Selected Interest Exchange Rates

Transcription

1 (51/ 517) Selected Interest Exchange Rates W eekly Series o f Charts December 29,19 DIVISION O F IN TE R N A TIO N A L F IN A N C E Prepared by the BOARD O F GOVERN ORS F IN A N C IA L M A R K E TS F E D E R A L R ESER VE SYSTEM SECTIO N Washington, D.C. 2551

2 Table of Contents TABLES 1. LATEST FIGURES PLOTTED 2. D A ILY C ER TIFIED SPOT EXCHANGE RATES-- H.1 RELEASE S 1. SPOT EXCHANGE RATE INDICES 2. 3-MONTH FORWARD EXCHANGE RATES 3. GOLD PRICE-LONDON SUBSCRIPTION RATES: Weekly $15. per year or $. each in the United States, its possessions, Canada, and Mexico; 1 or more of the same issue to one address, $13.5 per year or $.35 each. Elsewhere, $2. per year or $.5 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.. CALL MONEY RATES 5. 3-MONTH INTEREST RATES. EURO DOLLAR DEPOSIT RATES 7. SELECTED EURO-DOLLAR AND U.S. MONEY MARKET RATES. INTEREST ARBITRAGE: 3-MONTH FUNDS 9. LONG-TERM GOVERNMENT BOND YIELDS 1. IN DUSTRIAL STOCK INDICES

3 1 SPOT EXCHANGE INDICES DOLLAR PRICES OF FOREIGN CURRENCIES AND WEIGHTED AVERAGE VALUES (THIN LINE) AVERAGES FOR WEEK ENDING WEDNESDAY RATIO S C A L E M A R C H = 1 R ATIO S C A L E MARCH =

4 2 3-MONTH FORWARD EXCHANGE RATES PREMIUM (+) OR ( -) AVERAGES FOR WEEK ENDING WEDNESDAY P E R C E N T PER A NNUM P E R C E N T PER ANNUM

5 3 PRICE OF GOLD IN LONDON AVERAGES FOR WEEK ENDING WEDNESDAY U.S. D L L A R S PER F IN E O U N C E U.S. D O L L A R S P ER F IN E ( Kg BARS A F T E R N O O N F IX IN G PRICE

6 CALL MONEY RATES WEEKLY SERIES 2 N T PER ANNUM P E R C E N T PER 2 1C

7 5 3-MONTH INTEREST RATES WEEKLY SERIES 2 :nt p er annum PERCENT PER M U. S. CD S I

8 EURO-DOLLAR DEPOSIT RATES London AVERAGES FOR WEEK ENDING WEDNESDAY

9 7 SELECTED EURO-DOLLAR AND U. S. MONEY MARKET RATES DIFFERENTIAL: PLUS(+), FAVORS BORROWING IN U. S. i o + 1 PERCENT ON D IFFE R E N TIA L SCALE = 2 PERCENT ON RATE SC ALE

10 S INTEREST ARBITRAGE: 3-MONTH FUNDS DIFFERENTIAL: PLUS(+), INDICATES FAVOR DOLLAR ASSETS AVERAGES FOR WEEK ENDING WEDNESDAY DIFFERENTIAL PERCENT ON DIFFE R E N TIA L SCALE = 2 PERCENT ON RATE SCALE

11 9 LONG-TERM GOVERNMENT BOND YIELDS WEEKLY SERIES

12 1 INDUSTRIAL STOCK INDICES WEEKLY SERIES = 1 3 RATIO S C A L E = CANADA DISCONTINUED SERIES SO

13 LAST VALUE PLOTTED SERIES NAHE DATE VALUE 1. SPOT EXCHANGE RATES AND INDICES WEEKLY AVERAGES, NOON BUYING RATES (U.S. CENTS) GERMAN MARK DEC JAPANESE YEN DEC. 2.2 DUTCH GUILDER DEC. 2.1 U.K. POUND DEC CANADIAN DOLLAR DEC FRENCH FRANC DEC SWISS FRANC DEC BELGIAN FRANC DEC I T A L I A N LIRA DEC INDICES, MARCH 1973 BASE RATES = GERMAN MARK DEC JAPAN E S E YEN DEC DUTCH GUILDER DEC U.K. POUND DEC CANAD I A N DOLLAR DEC FRENCH FRANC DEC SWISS FRANC DEC BELGIAN FRANC DEC. 2. ITALIAN LIRA DEC. 2.7 WEIGHTED AVERAGE EXCHANGE VALUE INDICES, MAR 1973 = (G-1 COUNTRIES PLUS SWITZERLAND) U.S. DOLLAR DEC GERMAN MARK DEC JAPANESE YEN DEC DUTCH GUILDER DEC. 2.1 U.K. POUND DEC. 2.5 CANADIAN DOLLAR DEC FRENCH FRANC DEC SWISS FRANC DEC BELGIAN FRANC DEC ITALIAN LIRA DEC SWEDISH KRONA DEC MONTH FORWARD EXCHANGE RATES, PREMIUM OR DISCOUNT CANADIAN DOLLAR DEC U.K. POUND DEC. 2.. GERMAN MARK DEC FRENCH FRANC DEC SWISS FRANC DEC DUTCH GUILDER DEC JAPANESE YEN DEC ITALIAN LIRA DEC. 2..9

14 SERIES NAME LAST VALUE PLOTTED DATE VALUE 3. GOLD PRICE IN LONDON, AFTERNOON FIXING U.S. DOLLARS PER FINE OUNCE DEC CALL HONEY RATES U.S. FEDERAL FUNDS DEC OVERNIGHT EURO-DOLLAR DEPOSITS DEC U.K. 2- DAY LOCAL AUTHORITY DEPOSITS DEC CANADA DEC. 5.. GERHANY DEC EURO-DH DEC JAPAN DEC FRANCE DEC NETHERLANDS OCT EURO-SWISS FRANC DEC HONTH I NTEREST RATES U.S. 9-DAY C D S, SECONDARY HARKET DEC GERHAN INTERBANK LOAN DEC JAP A N E S E BANK LOANS & DISCOUNTS DEC CANADIAN FINANCE PAPER DEC INTE R B A N K STERLING DEC SWISS I N TERBANK LOAN DEC WEIGHTED AVERAGE FOREIGN INTEREST RATE DEC. 2.1 (G-1 C O UNTRIES PLUS SWITZERLAND). EURO-DOLLAR DEPO S I T RATES: LONDON OVERNIGHT DEC DAY DEC HCNTH DEC HCNTH DEC HCNTH DEC YEAR DEC SELECTED EURO-DOLLAR AND U.S. HONEY HARKET RATES OVERNIGHT EURO-DOLLAR DEPOSITS U.S. FEDERAL FUNDS DIFFERENTIAL ADJ. FOR RESERVE REQUIREHENTS 3-HCNTH EURO-DOLLAR DEPOSIT RATE U.S. 9-DAY C D S, SECONDARY HARKET D I F F E RENTIAL DEC DEC DEC DEC DEC DEC. 2.7

15 LAST VALUE PLOTTED SERIES NAME DATE VALUE. INTEREST ARBITRAGE, 3-MONTH FUNDS EURC-DOLLAR DEPOSIT INTERBANK STERLING (LONDON), COVERED DIFFERENTIAL U.S. COMMERCIAL PAPER CANADIAN FINANCE PAPER, COVERED DIFFERENTIAL EURO-DOLLAR DEPOSIT INTERBANK DM (FRA N K F U R T), COVERED DIFFERENTIAL EURO-DOLLAR DEPOSIT SWISS INTERBANK, COVERED DIFFERENTIAL DEC. 2 DEC. 2 DEC. 2 DEC. 2 DEC. 2 DEC. 2 DEC. 2 DEC. 2 DEC. 2 DEC. 2 DEC. 2 DEC LONG TERM G O VERMENT BOND YIELDS UNITED STATES DEC GERMANY DEC JAPAN (MONTHLY) NOV SWITZERLAND DEC. 5-9 CANADA DEC FRANCE NOV NETHERLANDS OCT UNITED KINGDOM DEC U S. CORPORATE AAA BONDS OCT..31 EURC-DM BONDS DEC..3 EURO-DOLLAR BONDS OCT INDUSTRIAL STOCK INDICES UNITED STATES DEC JAPAN DEC FRANCE DEC UNITED KINGDOM DEC SWITZERLAND DEC GERMANY DEC