Selected Interest & Exchange Rates

Transcription

1 4516/517) r r L 'BRARy K K l S r M /IUG ' 85 Selected Interest & Exchange Rates Weekly Series of Charts August 5, 1985 Prepared by the FINANCIAL MARKETS SECTION DIVISION OF INTERNATIONAL FINANCE BOARD OF GOVERNORS FEDERAL RESERVE SYSTEM Washington, D C. 551

2 i Digitized for FRASER m 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 4. CALL MONEY RATES 5. 3MONTH INTEREST RATES 6. EURODOLLAR DEPOSIT RATES 7. SELECTED EURODOLLAR AND U.S. MONEY MARKET RATES 8. INTEREST ARBITRAGE: 3MONTH FUNDS 9. LONGTERM GOVERNMENT BOND YIELDS 10. INDUSTRIAL STOCK INDICES SUBSCRIPTION RATES: Weekly $15.00 per year or $.40 each in the Unite States, its possessions, Canada, and Mexico; 10 c more of the same issue to one address, $13.50 pe year or $.35 each. Elsewhere, $.00 per year or $.5' each. Address requests to Publications Services, Div sion of Administrative Services, and make paymen remittance payable to the order of the Board o Governors of the Federal Reserve System in a forn 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 ;ALE 973=100 FOREIGN CURRENCY PRICE OF U.S. DOLLAR JAPANESE YEN RATIO MARCH CANADIAN DOLLAR SWISS FRANC GERMAN MARK DUTCH GUILDER I I I I ' l l lllllllllli 80 U.K. POUND FRENCH FRANC BELGIAN FRANC ITALIAN LIRA Digitized for FRASER /

4 CHART 2 3MONTH FORWARD EXCHANGE RATES PREMIUM ( ) OR () AVERAGES FOR WEEK ENDING WEDNESDAY CANADIAN DOLLAR ITALIAN LIRA U. K. POUND DUTCH GUILDER 6 12 III II 12 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 600 U.S. DOLLARS PER FINE OUNCE Kg BARS AFTERNOON FIXING PRICE

6 CHART 4 CALL MONEY RATES WEEKLY SERIES FRANCE U. S. FEDERAL FUNDS JAPAN 24 SWITZERLAND CANADA U.K, GERMANY NETHERLANDS

7 CHART 5 3MONTH INTEREST RATES WEEKLY SERIES U. S. CD* S J\]\ 16 \ CANADIAN FINANCE CO. \ PAPER fi I 12 8 WEIGHTED AVERAGE FOREIGN RATE A ~~ 6 I I I ) J V 10 I I I I I I lllllllllll A UK. INTERBANK STERLING A A GERMAN INTERBANK RATE \ I \ \ e 10 \ I f ytxv 6 8 I I I I I I I ill1111ilii lllllllllll 17 I I I I I I lllllllllll lllllllllll FRENCH INTERBANK RATE V aa NETHERLANDS INTERBANK RATE I I llllllll I I I M l 10 JAPANESE 6ENSAKI RATE A SWISS INTERBANK RATE 8 \ 1 6 y v\a ah f \M\ ~ 4 I I I I I I lllllllllll lllllllllll i n f i l l iiiiiiniii lllllllllll

8 CHART 6 EURODOLLAR DEPOSIT RATES AVERAGES FOR WEEK ENDING WEDNESDAY lohdon 24 3MONTH OVERNIGHT MONTH MONTH 1YEAR

9 CHART 7 SELECTED EURODOLLAR AND U. S. MONEY MARKET RATES : PLUSM, FAVORS BORROWING IN U. S. AVERAGES FOR WEEK ENDING WEDNESDAY FEDERAL FUNDS DASHED LINE 3MONTH EURODOLLAR DEPOSITS OVERNIGHT EURODOLLAR DEPOSITS 90DAY CD S 8 6 I I I 111" ii I r i i i I I 1 1 I I PERCENT ON SCALE = 2 PERCENT ON RATE SCALE

10 CHART 8 INTEREST ARBITRAGE: 3MONTH FUNDS : PLUS(+), INDICATES FAVOR DOLLAR ASSETS AVERAGES FOR WEEK ENDING WEDNESDAY 22 EURODOLLAR DEPOSITS DASHED LINE W CANADIAN FINANCE CO. PAPER, COVERED INTERBANK STERLING COVERED LONDON U. S. COMMERCIAL PAPER INTERBANK DM COVERED FRANKFURT SWISS INTERBANK (SF) COVERED 10 v 6 EURODOLLAR DEPOSITS DASHED LINE EURODOLLAR DEPOSITS DASHED LINE PERCENT ON SCALE = 2 PERCENT ON RATE SCALE

11 CHART 9 LONGTERM GOVERNMENT BOND YIELDS WEEKLY SERIES 19 NT PER ANNUM PERCENT PER At 15 UNITED STATES Uv CANADA 11 7 i i i I I I 15 UNITED KINGDOM SWITZERLAND 11 7 I I I I I I 13 MONTHLY JAPAN GERMANY U. S. CORPORATE MONTHLY 18 FRANCE AM BONDS 14 NETHERLANDS 10 MONTHLY 6 I I I I I I iill ihilli i ill i hi III I I I I I I I

12 CHART 10 INDUSTRIAL STOCK INDICES WEEKLY SERIES RATIO SCALE 1969=100 RATIO SCALE 1969= UNITED STATES UNITED KINGDOM *A 180 AvvAy^Vxzx A W yaw\/ 140 (W 100 I r I l l I I I I I I I y 180 NETHERLANDS A //V / FRANCE 140 A A / 100 y 80 i i i i i i uli Hi ill i I GERMANY 140 Ay\/ SWITZERLAND i i i I I I y 240 y r JAPAN M r 1 0 r v I i i lllllhllll iilnliilii

13 SBfilBS MAKE LAST VALUE PLOTTED DATE VALUE BART 1, SPOT EXCHANGE BATES AND INDICES WEEKLY AVBJBAGES, BOOH BUYING BATES (U.S. CENTS) GERMAN MASK JULY JAPANESE TEN JULY DUTCH GUILDER JULY U.K. POUND JULY CANADIAN DOLLAR JULY FBENCH FRANC JULY SWISS FRANC JULY BELGIAN FRANC JULY ITALIAN LIBA JULY SWEDISH KBONA JULY INDICES, HABCH 1973 BASE BATES = 100 GEBMAN MARK JULY JAPANESE YEN JULY DUTCH GUILDEB JULY O.K. POUND JULY CANADIAN DOLLAR JULY FRENCH FRANC JULY SWISS FRANC JULY BELGIAN FBANC JULY ITALIAN LIRA JULY WEIGHTED AVERAGE EXCHANGE VALUE INDICES, MAR 1973 = 100 JG10 COUNTRIES PLUS SWITZEBLAND) U.S. DOLLAR JULY GEBMAN MARK JULY JAPANESE YEN JULY DUTCH GUILDER JULY U. K. POUND JULY CANADIAN DOLLAR JULY FRENCH FBANC JULY SWISS FRANC JULY BELGIAN FBANC JULY ITALIAN LIBA JULY SWEDISH KBONA JULY CHART 2. 3MONTH FOBWARD EXCHANGE BATES, PREMIUM OR DISCOUNT CANADIAN DOLLAR JULY U.K. POUND JULY GERMAN MARK JULY FBENCH FBANC JULY SWISS FBANC JULY DUTCH GUILDEB JULY JAPANESE YEN JULY ITALIAN LIBA JULY

14 SERIES NAME LIST VALUE PLOTTED DATE VALUE CHART 3. GOLD PBICE IS LONDON, AFTERNOON FIXING U.S. DOLLARS PES FINE OUNCE CHART 4. CALL HOHEI RATES U.S. FEDERAL FUNDS OVERNIGHT EURODOLLAR DEPOSITS U. K. CANADA GERMANI JAPAN FRANCE NETHERLANDS SWITZERLAND JULT JUL I JULT JUL! JULT JULT JULT CHART 5. 3MONTH INTEREST RATES U.S. 90 DAT CD'S, SECONDART MARKET JULT GERMAN INTERBANK LOAN JULT JAPANESE GENSAKI BATE JULT CANADIAN FINANCE PAPER JULT INTERBANK STERLING JULT SUSS INTERBANK LOAN FRENCH INTERBANK RATE JULT NETHERLANDS INTERBANK RATE JULT WEIGHTED AVERAGE FOREIGN INTEREST RATE JULT (G10 COUNTRIES PLUS SWITZERLAND) CHART 6. EURODOLLAR DEPOSIT RATES: LONDON OVERNIGHT JULT DAT JULT MONTH MONTH JULT MONTH TEAR JULT CHART 7. SELECTED EURODOLLAR AND U.S. NONET MARKET RATES OVERNIGHT EURODOLLAR DEPOSITS JULT O.S. FEDERAL FUNDS JULT JULT MONTH EURODOLLAR DEPOSIT RATE JULT O.S. 90DAT CD'S, SECONDART MARKET JULT JULT

15 SERIES NAME LAST VALUE PLOTTED DATE VALUE CHART 8. 1STBREST ARBITRAGE, 3MONTH PONDS EORODOLLAR DEPOSIT INTERBANK STERLING (LONDON), COVERED O.S. COMMERCIAL PAPER CANADIAN FINANCE PAPER, COVERED EURODOLLAR DEPOSIT INTERBANK DM (FRANKFORT), COVERED EURODOLLAR DEPOSIT SWISS INTERBANK, COVERED CHART 9. LONG TERM GOVERMENT BOND TIELDS UNITED STATES GERMANY JAPAN (MONTHLY) SWITZERLAND CANADA FRANCE NETHERLANDS (HONTHLY) UNITED KINGDOM U.S. CORPORATE AAA BONDS JULY 26 JULY 26 JAN. JULY JOLT JONE 21 JOSE JOLT 26 APRIL CHART 10. STOCK INDICES UNITED STATES UNITED KINGDOM CANADA GERMANY SWITZERLAND NETHERLANDS FRANCE JAPAN JULY 17 JOLT 17 JULY 17 JULY 17 JULY 17 JULY 17 JULY 17 JULY

16 FEDERAL RESERVE statistical release H.10 (512) FOREIGN EXCHANGE RATES FOB THB WBBK 2*0116 AUGUST 2, 1985 M qfcot* fw. AUGUST 2, 1985 The Board of purpose* the COUNTBY of the Federal Reserve System Is advised that the Federal Reserve Bank of New York has certified for customs noon buying rates In New York City for cable transfers payable In foreign currencies: MONETARY [CURRENCY UNITS PBB DOLLAB) UNIT JULY JULY 30 JULY 31 AUG. 1 AUG. 2 AUSTRALIA DOLLAR 71, AUSTRIA SCHILLING BELGIUM FRANC BRAZIL CRUZEIRO NA CANADA DOLLAR CBIWA.P. a. YUAN DENMARK KRONE PIULAWD MARKKA FBANCB FRANC GEBHANY D. MARK GREECE DRACHMA HO16 KONG DOLLAR INDIA RUPEE IRELAND POUND ISRAEL SHEKEL NA NA NA NA NA ITALY LIRA JAP A* YEN MALAYSIA RINGGIT MEXICO PESO NETHERLANDS GUILDER NEB ZEALAND DOLLAR NORWAY KRONE PHILIPPINES PESO NA NA NA NA NA PORTUGAL ESCUDO SINGAPORE DOLLAR SOOTH AFRICA RAND SOUTH KOREA WON SPAIN PESETA SRI LANKA RUPEE SWEDEN KRONA SWITZERLAND FRANC TAIWAN DOLLAR NA THAILAND BAHT UNITED KINGDOM POUND VENEZUELA BOLIYAB NA NA NA NA NA MEMO: tunited STATES DOLLAR IHDEX OF WEIGHTED AVERAGE EXCHASGE VALUE OF 0.S. DOLLAB AGAINST CURRBSCIES OF OTHEB G11 COUNTRIES. MARCH 1973 = 100. WEIGHTS ABB GLOBAL TRADE OF EACH OF THE 10 COUHTRIES. SERIES REVISED AS OF AUGUST FOB DESCRIPTION AID BACK DATA, SEE "IIDEX OF THB iutitti' t>av HAGB EXCHANGE VALUE OF THE 0. S. DOLLAR: BEVISIOR" 01 PAGE 700 OF THE AUGUST 1978 FEDERAL RESERVE EOLLETIR.. VALUE IS U.S. CERTS