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(616/617) Selected Interest & Exchange Rates Weekly Series of Charts September 29,1986 DIVISION OF INTERNATIONAL FINANCE 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 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. D A I L Y CERTIFIED SPOT EXCHANGE RATES-H.10 RELEASE CHARTS 1. SPOT EXCHANGE RATE INDICES 2. 3-MONTH FORWARD EXCHANGE RATES 3. GOLD PRICE-LONDON 4. C A L L MONEY RATES 5. 3-MONTH INTEREST RATES 6. EURO D O L L A R DEPOSIT RATES 7. SELECTED EURO-DOLLAR A N D U.S. MONEY M A R K E T RATES 8. INTEREST A R B I T R A G E : 3-MONTH FUNDS 9. LONG-TERM G O V E R N M E N T BOND YIELDS 10. I N D U S T R I A L 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 1973=100 FOREIGN CURRENCY PRICE OF U.S. DOLLAR 50 45 ITALIAN LIRA 40 y V - 35 30 I I I 25 JAPANESE YEN GERMAN MARK 200 180 frr ~ 160 140 120 100 - I I I I I I DUTCH GUILDER CANADIAN DOLLAR I I I I I IIII I I I U.K. POUND BELGIAN FRANC 100 FRENCH FRANC SWISS FRANC 90 A / / " ~~ 80 70 60 50 I ill I I I I I I I I I I 1984 1986 1984 1986 100 CHART 2 3-MONTH FORWARD EXCHANGE RATES PREMIUM (•) OR ( - ) AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER ANNUM PERCENT PER ANNUM JAPANESE YEN CANADIAN DOLLAR 4 12 U. K. POUND SWISS FRANC 4 8 8 GERMAN MARK DUTCH GUILDER FRENCH FRANC ITALIAN LIRA 4 0 8 .+ 0 8 16 24 32 1984 1986 1984 1986 CHART 3 PRICE OF GOLD IN LONDON AVERAGES FOR WEEK ENDING WEDNESDAY U.S. DOLLARS PER FINE OUNCE U.S. DOLLARS PER FINE OUNCE 520 520 500 500 480 480 460 460 12.5 Kg BARS 440 440 AFTERNOON FIXING PRICE 420 420 400 400 380 380 360 360 340 340 320 320 300 300 280 280 260 260 1983 1984 1985 1986 CHART 4 CALL MONEY RATES WEEKLY SERIES PERCENT PER AF :NT PER ANNUM 20 20 16 16 I FRANCE U. S. FEDERAL FUNDS 12 — 12 8 8 4 - - 4 JAPAN 0 I I I I I I iiliiliiln I 11111111111 20 16 20 SWITZERLAND 16 CANADA ..V'Xh/N . 12 12 8 - 4 I I I I I I 0 20 20 16 UNITED KINGDOM 12 12 GERMANY 8 Vvy 4 _ 8 — . — ^ y v / V v s A x v _ „ 4 NETHERLANDS 0 8 4 0 16 0 0 1984 1986 1984 1986 CHART 5 3-MONTH INTEREST RATES WEEKLY SERIES NT PER ANNUM PERCENT PER Ah 16 14 U.S. CD'S CANADIAN FINANCE CO. PAPER 12 14 10 8 12 10 WEIGHTED AVERAGE FOREIGN RATE 6 8 4 6 16 14 I FRENCH INTERBANK RATE U.K. INTERBANK STERLING 14 - 12 10 10 1 I 8 I I I I - I 8 6 10 8 12 10 GERMAN INTERBANK RATE 8 6 6 4 4 2 I I I 2 I I II 8 7 8 SWISS INTERBANK RATE JAPANESE GENSAKI RATE 6 6 4 5 2 4 0 1984 1986 1984 1986 CHART 6 EURO-DOLLAR DEPOSIT RATES LONDON AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER AL NUM ENT PER ANNUM 14 14 3-MONTH OVERNIGHT 12 12 10 10 8 8 6 6 4 4 14 14 6-MONTH 7-DAY 12 12 10 10 8 8 6 6 4 4 14 14 1-MONTH 1-YEAR 12 12 10 10 8 8 6 6 4 4 1984 1986 1984 1986 CHART 7 SELECTED EURO-DOLLAR AND U. S. MONEY MARKET RATES DIFFERENTIAL: PLUS<+), FAVORS BORROWING IN U. S. AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER ANNUM PERCENT PER ANNUM 16 16 14 14 FEDERAL FUNDS 3-MONTH DASHED LINE EURO-DOLLAR DEPOSITS 12 12 10 10 - 90-DAY CD' S OVERNIGHT EURO-DOLLAR DEPOSITS 6 - j_J LJ I I I 1111111111111111111111 111111111 n 111111111 4 2 DIFFERENTIAL l l l DIFFERENTIAL 1111111111111111111111 1984 1 PERCENT ON DIFFERENTIAL SCALE = 2 PERCENT ON RATE SCALE 1986 J_L 11111111111111111111 1984 1986 CHART 8 INTEREST ARBITRAGE: 3-MONTH FUNDS DIFFERENTIAL: PLUS(+), INDICATES FAVOR DOLLAR ASSETS AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER Ah IUM NT PER ANNUM 18 18 CANADIAN FINANCE CO. PAPER, COVERED EURO-DOLLAR DEPOSITS 14 DASHED LINE 14 10 10 INTERBANK STERLING COVERED LONDON 6 2 I 2 6 U. S. COMMERCIAL PAPER I I I I I I I I I DIFFERENTIAL I I I llll 2 2 DIFFERENTIAL + + 0 2 0 I I I I I I 2 18 18 14 INTERBANK DM SWISS INTERBANK (SF) COVERED COVERED FRANKFURT 14 10 6 10 EURO-DOLLAR DEPOSITS 6 DASHED LINE II 2 2 EURO-DOLLAR DEPOSITS DASHED LINE M i l I I III DIFFERENTIAL 2 2 DIFFERENTIAL 0 0 2 2 1984 1986 1 PERCENT ON DIFFERENTIAL SCALE = 2 PERCENT ON RATE SCALE 1984 1986 CHART 9 LONG-TERM GOVERNMENT BOND YIELDS WEEKLY SERIES :NT PER ANNUM PERCENT PER AN 17 17 UNITED STATES 15 CANADA 15 13 13 11 11 9 9 7 7 15 9 13 UNITED KINGDOM 7 SWITZERLAND 11 5 9 3 Mill 7 I 1 10 10 GERMANY JAPAN 8 8 6 6 I 4 I i ill i h i l l i I 4 18 18 U. S. CORPORATE MONTHLY 16 , 16 FRANCE Aaa BONDS 14 14 - 12 — 12 - 10 8 6 i iii ii ii 1984 I NETHERLANDS iMONTHLY 10 y l 1986 I I I I 1984 I I I < I II I < I I I I — 8 6 1986 CHART 10 INDUSTRIAL STOCK INDICES RATIO SCALE 1969=100 RATIO SCALE 1969=100 450 400 450 400 350 350 300 300 250 200 250 UNITED KINGDOM UNITED S T A T E S 200 150 150 100 100 450 315 400 280 350 245 300 210 250 175 NETHERLANDS SWITZERLAND 200 140 150 105 100 70 450 400 450 400 350 350 300 300 250 250 200 FRANCE 200 GERMANY 150 150 100 100 450 400 — — 450 400 350 — — 350 - 300 - 250 — 200 - 150 300 250 - CANADA JAPAN 200 150 - 100 I 1984 1986 I I I I 1984 I 11111111111 111111111,1 1986 100 LAST VALUE PL01TED DATE VALUE S E R I E S is AM U CHART 1 . SPOT EXCHANGE BATES AND I N D I C E S fcEEKLY AVERAGES, NOON BUYING KATES (U.S. GERMAN MASK JAPANESE YEN DUTCH GUILDER U . K . POUND CANADIAN DOLLAR FRENCH FRANC SWISS FRANC BELGIAN FRANC ITALIAN LIRA SWEDISH KfiONA INDICES, MARCH 1 9 7 3 BASE RATES = SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. WEIGHTED AVERAGE EXCHANGE VALUE I N D I C E S , ( G - 1 0 COUNTRIES PLUS SWITZERLAND) CHART 2 . 24 24 24 24 24 24 24 24 24 24 49.45 0.65066 43.74 145.97 72.06 1 5 . 10 61.19 2.38042 0.07154 14.51 SEPT. SEPT. SEPT* SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. 24 24 24 24 24 24 24 24 24 139.11 170.36 125.58 59.04 71.64 68.05 196.87 93.80 40.64 24 24 24 24 24 24 24 24 24 24 24 106.28 157.76 191.91 134.71 59.08 73.74 68.93 211.67 98.57 4Q.07 66.62 24 24 24 24 24 24 24 24 -2.47 -4.08 1.53 -2.05 1.78 0.74 1.Q6 -.5.45 100 GERMAN MASK JAPANESE YEN DUTCH GUILDER O . K . POUND CANADIAN DOLLAR FRENCH FRANC SWISS FRANC BELGIAN FRANC ITALIAN i I R A U . S . DOLLAR GERMAN MARK JAPANESE YEN DUTCH GUILDER 0 . 8 . POUND CANADIAN DOLLAR FRENCH FRANC SWISS FRANC BELGIAN FRANC ITALIAN LIRA SWEDISH KRONA CENTS) MAR 1 9 7 3 = 100 SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. 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 DATE VALUE S-BBI.SS NAME CHART 3 . GOLD PRICE IN LONDON, AFTERNOON F I X I N G U.S. CHART 4 . DOLLARS PES F I N E OUNCE SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. EURO-DOLLAR DEPOSIT RATES; 5.81 5.80 SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. 24 24 24 24 24 24 24 24 24 5.80 4.50 4.73 8.47 9.94 4.22 7., 13 5.24 6.51 SEPT. 24 SEPT. 2 4 SEPT. 24 SEPT. 24 SEPT. 24 SEPT. 24 5.80 6 . 14 6.04 8.80 7„85 4.38 4.50 7 . 11 5„26 1.00 LONDON OVERNIGHT 7-DAY 1-HO NTH 3-MONTH 6-MONTH 1-YEAR CHART 7 . 24 24 24 24 24 24 24 24 24 3-MONTH INTEREST RATES U . S . 90-DAY C D ' S , SECONDARY MARKET GESMAN INTERBANK LOAN JAPANESE GENSAKI RATE CANADIAN FINANCE PAPER INTERBANK STERLING SWISS INTERBANK LOAN FRENCH INTERBANK RATE NETHERLANDS INTERBANK MATE 1EIGHTED AVERAGE FOREIGN INTEREST RATE ( G - 1 0 COUNTRIES PLUS SWITZERLAND) CHART 6 . 4 2 9 . 97 CALL MONEY RATES U . S . PEDESAL FUNDS OVERNIGHT EURO-DOLLAR DEPOSITS U.K. CANADA GERMANY JAPAN FRANCE NETHERLANDS SWITZERLAND CHART 5 . 24 SELECTED EURO-DOLLAR AND U . S . 6.00 5 . 99 6.19 MONEY MARKET BikT&S OVERNIGHT EURO-DOLLAR DEPOSITS U . S . FEDERAL FUNDS DIFFERENTIAL SEPT. 24 SEPT. 24 SEPT. 24 5.80 5.81 - 0 L 01 3-MONTH EURO-DOLLAR DEPOSIT RATE U . S . 90-DAY C D ' S , SECONDARY MARKET DIFFERENTIAL SEPT. 24 SEPT. 24 SEPT. 24 6 . 00 5.80 0.20 SERIES CHART 8 . LAST VALUE PLOTTED DATE VALUE NAME INTEREST ARBITRAGE, 3-MONTH FUNDS BOBO-DOLLAR DEPOSIT INTERBANK STEELING (LONDON), COVERED DIFFERENTIAL SEPT. SEPT. SEPT. 24 24 24 6.00 U . S . COMMERCIAL PAPER CANADIAN FINANCE PAPER, COVERED DIFFERENTIAL SEPT. 24 SEPT. 24 SEPT. 24 5.74 5.95 •0-21 EURO-DOLLAR DEPOSIT INTERBANK D M (FRANKFORT) , DIFFERENTIAL SEPT. SEPT. SEPT. COVERED EURO-DOLLAR DEPOSIT SWISS INTERBANK, COVERED DIFFERENTIAL CHART 9 . 6. 11 0. 10 6.00 SEPT. 24 SEPT. 24 SEPT. 24 6.0,3 •0.03 SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. JULY SEPT. 7. 56 5. 74 5. 03 4. 25 9 . 49 8. 07 6 . 22 9. 89 19 19 19 19 19 12 19 CORPORATE AAA BONDS CHART 1 0 . 6.00 LONG TERM GOVERMSNT BOND YIELDS UNITED STATES GERMANY JAPAN (MONTHLY) SWITZERLAND CANADA FRANCE NETHERLANDS (MONTHLY) UNITED KINGDOM U.S. 24 24 24 5.75 0.25 JUNE 9.13 STOCK I N D I C E S UNITED STATES UNITED KINGDOM CANADA GERMANY SUITZEBLAMD NETHERLANDS FRANCE JAPAN SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. SEPT. 17 17 17 17 17 17 17 17 236.74 280.36 296.26 283.97 184.85 343.26 380.26 381.43 FEDERAL RESERVE statistical release •rf^uS^ H.10 (512) SKPTBBBER 2O, 1986 FOREIGN EXCHANGE RATES FOB THE BEBK ENDING SSPTBFLBBB 2 6 # 1986 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 following noon buying rates In New York City for cable transfers payable In foreign currencies: COUNTRY •AUSTRALIA AUSTRIA BELG1UB BRA&IL CAJI ADA CHIBA#P.B. DBBBARK FIBLABD FBABCE GBRBABY GRBBCB BOBG KOBG INDIA •XBBLABD ITALY JAPAB BALAYSIA MBTBBRLABDS •HE# ZMALABD BOBETABY UNIT DOLLAR SCHILLING FRAEC CRU&ADO DOLLAR YUAB KROBB BABBKA FRABC D BARK M DRACBBA DOLLAR RUPBB POUBD LIRA YEN RIBGGIT GUILDER DOLLAR BROBB BOBBAY BSCUDO PORTUGAL DOLLAR SINGAPORE RABD •SOUTH AFRICA BOB SOUTH KOREA PBSBTA SPAIB RUPEE SRI LAN&A KROBA SBBDBB FRABC SWITZERLAND DOLLAR TAI8AH BAHT THAILAND •UNITED KIBGDOH POUBD (CUBBBBGY U N I T S RBB DQLLAB1 SEP. 22 SEP. 23 SEP. 2 4 63.06 14.285 42.140 13.84 1.3870 3.7129 7.6720 4.9125 6.6450 2.0315 135.000 7.8025 12.7300 135.10 1403.25 153.60 63. 2 5 14. 4 1 0 42. 5 1 0 13. , 8 4 1 3*75 3 7129 7. 7 4 6 0 4, • 9 4 5 0 6, 7 1 1 0 2, . 0 5 1 5 136 • 3 0 0 7 .8035 12 , 7 5 0 0 133 • 9 5 1416. >90 154 6 3 . 05 14.400 42.410 13.84 1.3880 3.7129 7.7340 4 . 9320 6.7090 2.0480 1 3 6 . 100 7.8050 12.72Q0 134.08 1414.50 154.57 2.6225 2.3130 48.050 7.3950 147.750 2 . 1755 44.65 883.20 134.480 28.345 6 . 9460 1.6580 2.6280 2.2955 47.450 7.3510 146.900 2.1710 44.85 882.20 134.000 28.333 6.9140 1.6390 36.940 2 >6280 2 .3200 48, • 1QO 7 .3990 147 . 7 0 0 2 .1730 44 . 5 0 882 . 7 0 134 .800 28 3 3 5 6 .9560 1.*61* 145.60 36 .820 26 .100 144 . 8 7 106.83 107.67 26.100 36.810 2 6 . 120 144. 65 SEP. 25 63. 14. 42. 13. UO 415 390 84 1. 3 8 9 6 3. 7240 7, 7350 4. 9460 6, 7000 2. 0 4 * 0 135. 200 7. 8020 12. 7 4 0 0 133. 9 5 1 4 1 5 . 00 154. 5 5 2. 6 2 5 0 2. 3 1 3 5 47. 8 2 0 7. 4 0 6 5 148. 0 5 0 2. 1730 44. ,40 882, 5 0 135. 000 28. 3 4 2 6. 9 5 0 0 1 ,6590 36. 800 26. 120 143, , 4 5 SEP. 2 6 62.92 14.398 42.430 13.84 1.3888 3 . 7240 7.7280 4 . 9450 6.7030 2.0460 136.300 7.8030 12.7800 133.80 1415.00 154.35 2.6260 2.3130 48.400 7.4260 148.300 2.1730 4 4 . 70 882-60 134.900 28.357 6.9500 1.6610 36.790 26.130 143.65 ' BEBO: #UNITED STATES DOLLAR 107.58 107.66 107.63 ILNSBZ OF SEIGHTBD AVERAGE EXCHABG£ ¥AJLUE OF U . 5 . dullau A S U I ^ I U M M U W u r uxjusu W I U COUNTRIES. HARCH 1 9 7 3 = 1 0 0 . HEIGHTS ARE 1 9 7 3 - 7 6 GLOBAL MADE OF EACH OF THE 10 COUNTRIES. SWTW* REVISED AS OF AUGUST 1 9 7 8 . FOR DESCRIPTION AND EACH DATA, SEE "INDEX OF THE NBIGHTED-A V BR AGE BXCHABGE VALUE OF THE U . S . DOLLAR: B B U S I O B I OB PAGE 7 0 0 OF THE AUGUST 1 9 7 8 FEDERAL RESERVE BULLBTIB. •VALUE I S U . S . CEBTS
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