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 April 10, 201810-Apr-18TermCanada U.S. SpreadCanada U.S. SpreadCanada U.S. SpreadThree-month1.13 1.74 -0.621.14 1.78 -0.641.10 1.71 -0.61Six-month1.32 1.92 -0.611.31 1.94 -0.641.27 1.90 -0.63Two-year1.80 2.29 -0.491.78 2.26 -0.481.84 2.27 -0.43Three-year1.92 2.42 -0.501.90 2.38 -0.481.95 2.44 -0.49Five-year2.01 2.60 -0.591.99 2.56 -0.562.08 2.64 -0.5710-year2.15 2.78 -0.632.12 2.74 -0.622.25 2.87 -0.6230-year2.30 3.02 -0.722.26 2.97 -0.712.42 3.13 -0.71Treasury and money markets ratesTodayWeek agoFour weeks ago10-Apr-18US/CAD US/EUR US/GBP JPY/US MXN/US CHF/US US/AUD CNY/US US/NZD Silver GoldToday0.7903 1.2363 1.4182 107.025 18.271 0.954 0.7736 6.2895 0.7354 16.57 1338.3Week ago0.78082 1.2271 1.4059 106.605 18.218 0.9589 0.7685 6.283 0.7258 16.42 1332.8Four Weeks Ago0.77131 1.239 1.3962 106.575 18.606 0.944 0.7860 6.33 0.7325 16.59 1326.410-Apr-18USDCADEURMXNJPYGBPCHFAUDUSD1.0 0.7903 1.2363 0.054732 0.009344 1.41815 1.048218 0.7736CAD1.2654 1.0 1.5644 0.0693 0.0118 1.7945 1.3264 0.9789EUR0.8089 0.6392 1.0 0.0443 0.0076 1.1471 0.8479 0.6257MXN18.2707 14.4392 22.5881 1.0 0.1707 25.9106 19.1517 14.1342JPY107.03 84.58 132.32 5.86 1.0 151.78 112.19 82.79GBP0.7051 0.5573 0.8718 0.0386 0.0066 1.0 0.7391 0.5455CHF0.9540 0.7539 1.1794 0.0522 0.0089 1.3529 1.0 0.7380AUD1.2927 1.0216 1.5981 0.0708 0.0121 1.8332 1.3550 1.010-Apr-18Spot One-month Three-month Six-month One-year Two-year Three-year Four-year Five-yearC$1.2654 1.2646 1.2630 1.2609 1.2571 1.2505 1.2459 1.2431 1.2411Euro*1.2363 1.2391 1.2448 1.2539 1.2739 1.3145 1.3514 1.3846 1.4154Yen107.025 106.8144 106.3697 105.6554 104.0899 100.8250 97.5850 94.4200 91.4050UK pound*1.4182 1.4199 1.4236 1.4292 1.4410 1.4640 1.4850 1.5046 1.5234US$0.7903 0.7907 0.7918 0.7931 0.7955 0.7997 0.8026 0.8045 0.8057Euro*1.5644 1.5670 1.5722 1.5811 1.6014 1.6437 1.6838 1.7212 1.7567Yen84.5813 84.4684.2283.79 82.80 80.63 78.32 75.96 73.65UK pound*1.7945 1.7957 1.7979 1.8020 1.8115 1.8308 1.8503 1.8704 1.8907