR - p/v - — I IIIIIIIIII 120 240 — — U.K. POUND 100 : A v / v ^ ' ^ A : , 200 - ' X1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 I L I L L II1 1i iI I I 1 I i i I i i l i i I i i I I I 1 160 80 - — - SWISS FRANC - 140 120 60 180 DUTCH GUILDER - X y - - 160 - 140 - 120 GERMAN MARK | || 100 I IIIIIIIIII I IIIIIIIIII 120 100 CANADIAN DOLLAR - — 80 - FRENCH FRANC I 60 160 — 140 — I I I I I i i l l Mi i l l i — - y ' V - 120 ; 100 - — BELGIAN FRANC - \ A - ITALIAN LIRA 80 I I I I I 1980 I i i i i i i i i i n 1982 1980 1982 CHART 2 3-MONTH FORWARD EXCHANGE RATES PREMIUM (+) OR ( - ) AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER ANN T PER ANNUM — 6 ITALIAN LIRA - - + 0 W - CANADIAN DOLLAR 6 I I III I I I 6 + 0 U. K. POUND 6 DUTCH GUILDER 12 12 SWISS FRANC GERMAN MARK 6 + 0 6 + 0 6 FRENCH FRANC JAPANESE YEN 12 1980 1982 1980 1982 CHART 3 PRICE OF GOLD IN LONDON AVERAGES FOR WEEK ENDING WEDNESDAY U.S. DOLLARS PER FINE OUNCE U.S. DOLLARS PER FINE OUNCE 800 800 750 750 700 700 650 650 600 600 550 550 500 500 12.5 Kg BARS 450 AFTERNOON FIXING PRICE 450 400 400 350 350 300 300 250 250 200 200 150 150 i 100 1979 1980 i I i i l i i I i i 1981 I I I I I I I I I I I 1982 100 CHART 4 CALL MONEY RATES WEEKLY SERIES PERCENT PER ANNUM PERCENT PER ANNUM 28 28 U. S. FEDERAL FUNDS U. K. 2-DAY LOCAL AUTHORITY I I I III I I I ! I CANADA EURO-SWISS FRANC A M / / NETHERLANDS GERMANY FRANCE JAPAN 1980 EURO-DM 1982 1980 1982 CHART 5 3 - M O N T H INTEREST RATES WEEKLY SERIES PERCENT PER AN NT PER ANNUM 20 20 U . S . CD S 16 16 12 12 U.K. INTERBANK STERLING WEIGHTED AVERAGE FOREIGN RATE 8 8 Illlllllll 4 4 20 26 GERMAN INTERBANK RATE CANADIAN FINANCE CO. PAPER 22 16 18 12 14 8 10 4 6 0 12 16 JAPANESE BANK LOANS AND DISCOUNTS - - 8 12 - A SWISS INTEFtBANK RATE 8 J l 4 1980 1982 I I I 1980 I Illllllllll y W - 4 Illllllllll 0 1982 CHART 6 EURO-DOLLAR DEPOSIT RATES LONDON AVERAGES FOR WEEK ENDING WEDNESDAY PERI PERCENT PER AN NT PER ANNUM 24 20 16 12 8 OVERNIGHT 3-MONTH 7-DAY 6-MONTH 1-MONTH 1-YEAR 4 24 20 16 12 8 4 24 20 16 12 8 4 1980 1982 1980 1982 CHART 7 SELECTED EURO-DOLLAR AND U. S. MONEY MARKET RATES DEFERENTIAL: RLUSM, FAVORS BOflROWHG IN U. S. AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER ANNUM PERCENT PER ANNUM 26 26 3-MONTH E U R O - D O L L A R DEPOSITS FEDERAL FUNDS I f 90-DAY CD' S OVERNIGHT E U R O - D O L L A R DEPOSITS I I I I I U / V V a 1 OFFEREHTIAL DIFFERENTIAL 2 3 11 I I I 1 1 1 1980 1 PERCENT ON DIFFERENTIAL SCALE = 2 PERCENT ON RATE SCALE 1982 I I 11111111111 I 1980 11111111111 1962 4 CHART 8 INTEREST ARBITRAGE: 3-MONTH FUNDS DIFFERENTIAL: PLUS<+), INDICATES FAVOR DOLLAR ASSETS AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER ANNI T PER ANNUM 28 EURO-DOLLAR DEPOSITS DASHED LINE )i' J ' 12 INTERBANK STERLING Jjf V w\ v y i i j. ' 20 i CANADIAN FINANCE CO. PAPER. COVERED U. S. COMMERCIAL PAPER COVERED LONDON I I I 4 I 11111111111 4 DIFFERENTIAL DIFFERENTIAL - 2 - + 0 llllllllllllllll 2 1 1 1 11111111111 11111111111 28 SWISS INTERBANK (SF) COVERED INTERBANK DM COVERED FRANKFURT 20 12 EURO-DOLLAR DEPOSITS EURO-DOLLAR DEPOSITS DASHED LINE DASHED LINE I ill ill I I I I I I i I I lllll I I I IIlllll II 4 DIFFERENTIAL DIFFERENTIAL — I IIIII 1980 1982 1 P E R C E N T 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 iilii hill! " i l l 1980 1982 CHART 9 LONG-TERM GOVERNMENT BOND YIELDS WEEKLY SERES PERCENT PER ANNUM PERCENT PER ANNUM 19 e UNITED STATES 15 Aaa BONDS — - - WK / \ 15 \ - A/ - #, — 11 EURO-DOLLAR BONDS I 7 I I I I Illllllllll I e 11 1 1 1 1 1 1 UNITED KINGDOM f \ w i 7 ILLLLLLLLLL i wX l/V/W i I I V V A 9 SWITZERLAND — \ _ 7 — -"vA - I I I - I 5 1 13 13 MONTHLY JAPAN - - 9 — \ — I I I I I I n h . l u l n I A GERMANY -yJ 5 IIIIMIIIIM — | 15 e MONTHLY y 11 # 19 U.S. CORPORATE I I I I I iiliiliilii NETHERLANDS 1980 1982 1980 9 - FRANCE CANADA - 1982 5 CHART 10 INDUSTRIAL STOCK INDICES WEEKLY SERIES RATIO 1969= RATIO S 196$ ALE 0 180 160 140 120 100 UNITED STATES I I I I II I I I I I 80 140 GERMANY 120 V\ 100 • v V"*\ v / V UNITED KINGDOM 80 i I i I I I I 11 I 1111111 140 FRANCE SWITZERLAND 120 100 80 140 120 100 NETHERLANDS CANADA 80 60 1980 1982 1980 1982 " SERIES NAME LAST VALUE PLOTTED DATE VALUE CHART ,* 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 ITALIAN LIRA SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. 8 8 8 8 8 8 8 8 8 40. 36 38800 36. 82 172. 86 80. 73 14. 42 47. 38 2. 09986 07149 SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. 8 8 8 8 8 8 8 8 8 113.53 101.59 105.71 69.91 80.47 64.98 152.43 82.75 40.61 8 8 8 8 8 8 8 8 8 8 8 119.49 137. 64 119.08 123.28 78.63 92.02 72.29 178.22 94.94 44.08 82.16 8 8 8 8 8 8 8 8 -2.55 0.80 3.46 -9.24 7. 66 3.54 4.22 -9.47 0. 0. INDICES, MARCH 1973 BASE RATES = 100 GERMAN MARK JAPANESE YEN DUTCH GUILDER U.K. POUND CANADIAN DOLLAR FRENCH FRANC SWISS FRANC BELGIAN FRANC ITALIAN LISA WEIGHTED AVERAGE EXCHANGE VALUE INDICES, 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 ITALIAN LIRA SWEDISH KRONA SEPT. SEPTSEPT. SEPT. SEPT. SEPT. SEPT. SEPT. . SEPT. SEPT. SEPT. 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 ITALIAN LIRA SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. SERIES NAME LAST VALUE PLOTTED DATE VALUE CHART 3- GOLD PRICE IN LONDON, AFTERNOON FIXING U.S. DOLLARS PER FINE OUNCE 8 455. 55 SEPT. 8 SEPT. 8 SEPT. 3 SEPT. 3 SEPT. 3 AUG. 27 SEPT. 3 SEPT. 3 1 JAN* AUG. 27 10.14 10.44 11.00 15.56 8.00 7.88 7.13 14.13 10.30 1.25 SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. 8 8 8 8 8 8 8 10.56 8.24 7.28 14.00 10.85 3.77 10.36 SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. 8 8 8 8 8 8 10.44 10. 67 11.04 11.53 12.49 12.88 SEPT. 4. CALL MONEY RATES U.S. FEDERAL FUNDS OVERNIGHT EURO-DOLLAR DEPOSITS U.K. 2-DAY LOCAL AUTHORITY DEPOSITS CANADA GERMANY EURO-DM JAPAN FRANCE NETHERLANDS EURO-SWISS FRANC 5. 3-MONTH INTEREST RATES U.S. 90-DAY CD'S, SECONDARY MARKET GERMAN INTERBANK LOAN JAPANESE BANK LOANS 6 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-MONTH 3-MONTH 6-MONTH 1-YEAR . SELECTED EURO-DOLLAR AND U.S. MONEY MARKET RATES OVERNIGHT EURO-DOLLAR DEPOSITS U.S. FEDERAL FUNDS DIFFERENTIAL ADJ. FOR RESERVE REQUIREMENTS SEPT. SEPT. SEPT. 8 8 8 10.44 10.14 0.30 3-MONTH EURO-DOLLAR DEPOSIT RATE U.S. 90-DAY CD'S, SECONDARY MARKET DIFFERENTIAL SEPT. SEPT. SEPT. 8 8 8 11.53 10. 56 0.97 SERIES NAME LAST VALUE PLOTTED DATE VALUE CHART 8. INTEREST ARBITRAGE, 3-MONTH FUNDS EURO-DOLLAR DEPOSIT INTERBANK STERLING (LONDON), COVERED DIFFERENTIAL SEPT. SEPT. SEPT. 8 8 8 11. 53 11. 67 -0. 14 U.S. COMMERCIAL PAPER CANADIAN FINANCE PAPER, COVERED DIFFERENTIAL SEPT. SEPT. SEPT. 8 8 8 10. 28 11. 36 -1. 09 EURO-DOLLAR DEPOSIT INTERBANK DM (FRANKFURT) , COVERED DIFFERENTIAL SEPT. SEPT. SEPT. 8 8 8 11. 53 11. 78 -0. 25 EURO-DOLLAR DEPOSIT SWISS INTERBANK, COVERED DIFFERENTIAL SEPT. SEPT. SEPT. 8 8 8 11. 53 11. 51 0. 02 SEPT. 3 AUG. 27 JULY JUNE 11 3 SEPTJULY 9 1 JAN. SEPT. 3 12. 69 8. 81 8. 34 5. 00 14. 16 15. 96 11. 12 10. 66 CHART 9. LONG TERM GOVERMENT BOND YIELDS UNITED STATES GERMANY JAPAN (MONTHLY) SWITZERLAND CANADA FRANCE NETHERLANDS UNITED KINGDOM U.S. CORPORATE AAA BONDS EURO-DOLLAR BONDS CHART 10. AUG. JUNE 13. 71 13. 41 SEPT. SEPT. SEPT. SEPT. SEPT, SEPT. SEPT. SEPT. 123.48 127.87 159.78 95. 96 82.34 82. 15 101.23 141.36 STOCK INDICES UNITED STATES UNITED KINGDOM CANADA GERMANY SWITZERLAND NETHERLANDS FRANCE JAPAN FEDERAL RESERVE statistical release He 10 (512) [[[[I SEPTEMBER 13, 1982 FOREIGN EXCHANGE RATES FOR THE WEEK ENDING SEPTEMBER 10, 1982 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 followinfgnoon buying rate in New York City for cable transfers payable in foreign currencies: COUNTRY ARGENTINA •AUSTRALIA AUSTRIA BELGIUM BRAZIL CANADA CHILE CHINA, P.Re COLOMBIA DENMARK FINLAND FRANCE GERMANY GREECE HONG KONG INDIA INDONESIA IRAN •IRELAND ISRAEL ITALY JAPAN MALAYSIA MEXICO NETHERLANDS •NEW ZEALAND NORWAY PERU PHILIPPINES PORTUGAL SINGAPORE •SOUTH AFRICA SOUTH KOREA SPAIN SRI LANKA SWEDEN SWITZERLAND THAILAND •UNITED KINGDOM VENEZUELA MONETARY UNIT PESO DOLLAR SCHILLING FRANC CRUZEIRO DOLLAR PESO YUAN PESO KRONE MARKKA FRANC D. MARK DRACHMA DOLLAR RUPEE RUPIAH RIAL POUND SHEKEL LIRA YEN DOLLAR PESO GUILDER DOLLAR KRONE SOL PESO ESCUDO DOLLAR RAND WON PESETA RUPEE KRONA FRANC BAHT POUND BOLIVAR • VALUE IN <J.S. CENTS # SEP. L I 6 CURRENCY UNITS PER DOLLAR) SEP. 8 SEP. 7 24100.00 96.73 17.380 47.550 198.13 1.2410 57.000 1.9440 65.700 8.6850 4.7505 6.9975 2.4735 70.000 6.0600 9.6100 662.75 NA 139.00 28.910 1395.50 257.45 2.3500 88.0000 D 2.7115 73.180 6.8550 757.50 8.6075 87.500 2.1490 87.57 744.90 111.660 20.920 6.1500 2.1060 23.000 172.78 4.3030 24100.00 96.40 17.490 47. 860 198.13 1.2369 57.000 1.9440 65.700 8.7475 4.7670 7.0225 2.4880 70.500 6.0720 9.6100 662.75 NA 137.85 28.890 1405.00 259.50 2.3540 117.0000 2.7230 72.750 6.8740 757.50 8.6075 87.500 2.1510 86.75 744.90 112.350 20.920 6.1900 2.1250 23.000 172.10 4.3030 SEP. 24100.00 96.52 17.500 47.750 198.13 1.2330 57.000 1.9440 65.700 8.7725 4.7775 7.0250 2.4810 70.560 6.0800 9.6200 662.75 NA 138.25 29.030 1401.50 258.65 2.3550 127.0000 2.7200 72.850 6.8750 757.50 8.6075 86.900 2.1520 87.20 744.90 112.600 20.920 6.1775 2.1140 23.000 172.80 4.3030 SEP. 10 24000.00 96.08 17.610 48.230 202.29 1.2385 60.000 1.9440 65.700 8.9800 4.8025 7.0900 2.5050 71.040 6.1050 9.6500 662.75 NA 136.55 28.960 1411.00 262.65 2.3600 110.0000 2.7450 72.500 6.9375 769.04 8.6700 87.800 2.1615 86.65 744.90 113.350 20.920 6.2600 2.1440 23.000 171.25 4.3000
@FedFRASER