Selected Interest & Exchange Rates

Transcription

1 5 V V O (51/517) Selected Interest & Exchange Rates Weekly Series of Charts 9 a * July 19, 1982 Prepared by the FINANCIAL MARKETS SECTION DIVISION OF INTERNATIONAL FINANCE BOARD OF GOVERNORS FEDERAL RESERVE SYSTEM Washington, D C. 551

2 Table of Contents TABLES 1. LATEST FIGURES PLOTTED 2. DAILY CERTIFIED SPOT EXCHANGE RATES H.10 RELEASE CHARTS 1. SPOT EXCHANGE RATE INDICES 2. 3MONTH FORWARD EXCHANGE RATES 3. GOLD PRICE LONDON. CALL MONEY RATES 5. 3MONTH INTEREST RATES. EURODOLLAR DEPOSIT RATES 7. SELECTED EURODOLLAR AND U.S. MONEY MARKET RATES a INTEREST ARBITRAGE: 3MONTH FUNDS 9. LONGTERM GOVERNMENT BOND YIELDS 10. INDUSTRIAL STOCK INDICES SUBSCRIPTION RATES: Weekly $15.00 per year or $.0 each m 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, $.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.

3 CHART 1 SPOT EXCHANGE INDICES DOLLAR PRICES OF FOREIGN CURRENCIES AND WEIGHTED AVERAGE VALUES (THIN LINE) AVERAGES FOR WEEK ENDING WEDNESDAY RATIO SCALE MARCH 1973= RAliu vcale MARCH 1973= FOREIGN CURRENCY PRICE OF U.S. DOLLAR JAPANESE YEN 0 Tr YV^Wi Mill UK. POUND SWISS FRANC 180 DUTCH GUILDER 10 v 10 0 GERMAN MARK 0 hili i ~ i i i ill ii hill I ill ii hill i 0 CANADIAN DOLLAR 80 / A FRENCH FRANC 80 i i i i i i BELGIAN FRANC ITALIAN LIRA

4 CHART 2 3MONTH FORWARD EXCHANGE RATES PREMIUM (+) OR () AVERAGES FOR WEEK ENDING WEDNESDAY :ENT PER ANNUM PERCENT PER AL + 0 ITALIAN LIRA CANADIAN DOLLAR I I lllllllll + 0 U. K. POUND DUTCH GUILDER GERMAN MARK SWISS FRANC FRENCH FRANC JAPANESE YEN

5 CHART 3 PRICE OF GOLD IN LONDON AVERAGES FOR WEEK ENDING WEDNESDAY U.S. DOLLARS PER FINE OUNCE 800 U.S. DOLLARS PER FINE OUNCE Kg BARS 50 AFTERNOON FIXING PRICE

6 CHART CALL MONEY RATES WEEKLY SERIES tcent PER ANNUM PERCENT PER ANNUM 28 2 U. S. FEDERAL FUNDS u. K. 2DAY LOCAL AUTHORITY fjf KT " ^ V " 1 CANADA EUROSWISS FRANC NETHERLANDS I I IlllllI I I FRANCE GERMANY JAPAN EURODM

7 . HART 5 3MONTH INTEREST RATES WEEKLY SERIES :NT PER ANNUM PERCENT PER AN U.S. CD'S 1 1 WEIGHTED AVERAGE FOREIGN RATE U.K. INTERBANK STERLING CANADIAN FINANCE CO. PAPER GERMAN INTERBANK RATE JAPANESE BANK LOANS AND DISCOUNTS SWISS INTERBANK RATE

8 CHART EURODOLLAR DEPOSIT RATES AVERAGES FOR WEEK ENDING WEDNESDAY LONDON 2 NT PER ANNUM PERCENT PER Ar. 1 8 OVERNIGHT 3MONTH DAY MONTH MONTH 1YEAR

9 CHART 7 SELECTED EURODOLLAR AND U. S. MONEY MARKET RATES DIFFERENTIAL: PLUSM, FAVORS BORROWING IN U. S. AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER ANNUM 2 PERCENT PER ANNUM 2 3MONTH EURODOLLAR DEPOSITS 22 FEDERAL FUNDS 18 1 OVERNIGHT EURODOLLAR DEPOSITS 90DAY CD S 10 Mill I I I I I I I I I I I I I I I I 1 U A v V V 1 DIFFERENTIAL DIFFERENTIAL PERCENT ON DIFFERENTIAL SCALE = 2 PERCENT ON RATE SCALE

10 CHART 8 INTEREST ARBITRAGE: 3MONTH FUNDS DIFFERENTIAL: PLUSM, INDICATES FAVOR DOLLAR ASSETS AVERAGES FOR WEEK ENDING WEDNESDAY PERCENT PER ANNUM 28 PERCENT PER ANNUM 28 EURODOLLAR DEPOSITS DASHED LINE CANADIAN FINANCE CO. PAPER, COVERED 1\ INTERBANK STERLING COVERED LONDON U. S. COMMERCIAL PAPER 2 DIFFERENTIAL DIFFERENTIAL SWISS INTERBANK (SF) COVERED INTERBANK DM COVERED FRANKFURT EURODOLLAR DEPOSITS DASHED LINE EURODOLLAR DEPOSITS DASHED LINE 2 DIFFERENTIAL DIFFERENTIAL PERCENT ON DIFFERENTIAL SCALE = 2 PERCENT ON RATE SCALE

11 CHART 9 LONGTERM GOVERNMENT BOND YIELDS WEEKLY SERIES ENT PER ANNUM PERCENT PER AL 19 U. S. CORPORATE MONTHLY UNITED STATES Aaa BONDS EURODOLLAR BONDS UNITED KINGDOM SWITZERLAND MONTHLY I I I I I I I I I I I I I I 1 13 JAPAN 9 9 GERMANY CANADA FRANCE NETHERLANDS

12 CHART 10 INDUSTRIAL STOCK INDICES WEEKLY SERIES RATIO 199= 180 :ALE RATIO S 19$ UNITED STATES JAPAN GERMANY \r V z^v UNITED KINGDOM FRANCE SWITZERLAND 80 I I I I I I I I I i I 10 0 NETHERLANDS CANADA

13 LAST VALUE PLOTTED SERIES NAML DA IE VALUE CHART I. SPOT EXCHANGE RAits AND INDICES WEEKLY AVERAGES, NOUN BUYING RATES (U.S. CENTS) GERMAN MARK JULY JAPANESE YEN JULY DUTCH GUILDtR JULY 1 3b.3 U.K. POUND JULY CANADIAN DOLLAR JULY FKEINLH FRANC JULY SWISS hranc JULY titlul AiM FRANC JULY ITALIAN LIRA JULY INDICES, MARCH 1S7 3 BAST KATES = 10U GERMAN MARK JULY JAPANESE YEN JULY OUTCN GUILDER JULY U.K. POUND JULY CANADIAN DOLLAR JULY FRENCH FRANC JULY SWISS FRANC JULY BELGIAN FRANC JULY ITALIAN tir A JOLY WEIGnTED AVERAUt tachange VALUE INDICES, MAR 1973 = (GiU COuNIKlES PLUS SWITZERLAND) U.S. DOLLAR JULY GtR MAN MARK JULY JAPANESE YLN JULY It 0.33 DUTCH GUlLDtR JULY O.K. POUwD JULY CANADIAN DOLLAR JULY FRENCH HKANC JULY I* 72.OH SwlbS FRANC JULY OBCGLAIM hranc JULY ITALIAN LIRA JULY 1 *.37 SWcDIiH KRUNA JULY CHART 2. jmo%'ih FORWARD EXCHANbt KATEO, PREMI IM OR DISCOUNT CANADIAN DOLLAR JULY U.K. POUND JULY GLRrlAN MARK JULY 1.03 FRENCH FRANC JULY SWISA FRANC JULY DUTCH GUILDER JULY 1.08 JAPANESE YEN JULY ALIAN LIRA JULY

14 . i LAS! VALUE PLOTTED SERIES NAME DATE VALUE 3. GOLD PRICE IN LONDON, AFTERNOON FIXING U.S. DOLLARS PER FANE OONCFC JULY b W. CALL MONEY RATES O.S. FTDERAL PONDS JULY OVERNIGHT EURODOLLAR DEPOSITS JULY 1 13.oO O.K. 2DAY LOCAL AUTHORITY UTPDSITS JULY 9.3 CANADA JUNE GERMANY JULY EURODM JUNE JAPAN JOLY FRANCE JULY 9 15.J0 NETHERLANDS JAN EOROSWISS FRANC JUNE C i CHART 5. 3MONTH INTEREST RATES # O.S. 90DAY CD'S, SECONDARY MARKET JOLY GERMAN INTERBANK LOAN UOLY JAPANESE BANK LOANS FC DISCOUNTS JULY CANADIAN FINANCE PAPER JULY INTERBANK STERLING JULY 1.3 # SWISS INTERBANK LOAN JULY 1. 5 WEIGHTED AVERAGE FOREIGN INTEREST RATE JULY ((,10 COUNTRIES PLUS SWITZERLAND) CHART. EURO DOLLAR DEPOSIT RATES: LONDON # OVERNIGHT JOLY DAY JULY MONTH JOLY MONTH JULY MONTH JULY Y EAR JOLY CHART 7. SELECTED EORODOLLAR AND U.S. MONEY MARKET RATES OVERNIGHT EORODOLuAR DEPOSITS JULY 1 13.U O.S. FEDERAL FONDS JOLY b DIFFERENTIAL *DJ. FOR RESERVt KEWOIKEMENTS JuLY MONTH E0R0D0LLAR DEPOSIT RATE JOLY O.S. 90DAY CD'S, SECONDARY MAKKET JOLY It 1.13 DIFFERENTIAL JOLY

15 SERIES NAME LAST VALUE PLOTTED DATE VALUE CHART b. INTEREST AROITRAUE, 3MONTH FUNDS EURODOLLAR BTPUSIR JULY INTERBANK STERLING (LONDON!, COVERFCD JULY 1 15, 2 DIFFERENTIAL JULY U.S. COMMERCIAL PAPER JULY CANADIAN FINANCE PAPER, COVERED JULY 1 1,.81 DIFFERENTIAL JULY 1 1. EUROUULLAR DEPOSIT JULY INTERBANK DM (FRANKFURT), COVERED JULY 1 15,.3 DIFFERENTIAL JULY 1 V,.3 EURODOLLAR DEPOSIT JULY SWISS INTERBANK, COVERED JULY DIFFERENTIAL JULY CHART 9. LONG TERM GUVERMtNT BONU YlfcLDS UNITED STATES JULY GERMANY JULY JAPAN (MONTHLY) JUNE 8.53 SWITZERLAND JUNE CANADA JUNE lb 15.0 FRANCE MAY NETHERLANDS JAN UNITED KINGDOM JULY CORPORATE AAA BONDS JUNE 1.1 EURODOLLAR BONDS MAY CHART 10. STOCK INDICES UNITED STATES JUNE UNITED KINGDOM JUNE 3U 1.8b CANADA JUNE ,.37 GERMANY JUNE SWITZERLAND JUNE 30 b2,.07 NETHERLANDS JUNE FRANCE JUNE JAPAN JUNE

16 FEDERAL RESERVE statistical release IIFFL H.10(5) FOREIGN EXCHANGE RATES JULY 19, 1982 FOR THE WEEK ENDING JULY 1, 1982 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 followinfgnoon buying rate in New York City for cable transfers payable in foreign currencies: COUNTRY MONETARY UNIT JULY CURRENCY UNITS PER DOLLAR) JULY 13 JULY 1 JULY 15 JULY 1 ARGENTINA AUSTRALIA AUSTRIA BELGIUM BR A ZIX CANADA CHILE CHINA, P.R. COLOMBIA DENMARK FINLAND FRANCE GERMANY GREECE HONG KONG INDIA INDONESIA IRAN IRELAND ISRAEL ITALY JAPAN MALAYSIA MEXICO NETHERLANDS NEW ZEALAND NORWAY PERU PHILIPPINES PORTUGAL SINGAPORE SOUTH AFRICA SOUTH KOREA SPAIN SRI LANKA SWEDEN SWITZERLAND THAILAND UNITED KINGDOM ivenezuela PESO DOLLAR SCHILLING FRANC CRUZEIRO DOLLAR PESO YUAN PESO KRONE MARKKA FRANC D. MARK DRACHMA DOLLAR RUPEE RUPIAH RIAL POUND SHEKEL LIRA YEN DOLLAR PESO GUILDER DOLLAR KRONE SOL PESO ESCUDO DOLLAR RAND WON PESETA RUPEE KRONA FRANC BAHT POUND BOLIVAR NA NA NA NA NA VALUE IN U.S. CENTS