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(516/517) Selected Interest 8v Exchange Rates W e e kly Series o f Charts September 29, 1980 Prepared by the F IN A N C IA L MARKETS SECTION DIVISION OF INTERNATIO NAL FINANCE BOARD OF GOVERNORS FEDERAL RESERVE SYSTEM Washington, D.C. 20551 Table o f Contents TABLES SUBSCRIPTION RATES: 1. LATEST FIG URES PLOTTED Weekly $15.00 per year or $.40 each in the United 2. D A IL Y C E R T IF IE D SPOT 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, 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 EXCHANGE R A TE SH.10 RELEASE CHARTS 1. SPOT EXCHANGE RATE INDICES 2. 3-M ONTH FORW ARD EXCHANGE RATES 3. GOLD PRICE--LONDON 4. C A LL M O NEY RATES 5. 3-M ONTH INTER EST RATES 6. EURO DOLLAR DEPOSIT RATES 7. SELECTED EURO D O LLA R AND U.S. MO 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 INDICES collectible at par in U.S. Currency. CHART 1 SPOT EXCHANGE INDICES DOLLAR PRICES J r FOREIGN CURRENCIES AND WEIGHTED AVERAGE VALUES (THIN LINE) AVERAGES FOR WEEK ENDING WEDNESDAY R A T IO MARCH SCALE R A T IO 1973=100 MARCH 1978 1980 1978 1980 SCALE 1973=100 CHART 2 3-MONTH FORWARD EXCHANGE RATES PREMIUM (+) OR ( - ) AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER PERCENT ANNUM PER ANNUM + 0 24 6 + 0 6 12 18 12 6 0 1978 1980 1978 1980 CHART 3 PRICE OF GOLD IN LONDON AVERAGES FOR WEEK ENDING WEDNESDAY u.s. c L L A R S P E R F IN E O U N C E U .S . D O L L A R S P E R F IN E 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 1977 1978 iiliiliilii iiIi[liiliI 1979 1980 100 CHART 4 CALL MONEY RATES WEEKLY SERIES 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 4 0 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 4 0 1978 1980 1978 1980 CHART 6 EURO-DOLLAR DEPOSIT RATES Lo n d o n AVERAGES FOR WEEK 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: PLUS(+), FAVORS BORROWING IN U. S. AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER ANNUM lo+ PERCENT PER ANNUM 1 PERCENT ON D IF F E R E N T IA L SCALE = 2 PERCENT ON RATE SCALE CHART 8 INTEREST ARBITRAGE: 3-M ONTH FUNDS DIFFERENTIAL: PLUS(+), INDICATES FAVOR DOLLAR ASSETS AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER ANNUM PERCENT PER ANNUM 2 DIFFERENTIAL 1 1 1 ! 2 1..LJ 1978 1 PERCENT ON DIFFERENTIAL SCALE = 2 PERCENT ON RATE SCALE + 0 1980 CHART 9 LONG-TERM GOVERNMENT BOND YIELDS WEEKLY SERIES 14 15 12 13 10 11 8 9 6 10 7 8 5 6 3 4 1 7 16 17 14 15 12 13 10 11 8 9 6 7 14 U. S. CORPORATE 13 m o n thly 11 12 //\ \ y // X\/ All \v 10 Aaa BONOS r 9 V 8 7 6 5 1978 1980 1978 1980 CHART 10 INDUSTRIAL STOCK INDICES WEEKLY SERIES R A T IO 1969=1 140 120 100 80 R A T IO SCALE 1969=100 400 100 360 90 320 80 280 70 240 60 200 50 140 140 CANADA 120 D IS C O N T IN U E D S E R IE S 120 100 100 80 80 160 160 FRANCE G ENERAL INDEX 140 140 120 120 100 100 80 80 1978 1980 LAST VALUE PLOTTED DATE VALUE SERIES NAME CHART 1. SPOT EXCHANGE RATES AND INDICES WEEKLY AVERAGES, NOON BUYING RATES (U.S. CENTS) GERMAN MARK JAPANESE YEN EUTCH GUILDER O.K. POUND CANADIAN DOLLAR ERENCH FRANC SWISS FRANC BELGIAN FRANC ITALIAN LIRA SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. 24 24 24 24 24 24 24 24 24 55.56 0.46683 51.10 239.47 85.78 23.93 60.61 3.46435 0.11697 SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. 24 24 24 24 24 24 24 24 24 156.29 122.23 146.69 96.96 85.49 107.83 194.99 136.51 66.45 24 24 24 24 24 24 24 24 24 24 24 85.81 147.79 109.45 132.44 84.52 74.16 95.10 175.59 122.23 56.58 94.07 24 24 24 24 24 24 24 24 1.06 -3.32 3.46 0.06 6.54 1.87 -0.52 -12.10 INDICES, MARCH 1973 EASE RATES = 100 GERMAN MARK JAPANESE YEN DUTCH GUILDER O.K. POUND CANADIAN DOLLAR ERENCH FRANC SWISS FRANC BELGIAN FRANC ITAIIAN LIRA WEIGHTED AVERAGE EXCHANGE VALUE INDICES, MAR 1973 = 100 (G-10 COUNTRIES PLUS SWITZERLAND) U.S. DOLLAR GERMAN MARK JAPANESE YEN EUTCH GUILDER U.K. POUND CANADIAN DOLLAR TRENCH FRANC SWISS FRANC BELGIAN FRANC ITAIIAN 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 O.K. POUND GERMAN MARK fRENCH FRANC SWISS FRANC DUTCH GUILDER JAPANESE YEN ITAIIAN LIRA SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. LAST VALUE PLOTTED DATE VALUE SERIES NAME C H A RT 3. GCLD PRICE IN LONDON, A F TERNOON FIXING U.S. DOLLARS PER FINE OUNCE SEPT. 24 695.50 CHART 4. C ALL MONEY RATES U.S. FEDERAL FUNDS CVSRNIGHT EURO-DOLLAR DEPOSITS U.K. 2-DAY LOCAL AUTHORITY DEPOSITS CANADA GERMANY EURC-DM JAPAN ERANCE NETHERLANDS E U R C-SWISS FRANC SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. SEPT, SEPT. SEPT. 24 24 19 19 19 19 19 19 12 19 10.85 10.95 15.88 10.65 8.85 8.43 11.38 11.13 10.30 2.95 SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. 24 24 24 24 24 24 24 11.24 8.77 11.48 10.77 15.61 5.52 11.33 SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. 24 24 24 24 24 24 10.95 11.04 11.42 12.04 12.56 12.59 OVERNIGHT EURO-DOLLAR DEPOSITS U.S. FEDERAL FUNDS EIFFERENIIAL ACJ. FOR R E S E R V E REQUIREMENTS SEPT. 24 SEPT. 24 SEPT. 24 10.95 10.85 0.10 3-MCNTH EURO-DCLLAR DEPOSIT RATE U.S. 90-DAY CD'S, SECONDARY MARKET IIFJERENTIAL SEPT. 24 SEPT. 24 SEPT. 24 12.04 11.24 0.80 CHART 5. 3-MONIH INTEREST RATES U.S. 90-DAY CD'S, SECONDARY MARKET GERMAN INTERBANK LOAN JAPA N E S E BANK LOANS S DISCOUNTS CANADIAN FINANCE PAPER INT E R B A N K STERLING SWISS INTERBANK LOAN WEIGHTED AVERAGE EOREIGN INTEREST RATE (G-10 COUNTRIES PLUS SWITZERLAND) CHART 6. EURO-DCLLAR DEPOSIT RATES: LONDON CVEENIGHT 7-DAY 1-MCNTH 3-MCNTH 6-MCNTH 1-YEAR CHART 7. SELECTED EURO-DOLLAR AND U.S. MONEY MARKET RATES SERIES NAME . INTEREST ARBITRAGE, LAST VALUE PLOTTE DA T'E VALUE 3-MONTH FUNDS EURC-DCLLAR DEPOSIT INTERBANK STEELING (LONDON), COVERED DIF fERENTIAL SEPT. 24 SEPT. 24 SEPT. 24 12.04 12.16 0.15 U.S. COMMERCIAL PAPER CANADIAN FINANCE PAPER, COVERED DIFFERENTIAL SEPT. 24 SEPT. 24 SEPT. 24 10.97 11.86 -0.89 EURC-DCLLAR DEPOSIT INTERBANK DM (FRANKFURT), COVERED DIFFERENTIAL SEPT. 24 SEPT. 24 SEPT. 24 12.04 12.31 0.01 EURC-DCLLAR DEPOSIT SWISS INTERBANK, COVERED DIFFERENTIAL SEPT. 24 SEPT. 24 SEPT. 24 12.04 12.16 0.15 SEPT. SEPT. AUG. SEPT. SEPT. JUNE SEPT. SEPT. 11.51 8.13 9.09 4.92 12.69 13.34 9.99 10.94 CHART 9. LCNG TERM GOVERMENT BOND YIELDS UNITED STATES GERMANY JAPAN (MONTHLY) SWITZERLAND CANADA FRANCE NETEERLANDS UNITED KINGDOM 19 12 12 19 13 12 12 . CORPORATE AAA BONDS FURC-DM BONDS EURC-DCLLAR BONDS CHART 10. AUG. DEC. JULY 11.64 6.63 9.99 INDUSTRIAL STOCK INDICES UNITED STATES JAPAN CANADA FRANCE UNITED KINGDOM SWITZERLAND GERMANY SEPT. 19 SEPT. 19 DEC. 29 SEPT. 5 SEPT. 19 SEPT. 19 SEPT. 12 136.67 321.82 113.81 153.60 119.30 77.60 94.86
@FedFRASER