FINANCIAL MARKETS WEEKLY

FINANCIAL MARKETS WEEKLY KEY INTEREST RATES MONEY MARKET RATES GOVERNMENT YIELD CURVES FOREIGN EXCHANGE JapanUnited KingdomPrime Bank ratePrime Fed Funds Deposit Repo rateDiscountBase rate03/29/183.45 1.254.75 1.75-0.40 0.000.300.5003/22/183.45 1.254.75 1.75-0.40 0.000.300.5003/01/183.45 1.254.50 1.50-0.40 0.000.300.50CanadaUnited StatesEMUMarch 29, 2018(per US$)CDN$ GBP*YENEURO* SFMXNAUS*GOLDSILVER OIL29-Mar-181.2881.404106.450 1.2300.95718.195 0.7691323.60 16.3464.71**22-Mar-181.2941.410105.290 1.2300.94918.639 0.7701329.33 16.4464.2501-Mar-181.2841.378106.250 1.2270.94218.850 0.7761316.93 16.4761.36Week RangeHigh1.2941.425107.01.2480.95818.690.776N/AN/A66.55N.A. TradingLow1.2821.401104.61.2280.94318.190.764N/AN/A63.72% change Weekly-0.47-0.431.10-0.020.78-2.38-0.10-0.43-0.570.72Monthly0.311.890.190.261.56-3.47-0.920.51-0.805.46*Inverted**closing price, previous day(Bond-equivalent yields/365-day basis)1 month 3 month 6 month 2 year 3 year 5 year 10 year 30 year Spread *United States29-Mar-181.591.671.872.272.392.562.742.97130bps22-Mar-181.681.7230 1.932.292.442.632.833.07134bps01-Mar-181.4900 1.6290 1.842.212.352.572.803.09146bpsCanada29-Mar-181.091.101.291.781.891.972.092.23113bps22-Mar-181.071.101.291.821.942.042.182.30120bps01-Mar-181.121.151.281.791.902.052.232.38123bpsSpread29-Mar-18-50-57-58-49-49-59-65-7422-Mar-18-61-62-64-46-49-59-65-7701-Mar-18-37-48-56-42-45-52-57-71*Long bond minus 3 month T-bill Banker AcceptancesCommercial PaperCertificates of Deposit1 month3 month6 month1 month3 month6 month1 month3 month6 monthUnited States29-Mar-181.221.351.481.701.852.050.170.200.2622-Mar-181.221.351.481.701.852.050.170.200.26Canada*29-Mar-181.531.631.751.681.711.741.530.611.8522-Mar-181.491.621.731.701.711.731.591.771.85Spread29-Mar-180.310.280.27-0.02-0.14-0.311.360.411.5922-Mar-180.270.270.250.00-0.14-0.321.421.571.59*Ask quotes used 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 WEEKLY INTERNATIONAL BOND YIELDS FORWARDS INTERNATIONAL EURO-DEPOSIT RATES STOCK MARKETS March 29, 20182 year3 year5 year7 year10 year30 yearJapan-0.13-0.12-0.11-0.060.040.74U.K.0.830.871.111.181.341.70Germany-0.59-0.46-0.100.130.491.15France-0.47-0.35-0.040.310.721.56Italy-0.27-0.030.641.181.792.86C$/US$ forward1 year2 year3 year4 year5 year29-Mar-18-86.37/-77.73 -155.66/-135.26-172/-158-211/-190-240/-21522-Mar-18-77.76/-74.74 -139.24/-122.24-177/-151-219/-185-249/-20912 month3 monthminusminusOvernight 1 month3 month 6 month 12 month 1 monthU.S. 3 monthU.S.29-Mar-181.801.882.482.612.8395001-Mar-181.601.872.212.402.6881-27Canada29-Mar-181.331.530.611.852.1562-18701-Mar-181.331.681.641.832.0032-84Euro29-Mar-18-0.37-0.22-0.21-0.1324-27022-Mar-18-0.36-0.22-0.21-0.1323-270U.K.29-Mar-180.690.890.991.2455-15922-Mar-180.691.200.991.1647-128Japan29-Mar-180.020.040.050.1513-24422-Mar-18-0.120.040.010.1527-244Switzerland29-Mar-18-0.60-0.60-0.57-0.5010-30822-Mar-18-0.60-0.56-0.52-0.4218-304Australia29-Mar-182.142.282.302.6046-2022-Mar-182.182.152.272.4527-33LondonTokyoS&P/TSXDJ30NASDAQS&P500 FTSE100NikkeiFrankfurtSydneyClose28-Mar-18151702384869492642704521031119415789Past week22-Mar-18152242353369932588692220618118865821Month ago 01-Mar-18156382531073372747724421893124846000Year ago29-Mar-1715548-59122363---5865% changePast week22-Mar-18-0.351.34-0.622.061.772.010.46-0.54Month ago 01-Mar-18-3.00-5.77-5.29-3.85-2.76-3.93-4.35-3.51Year ago29-Mar-17-2.43-17.5511.80----1.29