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(5 1 6 / 51 7 ) Selected Interest Exchange Rates W eekly Series o f Charts September 22,1980 DIVISION O F IN T E R N A T IO N A L F IN A N C E Prepared by the FINANCIAL MARKETS SECTION 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 2. D A IL Y C ER T IF IE D SPOT EXCHANGE R ATES- 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 H.10 RELEASE CHARTS 1. SPOT EXCHANGE RATE INDICES 2. 3-M ONTH FORWARD EXCHANGE RATES 3. GOLD PRICE--LONDON 4. C A LL M O NEY RATES 5. 3-M ONTH INTEREST RATES 6. EURO DOLLAR DEPOSIT RATES 7. SELECTED EURO D O LLA R A ND U.S. MO NEY M A RK ET RATES 8. INTEREST A RB 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 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 SCALE 1973=100 R A T IO SCALE MARCH 1973=100 120 100 80 60 160 140 120 H 100 100 80 - 1978 1980 60 CHART 2 3-MONTH FORWARD EXCHANGE RATES PREMIUM (+) OR ( - ) AVERAGES FOR WEEK ENDING WEDNESDAY 6 + 0 + 0 24 6 6 6 + 0 + 0 6 6 12 12 18 12 12 6 6 + 0 0 6 12 + 0 6 6 + 0 12 6 1978 1980 1978 1980 CHART 3 PRICE OF GOLD IN LONDON AVERAGES FOR WEEK ENDING WEDNESDAY U .S . c LLARS PER FINE OUNCE U .S . D O L 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 AFTERNOON FIXING PRICE 500 500 450 450 400 400 350 350 300 300 250 250 200 200 150 150 100 100 1077 1078 1979 1980 CHART 4 CALL MONEY RATES WEEKLY SERIES 20 20 16 ie 12 12 8 8 4 4 16 12 16 8 12 6 4 0 12 4 8 0 12 4 8 + 0 4 4 0 1978 1980 1978 1980 CHART 5 3-MONTH INTEREST RATES WEEKLY SERIES PER C EN T PER ANNUM P E R C E N T P ER A N N U M 1978 1980 1978 198a CHART 6 EURO-DOLLAR DEPOSIT RATES Lo n d o n AVERAGES FOR WEEK END IMG WEDNESDAY ENT PER A N N U M P E R C E N T P E R AN 20 20 16 16 12 12 8 8 4 4 20 20 16 16 7-D AY 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(+)f FAVORS BORROWING IN U. S. AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER ANNUM PER C EN T PER ANNUM 2 o+ 1 1 2 3 4 1978 1 PERCENT ON D IF F E R E N T IA L SCALE = 1900 2 PERCENT ON RATE SCALE 1978 1980 CHART 8 INTEREST ARBITRAGE: 3-MONTH FUNDS DIFFERENTIAL: PLUS(+), INDICATES FAVOR DOLLAR ASSETS AVERAGES FOR WEEK ENDING WEDNESDAY :n t per P E R C E N T P E R AN annum 20 20 16 16 12 12 8 8 4 4 0 4 0 2 2 + 0 + 0 2 2 20 20 16 16 12 12 8 8 4 4 2 2 4 DIFFERENTIAL + 0 DFFERENTIAL + 0 I L l. 2 1978 1980 PERCENT ON DIFFERENTIAL SCALE = 2 PERCENT ON RATE SCALE I l I 1978 2 1980 CHART 9 LONG-TERM GOVERNMENT BOND YIELDS WEEKLY SERIES 14 15 12 13 10 1 1 8 9 8 10 7 8 5 8 3 4 1 7 18 17 14 15 12 13 10 1 1 8 9 8 7 14 13 12 1 1 10 9 8 7 8 5 1978 1980 CHART 10 INDUSTRIAL STOCK INDICES WEEKLY SERIES R A T IO 1969=' 140 120 100 80 400 360 320 280 240 200 140 120 100 80 160 140 120 100 80 1978 1980 1978 1980 SERIES LAST VALUE PLOTTED DATE VALUE NAME CHART 1. SEOT 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, SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. 17 17 17 17 17 17 17 17 17 56.14 0.47005 51.63 240.00 85.84 24.16 61.31 3.50018 0.11801 SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. 17 17 17 17 17 17 17 17 17 157.93 123.07 148.23 97.07 85.55 108.85 197.24 137.92 67.04 17 17 17 17 17 17 17 17 17 17 17 85.17 148.52 109.53 133.10 84.18 73.77 95.48 176.63 122.82 56.75 93.83 17 17 17 17 17 17 17 17 1.07 -3.62 3.29 -0.17 6.34 1.11 -0.04 -11.44 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. C H A R T 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 CHA R T LAST VALUE PLOTTED DATE VALUE NAME 3. GOLD PRICE IN LONDON, AFTERNOON FIXING O.S. DOLLARS PER FINE OUNCE SEPT. 17 673.40 SEPT. SEPT. SEPT. SEPT. SEPT. SE°T. SEPT. SEPT. AUG. SEPT. 17 17 12 12 12 12 12 12 22 12 10.64 10.73 16.38 9.90 9.40 8.74 11.38 11.25 10.15 2.40 SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. 17 17 17 17 17 17 17 11.25 9.02 11.45 10.74 15.70 5.57 11.47 SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. 17 17 17 17 17 17 10.73 10.65 11.06 11.86 12.29 12.31 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 O.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 (3-10 COUNTRIES PLUS SWITZERLAND) C H A R T 6. E U R O — D O L L A R D E P O S I T RATES: LONDON OVERNIGHT 7-DAY 1-MCNTH 3-MCNTH 6-MCNTH 1-YEAR CHART 7. 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. 17 17 17 10.73 10.64 0.09 3-MCNTH EURO-DOLLAR DEPOSIT RATE O.S. 90-DAY CD'S, SECONDARY MARKET DIFFERENTIAL SEPT. SEPT. SEPT. 17 17 17 11.86 11.25 0.61 SERIES NAME LAST VALUE PLOTTED DATE VALUE CHART 8. INTEREST ARBITRAGE, 3-MCNTH FUNDS EURC-DCLLAR DEPOSIT INTERBANK STERLING (LONDON), COVERED DIFFERENTIAL SEPT. SEPT. SEPT. 17 17 17 11.86 11.94 -0.07 D.S. COMMERCIAL PAPER CANADIAN FINANCE PAPER, COVERED DIFFERENTIAL SEPT. SEPT. SEPT. 17 17 17 10.86 11.84 -0.98 EURC-DCLLAR DEPOSIT INTERBANK DM (FRANKFURT), COVERED DIFFERENTIAL SEPT. SEPT. SEPT. 17 17 17 11.86 12.38 -0.52 EURC-DCLLAR DEPOSIT SWISS INTERBANK, COVERED DIFFERENTIAL SEPT. SEPT. SEPT. 17 17 17 11.86 12.01 -0.14 SEPT. SEPT. JULY AUG. SEPT. JUNE AUG. SEPT. 12 5 11.26 8.00 8.88 4.87 12.48 13.34 9.40 10.94 CHART 9. LCNG TERH GOVERMENT BOND YIELDS UNITED STATES GERMANY JAPAN (MONTHLY) SWITZERLAND CANADA FRANCE NETHERLANDS UNITED KINGDOM U. . CORPORATE AAA BONDS EURC-DM BONDS EURC-DCLLAR BONDS CHART 29 12 13 22 12 AUG. DEC. JULY 11.64 6.63 9.99 0. INDUSTRIAL STOCK INDICES UNITED STATES JAPAN CANADA FRANCE UNITED KINGDOM SWITZERLAND GERMANY SEPT. 12 SEPT. 12 DEC. 29 AUG. 15 SEPT. 12 SEPT. 12 SEPT. 5 133.08 318.48 113.81 150.20 119.53 77.90 96.26
@FedFRASER