FINANCIAL MARKETS DAILY：North American interest rates

The material contained in this report is the property of Royal Bank of Canada and may not be reproduced in any way, in whole or in part, without express authorization of the copyright holder in writing. The statements and statistics contained herein have been prepared by RBC Economics Research based on information from sources con-sidered to be reliable. We make no representation or warranty, express or implied, as to its accuracy or completeness. This publication is for the information of investors and business persons and does not constitute an offer to sell or a solicitation to buy securities. ®Registered trademark of Royal Bank of Canada. ©Royal Bank of Canada. FINANCIAL MARKETS DAILY North American interest rates Foreign exchange rates Cross currency rates Forward exchange rates August 1, 201801-Aug-18TermCanada U.S. SpreadCanada U.S. SpreadCanada U.S. SpreadThree-month1.45 2.03 -0.591.44 2.01 -0.571.27 1.94 -0.67Six-month1.58 2.21 -0.631.59 2.18 -0.591.50 2.11 -0.62Two-year2.07 2.67 -0.602.00 2.65 -0.651.90 2.52 -0.62Three-year2.12 2.76 -0.642.06 2.74 -0.681.97 2.62 -0.65Five-year2.22 2.84 -0.632.13 2.82 -0.692.05 2.74 -0.6910-year2.35 2.96 -0.612.22 2.95 -0.732.15 2.86 -0.7130-year2.34 3.08 -0.742.26 3.08 -0.822.19 2.99 -0.80Treasury and money markets ratesTodayWeek agoFour weeks ago01-Aug-18US/CAD US/EUR US/GBP JPY/US MXN/US CHF/US US/AUD CNY/US US/NZD Silver GoldToday0.7684 1.1688 1.3137 111.875 18.640 0.9914 0.7414 6.805 0.6807 15.45 1221.2Week ago0.76652 1.1729 1.3189 110.975 18.668 0.9919 0.7455 6.7417 0.6837 15.60 1231.6Four Weeks Ago0.76083 1.1656 1.3233 110.475 19.450 0.9928 0.7383 6.6325 0.6762 16.08 125701-Aug-18USDCADEURMXNJPYGBPCHFAUDUSD1.0 0.7684 1.1688 0.05365 0.008939 1.3137 1.008675 0.74135CAD1.3014 1.0 1.5211 0.0698 0.0116 1.7096 1.3127 0.9648EUR0.8556 0.6574 1.0 0.0459 0.0076 1.1240 0.8630 0.6343MXN18.6395 14.3227 21.7858 1.0 0.1666 24.4867 18.8012 13.8184JPY111.88 85.97 130.76 6.001.0 146.97 112.85 82.94GBP0.7612 0.5849 0.8897 0.0408 0.0068 1.0 0.7678 0.5643CHF0.9914 0.7618 1.1587 0.0532 0.0089 1.3024 1.0 0.7350AUD1.3489 1.0365 1.5766 0.0724 0.0121 1.7720 1.3606 1.001-Aug-18Spot One-month Three-month Six-month One-year Two-year Three-year Four-year Five-yearC$1.3014 1.30071.2993 1.2972 1.2936 1.2870 1.2819 1.2792 1.2772Euro*1.1688 1.17161.1772 1.1864 1.2057 1.2458 1.2832 1.3172 1.3488Yen111.875 111.6455 111.1532 110.3173 108.6170 104.9925 101.4200 97.9792 94.7340UK pound*1.3137 1.31541.3190 1.3250 1.3371 1.3612 1.3835 1.4035 1.4221US$0.7684 0.76880.7696 0.7709 0.7730 0.7770 0.7801 0.7817 0.7830Euro*1.5211 1.52391.5296 1.5390 1.5598 1.6034 1.6450 1.6849 1.7226Yen85.9651 85.8385.5585.04 83.96 81.58 79.11 76.59 74.17UK pound*1.7096 1.71101.7139 1.7188 1.7297 1.7519 1.7736 1.7954 1.8162