FINANCIAL MARKETS DAILY

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 April 3, 201803-Apr-18TermCanada U.S. SpreadCanada U.S. SpreadCanada U.S. SpreadThree-month1.11 1.78 -0.671.11 1.78 -0.681.15 1.69 -0.54Six-month1.29 1.94 -0.661.30 1.95 -0.651.30 1.86 -0.56Two-year1.78 2.26 -0.481.89 2.32 -0.431.75 2.24 -0.49Three-year1.90 2.38 -0.482.00 2.44 -0.451.85 2.40 -0.55Five-year1.99 2.56 -0.562.09 2.65 -0.552.00 2.64 -0.6410-year2.12 2.74 -0.622.23 2.85 -0.632.19 2.88 -0.6930-year2.26 2.97 -0.712.35 3.09 -0.742.37 3.15 -0.78Treasury and money markets ratesTodayWeek agoFour weeks ago03-Apr-18US/CAD US/EUR US/GBP JPY/US MXN/US CHF/US US/AUD CNY/US US/NZD Silver GoldToday0.77909 1.231 1.4067 106.255 18.173 0.9564 0.7699 6.2781 0.7264 16.60 1340.1Week ago0.77622 1.2403 1.4157 105.345 18.381 0.9468 0.7679 6.277 0.7269 16.53 1344.7Four Weeks Ago0.77664 1.2404 1.3888 106.125 18.739 0.9407 0.7828 6.3165 0.729 16.76 1334.503-Apr-18USDCADEURMXNJPYGBPCHFAUDUSD1.0 0.7791 1.23095 0.055026 0.009411 1.4067 1.045642 0.76985CAD1.2836 1.0 1.5800 0.0706 0.0121 1.8056 1.3421 0.9881EUR0.8124 0.6329 1.0 0.0447 0.0076 1.1428 0.8495 0.6254MXN18.1733 14.1586 22.3704 1.0 0.1710 25.5643 19.0027 13.9907JPY106.26 82.78 130.79 5.85 1.0 149.47 111.10 81.80GBP0.7109 0.5538 0.8751 0.0391 0.0067 1.0 0.7433 0.5473CHF0.9564 0.7451 1.1772 0.0526 0.0090 1.3453 1.0 0.7362AUD1.2990 1.0120 1.5989 0.0715 0.0122 1.8272 1.3582 1.003-Apr-18Spot One-month Three-month Six-month One-year Two-year Three-year Four-year Five-yearC$1.2836 1.2830 1.2814 1.2794 1.2755 1.2691 1.2650 1.2618 1.2594Euro*1.231 1.2338 1.2394 1.2485 1.2684 1.3089 1.3457 1.3784 1.4085Yen106.255 106.0429 105.6016 104.8981 103.3582 100.1262 96.9290 93.8090 90.8350UK pound*1.4067 1.4087 1.4122 1.4177 1.4291 1.4515 1.4723 1.4919 1.5105US$0.7791 0.7794 0.7804 0.7816 0.7840 0.7880 0.7905 0.7925 0.7940Euro*1.58 1.5829 1.5883 1.5973 1.6179 1.6611 1.7023 1.7393 1.7738Yen82.7821 82.6582.4181.99 81.03 78.90 76.62 74.35 72.13UK pound*1.8056 1.8073 1.8096 1.8137 1.8228 1.8420 1.8625 1.8824 1.9023