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(516/517) Selected Interest Exchange Rates W e e kly Series o f Charts September 2,1980 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 GOVER N O R S 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 Weekly $15.00 per year or $.40 each in the United States, its possessions, Canada, and Mexico; 10 or 2. D A IL Y C E R T IF IE D S P O T EXCHANGE R A TE SH.10 RELEASE CHARTS 1. SPOT EXCHANGE RATE INDICES 2. 3-M ONTH FORW ARD EXCHANGE RATES 3. GOLD P R IC E -LO N D O N 4. C ALL MO NEY RATES 5. 3-M ONTH INTEREST RATES 6. EURO-DOLLAR DEPOSIT RATES 7. SELECTED EURO-DOLLAR AND U.S. MO NEY M A RK ET RATES 8. INTEREST ARB ITRA G E: 3-M ONTH FUNDS 9. LONG-TERM G O V ER N M EN T BOND Y IE L D S 10. IN D U S T R IA L STOCK INDICES 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 FO REIG N CUR R ENC IES AND W EIGHTED AVERAGE V A L U E S A VE R A G E S FOR WEEK ENDING W EDNESDAY RATIO SCALE MARCH 1973=100 (THIN LIN E ) RATIO SCALE MARCH 1973=100 120 120 100 - 80 FO REIGN PRICE 60 100 - I I I 1 1 OF 1 — 80 iiliiliiln iiliiliiln 60 CURRENCY l J.S. D O LL A R 100 80 60 1978 1980 1978 1980 CHART 2 3-M ONTH FORWARD EXCHANGE RATES PREMIUM <+) OR ( - ) AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER ANNUM PERCENT PER ANNUM 10+ ♦ 0 o+ o> i o+ c* r o r o o» 10+ o > o i 24 € 1978 1980 1978 1980 CHART 3 PRICE OF GOLD IN LONDON A VER A G E S FOR WEEK ENDING W ED N ESDA Y u.s. c PER FINE OUNCE U.S. DOLLARS PER FINE 800 800 750 750 700 700 650 650 600 800 550 550 500 500 450 450 400 400 350 35Q 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 12 8 8 4 0 12 4 0 12 8 4 8 + 0 4 4 0 1978 1980 1978 1980 CHART 5 3-MONTH INTEREST RATES WEEKLY SERIES PERCENT PER [NT PER ANNUM 20 20 16 16 U .S . CD’ S 12 12 8 8 WEIGHTED AVERAGE FOREIGN RATE 4 ll I l l l Im Im Im Im 4 18 14 14 10 10 6 6 16 2 12 12 8 8 4 4 0 1978 1980 1980 CHART 6 EURO-DOLLAR DEPOSIT RATES Lo ndo n AVERAGES FOR MEEK 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 12 12 8 8 4 4 1978 1980 1978 1980 CHART 7 SELECTED EURO-DOLLAR AND U. S. MONEY MARKET RATES DFFERENTIAL: P L U S M , FAVORS BORROWING IN U. S. AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER ANNUM PERCENT PER ANNUM 20 16 12 8 4 2 104 1 1 2 3 4 1978 t9B 0 "f** OM S U IT <*.■**• c CHART 8 INTEREST ARBITRAGE: 3-M ONTH FUNDS DIFFERENTIAL: P L U S W , INDICATES FAVOR DOLLAR ASSETS AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER ANNUM PERCENT PER ANNUM DIFFERENTIAL 1978 1 PERCENT ON DIFFERENTIAL SCALE = 2 PERCENT ON RATE SCALE + 0 1980 CHART 9 LONG-TERM GOVERNMENT BOND YIELDS WEEKLY SERIES P E R C E N T P E R Al ENT PER A N N U M 14 15 12 13 10 11 8 0 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 RATIO 1969= 140 120 100 80 RATIO SC A LE 1969=100 400 100 360 90 JAPAN 320 80 280 70 240 60 200 50 140 140 CANADA 120 DISCONTINUED SERIES 120 100 100 80 80 160 160 FRANCE GENERAL INDEX 140 140 120 120 100 100 80 80 1978 1980 LAST VALUE PLOTTED DATE VALUE SEPIES 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 INDICES, AUGAUG. AUG. AUG. AUG. AUG. AUG. AUG. AUG. 27 27 27 27 27 27 27 27 27 55.50 0-45016 50.95 237.46 86.26 23.90 60.07 3.44288 0.11677 AUG. AUG. AUG. AUG. AUG. AUG. AUG. AUG. AUG. 27 27 27 27 27 27 27 27 27 156.11 117.37 146.28 96.04 85.97 107.71 193.25 135.67 66.33 27 27 27 27 27 27 27 27 27 27 27 86.40 148.46 105.67 132.81 84.24 75.06 95.55 174.97 123.00 56.79 94.07 27 27 27 27 27 27 27 27 0..38 -5..00 2..35 -0..72 5..53 0..88 -0..66 -19..34 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 TUTCH GUILDER U.K- POUND CANADIAN DOLLAR FRENCH FRANC SWISS FRANC BELGIAN FRANC ITALIAN LIRA SWEDISH KRONA AUG. AUG. AUG. AUG. AUG. AUG. AUG. AUG. AUG. AUG. AUG. 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 AUG. AUG. AUG. AUG. AUG. AUG. AUG. AUG. LAST VALUE PLOTTED DATE VALUE SERIES NAME C H A R T 3. GOLD PRICE IN LONDON, AFTERNOON FIXING U.S. DOLLARS PER FINE OUNCE AUG. 27 636.79 AUG. AUG. AUG. AUG. AUG. AUG. AUG. AUG. JULY AUG. 27 27 22 15 22 22 22 22 25 22 10.03 9.57 17.13 9.45 9.00 8.20 11.56 11.50 10.05 5.32 AUG. AUG. AUG. AUG. AUG. AUG. AUG. 27 27 27 27 27 27 27 10.49 8.78 11.31 10.48 16.59 5.82 11.36 AUG. AUG. AUG. AUG. AUG. AUG. 27 27 27 27 27 27 9.57 9.72 10.43 11-54 11.91 12.04 C H A RT 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 J A P A N E S E BANK LOANS 8 DISCOUNTS CANA D I A N FINANCE PAPER I N T E R B A N K STERLING SWISS INTERBANK LOAN WEIG H T E D AVERAGE FOREIGN INTEREST RATE (G-10 COUNTRIES PLUS SWITZERLAND) CHART 6. E U R O -DOLLAR DEPOSIT RATES: LONDON CVERNIGHT 7-DAY 1— MONTH 3-MCNTH 6-MCNTH 1-YEAR CHART 7. SELECTED EURO-DOLLAR AND U.S. MONEY MARKET RATES OVER N I G H T EURO-DOLLAR DEPOSITS U.S. FEDERAL FUNDS EIFFSRENTIAL ADJ. FOR RE SERVE REQUIREMENTS AUG. AUG. AUG. 27 27 27 9.57 10.03 -0.46 3-MCNTH EURO-DOLLAR DEPOSIT RATE U.S. 90-DAY CD'S, SECONDARY MARKET DIFFERENTIAL AUG. AUG. AUG. 27 27 27 11.54 10.49 1.05 SERIES NAME CHART 8. INTEREST ARBITRAGE, LAST VALUE PLOTTED DATE VALUE 3 - MONTH FUNDS EURC-DOLLAR DEPOSIT INTERBANK STERLING (LONDON), COVERED DIFFERENTIAL AUG. 27 AUG. 27 AUG. 27 11..54 11..39 0..15 U.S. COMMERCIAL PAPER C ANADIAN FINANCE PAPER, COVERED DIFFERENTIAL AUG. 27 AUG. 27 AUG. 27 10..15 10..87 -0..72 EURC-DOLLAR DEPOSIT INTERBANK DM (FRANKFURT), COVERED DIFFERENTIAL AUG. AUG. AUG. 27 27 27 11..54 11..69 -0..15 EURO-DOLLAR DEPOSIT SWISS INTERBANK, COVERED DIFFERENTIAL AUG. 27 AUG. 27 AUG. 27 11..54 11..43 0..10 22 15 11.20 7.76 8.88 4.59 12.32 13.34 9.09 11.29 C H A RT 9. LONG TERM G O VERMENT BOND YIELDS UNITED STATES GERMANY JAPAN (MONTHLY) SWITZERLAND CANADA FRANCE NETHERLANDS UNITED KINGDOM AUG. AUG. JULY AUG. AUG. JUNE JULY AUG. 8 15 13 25 15 U. S. C O R P ORATE AAA BONDS EURC-DM BONDS EURO-DOLLAR BONDS CHART 10. 10.58 6.63 10.39 JUNE DEC. MAY INDUSTRIAL STOCK INDICES UNITED STATES JAPAN CANADA FRANCE UNITED KINGDOM SWITZERLAND GERMANY AUG. AUG. DEC. AUG. AUG. AUG. AUG. 22 22 29 1 22 22 15 132..79 316..71 113..81 146..90 117..13 78..05 97..01
@FedFRASER