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 28, 201828-Feb-18TermCanada U.S. SpreadCanada U.S. SpreadCanada U.S. SpreadThree-month1.15 1.67 -0.521.16 1.65 -0.491.20 1.46 -0.26Six-month1.29 1.87 -0.581.32 1.86 -0.541.34 1.67 -0.33Two-year1.81 2.26 -0.451.83 2.27 -0.441.82 2.12 -0.30Three-year1.93 2.43 -0.501.95 2.41 -0.471.89 2.26 -0.38Five-year2.09 2.67 -0.582.12 2.65 -0.532.07 2.51 -0.4410-year2.28 2.90 -0.622.32 2.89 -0.572.29 2.72 -0.4430-year2.44 3.16 -0.732.46 3.16 -0.702.37 2.97 -0.60Treasury and money markets ratesTodayWeek agoFour weeks ago28-Feb-18US/CAD US/EUR US/GBP JPY/US MXN/US CHF/US US/AUD CNY/US US/NZD Silver GoldToday0.78253 1.2219 1.3818 107.085 18.800 0.9432 0.7808 6.326 0.7226 16.43 1318.5Week ago0.78725 1.2284 1.3918 107.775 18.838 0.939 0.7804 6.342 0.7319 16.49 1324.3Four Weeks Ago0.81202 1.2421 1.4192 109.185 18.600 0.9314 0.8055 6.3005 0.7365 17.33 1345.128-Feb-18USDCADEURMXNJPYGBPCHFAUDUSD1.0 0.7825 1.22185 0.053191 0.009338 1.3818 1.060221 0.78075CAD1.2779 1.0 1.5614 0.0680 0.0119 1.7658 1.3549 0.9977EUR0.8184 0.6405 1.0 0.0435 0.0076 1.1309 0.8677 0.6390MXN18.8000 14.7116 22.9708 1.0 0.1756 25.9778 19.9321 14.6781JPY107.09 83.80 130.84 5.701.0 147.97 113.53 83.61GBP0.7237 0.5663 0.8842 0.0385 0.0068 1.0 0.7673 0.5650CHF0.9432 0.7381 1.1524 0.0502 0.0088 1.3033 1.0 0.7364AUD1.2808 1.0023 1.5650 0.0681 0.0120 1.7698 1.3580 1.028-Feb-18Spot One-month Three-month Six-month One-year Two-year Three-year Four-year Five-yearC$1.2779 1.27711.2758 1.2738 1.2700 1.2628 1.2576 1.2520 1.2483Euro*1.2219 1.22481.2303 1.2393 1.2586 1.2983 1.3347 1.3668 1.3962Yen107.085 106.8345 106.4034 105.6781 104.1068 100.7867 97.4250 94.1360 91.0270UK pound*1.3818 1.38381.3873 1.3929 1.4048 1.4283 1.4503 1.4707 1.4896US$0.7825 0.78300.7838 0.7851 0.7874 0.7919 0.7952 0.7987 0.8011Euro*1.5614 1.56421.5696 1.5786 1.5984 1.6396 1.6785 1.7112 1.7429Yen83.7976 83.6583.4082.96 81.98 79.81 77.47 75.19 72.92UK pound*1.7658 1.76741.7700 1.7743 1.7840 1.8037 1.8239 1.8413 1.8595