Selected Interest & Exchange Rates XAfeekly Series of Charts AUGUST 18,1975 Prepared by the FINANCIAL MARKETS SECTION DIVISION OF INTERNATIONAL FINANCE BOARD OF GOVERNORS FEDERAL RESERVE SYSTEM Washington, D C. 20551 Digitized for FRASER http://fraser.stlouisfed.org/ Federal Reserve Bank of St. Louis
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Selected Interest & Exchange Rates XAfeekly Series of Charts
AUGUST 18,1975
Prepared by the FINANCIAL MARKETS SECTION
DIVISION OF INTERNATIONAL FINANCE
BOARD OF GOVERNORS FEDERAL RESERVE SYSTEM Washington, D C. 20551
Digitized for FRASER http://fraser.stlouisfed.org/ Federal Reserve Bank of St. Louis
Digitized for FRASER http://fraser.stlouisfed.org/ Federal Reserve Bank of St. Louis
w ; Chart 9
LONG -TERM GOVERNMENT BOND Y IELDS WEEKLY SERIES
9 UNITED STATES
CANADA 7
5 12
SWITZERLAND GERMANY 10
/ JAPAN Industrial 8
6 18 14
UNITED KINGDOM 12
• FRANCE
10
8
NETHERLANDS
6
4
U.S. CORPORATE Monthly
Euro Dm bonds y
Euro-dollar bonds
1973 1975
12 JU S. CORPORATE Monthly
10
Aaa bonds
8
6 1973 1975 Digitized for FRASER
http://fraser.stlouisfed.org/ Federal Reserve Bank of St. Louis
' ChartJO INDUSTRIAL STOCK INDEXES
WEEKLY SERIES
IWTIO^ SCALE
160
UNITED STATES
100
60
45
140 320 UNITED KINGDOM JAPAN
180
60
35 80
180 180
CANADA
SWITZERLAND 100 100
80 60
45
180 180
FRANCE General index
GERMANY
100 100
60
1873 1876 1873 1875
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LAST VALUE PLOTTED SERIES NAME DATE VALUE
CHART 1 . SPOT EXCHANGE RATES
U . S . DOLLAR, WEIGHTED AVERAGE AUG. 13 85 . 1 6 JAPANESE YEN AUG. 13 120 . 8 6 GERMAN MARK AUG. 13 141 . 6 3 DUTCH GUILDER AUG. 13 136 . 6 9 U . K . POUND AUG. 13 67 . 6 7 CANADIAN DOLLAR AUG. 13 104 . 3 1 FRENCH FRANC AUG. 13 1 2 6 . 4 7 SWISS FRANC AUG. 13 162 . 6 5 BELGIAN FRANC AUG. 13 130 . 4 0 I T A L I A N LIRA AUG. 13 93 . 2 0
CHART 2 . 3-MONTH FORWARD EXCHANGE RATES
CANADIAN DOLLAR UcKo POUND GERMAN MARK FRENCH FRANC SWISS FRANC DUTCH GUILDER JAPANESE YEN
AUG. 13 - 0 . 9 9 AUG. 13 - 4 . 0 7 AUG. 13 4 . 0 6 AUG. 13 - 1 . 5 4 AUG. 13 3 . 3 9 AUG. 13 3 . 5 9 AUG. 13 - 0 . 2 8
CHART 3 . GOLD PRICE I N LONDON
U . S . DOLLAR PER FINE OUNCE AUG. 13 1 6 3 . 4 7
CHART 4 . CALL MONEY RATES
U . S . FEDERAL FUNDS AUG. 13 6 . 0 8 OVERNIGHT EURO-DOLLAR DEPOSITS AUG. 13 6 . 1 2 U . K . 2-DAY LOCAL AUTHORITY DEPOSITS AUG. 8 1 0 . 0 6 CANADA AUG. 8 7 . 1 3 GERMANY AUG. 8 1 . 5 0 EURO-DM AUG. 8 2 . 3 8 JAPAN AUG. 15 10 . 5 0 FRANCE AUG. 8 7 . 3 8 NETHERLANDS AUG. 1 0 . 5 3 EURO-SWISS FRANC AUG. 8 4 . 8 8
CHART 5 . 3-MONTH INTEREST RATES
U . S . CD'S ( 6 0 - 8 9 DAYS) AUG. 13 6 . 2 5 GERMAN INTERBANK LOAN AUG. 13 3 . 6 0 JAPANESE COMPOSITE LOAN JUNE 27 9 . 2 0 EURO-DOLLAR DEPOSIT AUG. 13 7 . 2 4 CANADIAN FINANCE COMPANY PAPER AUG. 13 8 . 4 5 INTERBANK STERLING AUG. 13 1 0 . 7 1 SWISS DEPOSIT AUG. 13 6 . 0 0
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LAST VALUE PLOTTED SERIES NAME GATE VALUE
CHART 6 . EURO-DOLLAR DEPOSIT RATES: LONDON
OVERNIGHT 7-DAY 1-MONTH 3-MONTH 6-MONTH 1-YEAR
AUG. 13 6 . 1 2 AUG. .13 6 . 2 6 AUG. 13 6 . 5 5 AUG. 13 7 . 2 4 AUG. 13 6 . 1 8 AUG. 13 8 . 6 2
CHART 7 . SELECTED EURO-DOLLAR AND U . S . MONEY MARKET RATES
OVERNIGHT EURO-DOLLAR DEPOSITS AUG. 13 6 . 1 2 U . S . FEDERAL FUNDS AUG. 13 6 . 0 8 DIFFERENTIAL ADJ. FOR RESERVE REQUIREMENTS AUG. 13 0 . 3 0 3-MONTH EURO-DOLLAR DEPOSIT RATE AUG. 13 7 . 2 4 U . S . CD'S ( 6 0 - 8 9 DAYS) AUG. 13 6 . 2 5 DIFFERENTIAL A D J . FOR RESERVE REQUIREMENTS AUG. 13 0 . 8 9
CHART 8 . INTEREST ARBITRAGE, 3-MONTH FUNDS
EURO-DOLLAR DEPOSIT AUG. 13 7 . 2 4 INTERBANK STERLING (LONDON), COVERED AUG. 13 6 . 6 4 DIFFERENTIAL AUG. 13 0 . 6 0
U . S . COMMERCIAL PAPER AUG. 13 6 . 5 8 CANADIAN FINANCE CO. PAPER, COVERED AUG. 13 7 . 4 6 DIFFERENTIAL AUG. 13 - 0 . 8 8
EURO-DOLLAR DEPOSIT AUG. 13 7 . 2 4 INTERBANK DM (FRANKFURT), COVERED AUG. 13 7 . 8 6 DIFFERENTIAL AUG. 13 - 0 . 6 2
EURO-DOLLAR DEPOSIT SWISS DEPOSIT ( S F ) , COVERED DIFFERENTIAL
AUG. 13 7 . 2 4 AUG. 12 9 . 3 9 AUG. 13 - 2 . 1 5
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6 LAST VALUE PLOTTED
SERIES NAME DATE VALUE
CHART 9 . LONG TERM GOVERNMENT 60NC YIELDS
UNITED STATES GERMANY JAPAN (MONTHLY) SWITZERLAND CANADA FRANCE NETHERLANDS UNITED KINGDOM
AUG. 8 a . 4 0 AUG. 1 8 . 2 5 AUG. 1 9 . 4 1 AUG. 8 6 . 3 7 AUG. 8 9 . 4 2 AUG. 1 9 . 9 9 AUG. 1 7 . 7 5 AUG. 1 1 3 . 9 3
U . S . CORPORATE
AAA BONDS EURO-DM BONDS EURO-DOLLAR BONDS
JUNE 27 8 . 7 7 JUNE 27 8 . 3 0 JUNE 27 8 . 6 2
CHART 1 0 . INDUSTRIAL STOCK INDEXES
UNITED STATES JAPAN CANADA FRANCE UNITED KINGDOM SWITZERLAND GERMANY
AUG. 8 9 0 . 4 9 AUG. 1 2 0 9 . 6 1 AUG. 1 1 0 4 . 4 9 AUG. 1 1 0 2 . 3 0 AUG. 1 6 7 . 3 7 AUG. 8 6 5 . 5 1 AUG. 1 8 8 . 9 8
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.voSL£2$r£. F E D E R A L R E S E R V E s t a t i s t i c a l r e l e a s e
H . 1 0 AUGUST 1 5 , 1975
FOREIGN EXCHANGE RATES
FOR THE WEEK ENDING AUGUST 1 5 , 1975
The Board of Governors,of the Federal Reserve System is advised that the Federal Reserve Bank of New York has certif ied for customs purposes the following noon buying rate in New York City for cable transfers payable in foreignjcurrencies:
MONETARY (RATE U . S . CENTS) COUNTRY UNIT AUG. 11 AUG. 12 AUG. 13 AUG. 14 AUG. 15