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 March 29, 201829-Mar-18TermCanada U.S. SpreadCanada U.S. SpreadCanada U.S. SpreadThree-month1.101.73-0.631.111.75-0.641.151.65-0.50Six-month1.301.92-0.631.301.95-0.651.281.85-0.57Two-year1.802.29-0.481.862.31-0.451.792.25-0.46Three-year1.922.41-0.491.982.47-0.491.902.41-0.51Five-year1.992.60-0.602.092.68-0.582.052.65-0.5910-year2.112.78-0.672.242.88-0.642.232.87-0.6330-year2.253.02-0.782.353.12-0.772.383.13-0.75Treasury and money markets ratesTodayWeek agoFour weeks ago29-Mar-18US/CAD US/EUR US/GBP JPY/US MXN/US CHF/US US/AUD CNY/US US/NZD Silver GoldToday0.77438 1.2314 1.407 106.46 18.271 0.9565 0.7679 6.281 0.7201 16.26 1323.9Week ago0.77277 1.2302 1.4096 105.275 18.634 0.9492 0.7693 6.3425 0.7206 16.40 1329Four Weeks Ago0.77888 1.2268 1.3776 106.24 18.840 0.9419 0.7756 6.3555 0.7249 16.47 1316.529-Mar-18USDCADEURMXNJPYGBPCHFAUDUSD1.00.7744 1.23135 0.054732 0.009393 1.40695 1.045478 0.76785CAD1.29141.01.5901 0.0707 0.0121 1.8169 1.3501 0.9916EUR0.8121 0.62891.00.0444 0.0076 1.1426 0.8491 0.6236MXN18.2707 14.1485 22.49761.00.1716 25.7060 19.1016 14.0292JPY106.4682.44131.095.831.0149.78 111.3081.75GBP0.7108 0.5504 0.8752 0.0389 0.00671.00.7431 0.5458CHF0.9565 0.7407 1.1778 0.0524 0.0090 1.34571.00.7344AUD1.3023 1.0085 1.6036 0.0713 0.0122 1.8323 1.36161.029-Mar-18Spot One-month Three-month Six-month One-year Two-year Three-year Four-year Five-yearC$1.29141.29091.28951.2874 1.2837 1.27791.27271.2690 1.2661Euro*1.23141.23411.23991.2489 1.2689 1.30941.34591.3784 1.4080Yen106.46 106.2634105.8151 105.1130 103.5775 100.3750 97.1820 94.0580 91.0910UK pound*1.4071.40881.41251.4178 1.4292 1.45151.47201.4914 1.5102US$0.77440.77470.77550.7767 0.7790 0.78260.78580.7880 0.7898Euro*1.59011.59301.59881.6079 1.6289 1.67321.71291.7492 1.7827Yen82.440982.3282.0681.6480.6978.5576.3674.1271.95UK pound*1.81691.81861.82131.8254 1.8347 1.85471.87331.8926 1.9121