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(516/517) Selected Interest Exchange Rates W eekly Series o f Charts September 15,1980 DIVISION O F IN T E R N A T IO N A L F IN 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 PLO TTED 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 CHARTS 1. SPOT EXCHANGE RATE INDICES 2. 3-M ONTH FORW ARD EXCHANGE RATES 3. GOLD PRICE--LONDON 4. C ALL M O NEY RATES 5. 3-M ONTH IN TER EST RATES 6. EURO DOLLAR DEPOSIT RATES 7. SELECTED EUR O -DO LLA R AND U.S. M O NEY M A R K E T RATES 8. INTEREST A R B ITR A G E : 3-M ONTH FUNDS 9. LONG-TERM G O V E R N M E N T BOND Y IE LD S 10. IN D U S T R IA L STOCK IN D IC ES 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. 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 R A T IO SCALE M ARCH 1973=100 SCALE 1973=100 120 100 80 60 160 - 140 120 / V 200 “ J r 80 160 JAPANESE YEN 100 I I I l I I \ / - 120 iiliiliiliil lllllllllll 160 140 120 -\ 100 100 80 60 1978 1980 1978 1980 CHART 3 PRICE OF GOLD IN LONDON AVERAGES FOR WEEK ENDING WEDNESDAY U.S. D U.S. D OLLARS PER FINE .LARS PER FINE OUNCE 800 800 750 750 700 700 650 650 600 600 550 550 500 500 450 450 400 400 350 350 300 300 250 250 200 200 150 150 100 100 1977 1978 1979 1980 CHART 4 CALL MONEY RATES WEEKLY SERIES PERCENT PER NT PER ANNUM 20 20 16 16 OVERNIGHT EURO-DOLLARS 12 12 8 8 4 4 16 20 12 16 8 12 8 4 0 12 4 0 12 8 4 8 + 0 4 0 4 1978 1980 1978 1980 CHART 5 3-MONTH INTEREST RATES WEEKLY SERIES 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 A VE R A G E S FO R W EEK E N DING W E D N E S D A Y PERCENT PER AN :n t p e r a n n u m 20 20 16 16 12 12 8 8 4 4 20 20 16 16 12 12 8 8 4 4 20 20 16 16 12 12 8 8 4 4 1978 1980 1978 1980 CHART 7 SELECTED EURO-DOLLAR AND U. S. MONEY MARKET RATES DIFFERENTIAL: PLUS(+), FAVORS BORROWING IN U. S. AVERAGES FOR WEEK ENDING WEDNESDAY P ER C E N T PER ANN UM Io+ P ER C E N T PER ANNUM 1978 1 PERCENT ON D IFFERENTIAL SCALE = 2 PERCENT ON RATE SCALE 1980 1978 1980 CHART 8 INTEREST ARBITRAGE: 3-M O NTH FUNDS DIFFERENTIAL: PLUS(+), INDICATES FAVOR DOLLAR ASSETS AVERAGES FOR WEEK ENDING WEDNESDAY P ER C E N T PER ANNUM P E R C E N T PER ANN UM 2 DIFFERENTIAL 0 2 1978 1980 1 PE RC ENT ON D IF F E R E N T IA L S C A L E = 2 PERC ENT ON RATE S C A LE 1978 1980 CHART 9 LONG-TERM GOVERNMENT BOND YIELDS WEEKLY SERIES ENT PER ANNUM PERCENT PER Al 14 15 12 13 10 11 8 9 6 10 7 7 GERMANY 8 r 5 - 6 3 4 I I I l I. I 111111111 u 1 iiln liih i 17 16 14 ( \ 12 15 ~~ 13 FRANCE r J 11 10 1” — 8 9 ^ 6 " i n l _ NETHERLANDS I I l liiliiliiln 1 1 1 1 1 1 1 1 1 11 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 80 R A T IO SCALE 1969=100 400 100 360 90 JAPAN 320 80 280 70 240 60 200 50 140 140 120 120 100 100 80 80 160 140 120 100 80 1978 1980 1978 LAST VALUE PLOTTED DATS VALUE SERIES NAME 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 ITALIAN LIRA SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. 10 10 10 10 10 10 10 10 10 56.21 0.46073 51.69 241.02 86.00 24.18 61.33 3.50705 0.11809 SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. 10 10 10 10 10 10 10 10 10 158.13 120.63 148.39 97.48 85.72 108.96 197.31 138.20 67.08 10 10 10 10 10 10 10 10 10 10 10 85.29 148.94 107.23 133.39 84.67 74.00 95.70 176.89 123.20 56.86 94.03 10 10 10 10 10 10 10 10 0.98 -4.31 2.97 -0.37 6.25 0.84 -0.33 -12.79 INDICES, MARCH 1973 BASE RATES = 100 GERMAN MARK JAPANESE YEN DUTCH GUILDER U.K. POUND CANADIAN DOLLAR FRENCH FRANC SWISS FRANC BELGIAN FRANC ITALIAN LIRA 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. SEPT. SEPT. 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. LAST VALUE PLOTTED DATS VALUE SERIES NAME CHART 3. GOLD PRICE IN LONDON, AFTERNOON FIXING U.S. DOLLARS PER FINE OUNCE SEPT. 10 665.45 SEPT. 10 SEPT. 10 SEPT. 5 AUG. 29 SEPT. 5 SEPT. 5 SEPT. 5 SEPT. 5 AUG. 22 SEPT. 5 10.22 9.96 16.25 10.03 9.40 8.96 11.44 11.25 10.15 5.32 SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. 10 10 10 10 10 10 10 10.76 8.90 11.44 10.46 16.21 5.32 11.40 SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. 10 10 10 10 10 10 9.96 10.23 10.74 11.48 11.88 11.99 CHART 4. CALL MONEY RATES U.S. FEDERAL FUNDS OVERNIGHT EURO-DOLLAR DEPOSITS U.K. 2-DAY LOCAL AUTHORITY DEPOSITS CANADA GERMANY EURC-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 (G-10 COUNTRIES PLUS SWITZERLAND) CHART 6. EURO-DOLLAR DEPOSIT RATES: LONDON OVERNIGHT 7-DAY 1-MCNTH 3-MCNTH 6-MCNTH 1-YEAR CHART 7. SELECTED EURO-DOLLAR AND U.S. MONEY MARKET RATES O VERN IGHT EURO-DOLLAR DEPOSITS U.S. FEDERAL FUNDS DIFFERENTIAL ADJ. FOR RESERVE REQUIREMENTS SEPT. SEPT. SEPT. 10 10 10 9.9-6) 10.22? -0*285 3-MCNTH EURO-DOLLAR DEPOSIT RATE U.S. 90-DAY CD'S, SECONDARY MARKET DIFFERENTIAL SEPT. SEPT. SEPT. 10 10 10 is®.m t t . m SERIES NAME LAST VALUE PLOTTED DATE VALUE CHART 8. INTEREST ARBITRAGE, 3-MONTH FUNDS EURC-DOLLAR DEPOSIT INTERBANK STERLING (LONDON) , COVERED DIFFERENTIAL SEPT. SEPT. SEPT. 10 10 10 11.48 11.73 -0.25 U.S. COMMERCIAL PAPER CANADIAN FINANCE PAPER, COVERED DIFFERENTIAL SEPT. 10 SEPT. 10 SEPT. 10 10.40 11.47 -1.07 EURO-DOLLAR DEPOSIT INTERBANK DM (FRANKFURT), COVERED DIFFERENTIAL SEPT. 10 SEPT. 10 SEPT. 10 11.48 11.94 -0.46 EURC-DOLLAR DEPOSIT SWISS INTERBANK, COVERED DIFFERENTIAL SEPT. 10 SEPT. 10 SEPT. 10 11.48 11.66 -0.18 5 29 11.19 7.97 8.88 4.74 12.40 13.34 9.40 11.62 CHART 9. 1CNG TERM GOVERMENT BOND YIELDS UNITED STATES GERMANY JAPAN (BONTHLY) SHIT2EPLAND CANADA FRANCE NETHERLANDS UNITED KINGDOM SEPT. AUG. JULY AUG. AUG. JUNE AUG. AUG. 22 29 13 22 29 0. S. CORPORATE AAA BONDS EURC-DM BONDS EURO-DOLLAR BONDS JUNE DEC. JULY 10.58 6.63 9.99 CHART 10. INDUSTRIAL STOCK INDICES UNITED STATES JAPAN CANADA FRANCE UNITED KINGDOM SWITZERLAND GERMANY 5 SEPT. SEPT. 5 DEC. 29 AUG. 1 SEPT. 5 C SEPT. AUG. 29 133.65 317.60 1 13.81 146.90 116.68 79.05 95.24
@FedFRASER