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 February 27, 201827-Feb-18TermCanada U.S. SpreadCanada U.S. SpreadCanada U.S. SpreadThree-month1.16 1.68 -0.521.16 1.61 -0.451.20 1.45 -0.25Six-month1.30 1.87 -0.571.34 1.83 -0.491.35 1.66 -0.32Two-year1.80 2.22 -0.431.84 2.22 -0.381.83 2.13 -0.30Three-year1.91 2.37 -0.461.97 2.41 -0.441.89 2.26 -0.38Five-year2.06 2.61 -0.552.15 2.65 -0.512.08 2.50 -0.4210-year2.26 2.86 -0.602.34 2.89 -0.552.29 2.70 -0.4130-year2.42 3.16 -0.742.48 3.14 -0.662.35 2.95 -0.60Treasury and money markets ratesTodayWeek agoFour weeks ago27-Feb-18US/CAD US/EUR US/GBP JPY/US MXN/US CHF/US US/AUD CNY/US US/NZD Silver GoldToday0.78629 1.2303 1.3931 107.145 18.704 0.9384 0.7837 6.313 0.7272 16.55 1328.6Week ago0.79076 1.2338 1.3996 107.325 18.707 0.9362 0.7884 6.344 0.7348 16.46 1329.5Four Weeks Ago0.81077 1.2402 1.4147 108.775 18.771 0.9343 0.8083 6.331 0.7331 17.13 1338.527-Feb-18USDCADEURMXNJPYGBPCHFAUDUSD1.0 0.7863 1.2303 0.053466 0.009333 1.39305 1.0657 0.7837CAD1.2718 1.0 1.5647 0.0680 0.0119 1.7717 1.3554 0.9967EUR0.8128 0.6391 1.0 0.0435 0.0076 1.1323 0.8662 0.6370MXN18.7035 14.7063 23.0109 1.0 0.1746 26.0549 19.9323 14.6579JPY107.15 84.25 131.82 5.731.0 149.26 114.18 83.97GBP0.7178 0.5644 0.8832 0.0384 0.0067 1.0 0.7650 0.5626CHF0.9384 0.7378 1.1545 0.0502 0.0088 1.3072 1.0 0.7354AUD1.2760 1.0033 1.5699 0.0682 0.0119 1.7775 1.3598 1.027-Feb-18Spot One-month Three-month Six-month One-year Two-year Three-year Four-year Five-yearC$1.2718 1.27111.2696 1.2676 1.2639 1.2569 1.2514 1.2491 1.2456Euro*1.2303 1.23331.2386 1.2479 1.2668 1.3066 1.3423 1.3743 1.4029Yen107.145 106.8988 106.4767 105.7330 104.2089 100.9025 97.5700 94.3498 91.2854UK pound*1.3931 1.39511.3985 1.4043 1.4158 1.4389 1.4604 1.4801 1.4984US$0.7863 0.78670.7876 0.7889 0.7912 0.7956 0.7991 0.8006 0.8029Euro*1.5647 1.56761.5726 1.5818 1.6011 1.6423 1.6797 1.7166 1.7474Yen84.2467 84.1083.8683.41 82.45 80.28 77.97 75.54 73.29UK pound*1.7717 1.77331.7756 1.7800 1.7894 1.8086 1.8276 1.8487 1.8663