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 May 29, 201829-May-18TermCanada U.S. SpreadCanada U.S. SpreadCanada U.S. SpreadThree-month1.29 1.90 -0.611.26 1.94 -0.681.21 1.87 -0.67Six-month1.43 2.07 -0.641.44 2.13 -0.691.38 2.04 -0.66Two-year1.92 2.46 -0.542.05 2.57 -0.521.89 2.49 -0.60Three-year2.05 2.58 -0.532.17 2.73 -0.561.99 2.63 -0.64Five-year2.16 2.73 -0.582.30 2.90 -0.602.12 2.80 -0.6810-year2.29 2.90 -0.612.49 3.06 -0.572.31 2.96 -0.6530-year2.34 3.07 -0.732.50 3.20 -0.702.40 3.13 -0.73Treasury and money markets ratesTodayWeek agoFour weeks ago29-May-18US/CAD US/EUR US/GBP JPY/US MXN/US CHF/US US/AUD CNY/US US/NZD Silver GoldToday0.76764 1.1557 1.3264 108.945 19.746 0.9965 0.7524 6.428 0.6915 16.41 1300.9Week ago0.78009 1.1779 1.3436 110.895 19.773 0.9928 0.7576 6.3655 0.6934 16.55 1291.3Four Weeks Ago0.77833 1.1994 1.3614 109.865 18.951 0.9964 0.7491 6.3462 0.7005 16.16 130429-May-18USDCADEURMXNJPYGBPCHFAUDUSD1.0 0.7676 1.15565 0.050643 0.009179 1.3264 1.003512 0.75235CAD1.3027 1.0 1.5055 0.0660 0.0120 1.7279 1.3073 0.9801EUR0.8653 0.6642 1.0 0.0438 0.0079 1.1478 0.8684 0.6510MXN19.7461 15.1578 22.8195 1.0 0.1812 26.1912 19.8154 14.8559JPY108.95 83.63 125.90 5.521.0 144.50 109.33 81.96GBP0.7539 0.5787 0.8713 0.0382 0.0069 1.0 0.7566 0.5672CHF0.9965 0.7649 1.1516 0.0505 0.0091 1.3218 1.0 0.7497AUD1.3292 1.0203 1.5361 0.0673 0.0122 1.7630 1.3338 1.029-May-18Spot One-month Three-month Six-month One-year Two-year Three-year Four-year Five-yearC$1.3027 1.30191.2999 1.2975 1.2935 1.2865 1.2826 1.2791 1.2740Euro*1.1557 1.15801.1640 1.1727 1.1915 1.2303 1.2677 1.3021 1.3344Yen108.945 108.7472 108.2500 107.5084 105.8749 102.4750 99.0580 95.7470 92.5745UK pound*1.3264 1.32821.3325 1.3384 1.3510 1.3762 1.4000 1.4213 1.4407US$0.7676 0.76810.7693 0.7707 0.7731 0.7773 0.7797 0.7818 0.7850Euro*1.5055 1.50761.5131 1.5215 1.5411 1.5828 1.6259 1.6655 1.7000Yen83.6302 83.5383.2882.86 81.85 79.66 77.23 74.86 72.67UK pound*1.7279 1.72911.7321 1.7366 1.7475 1.7704 1.7956 1.8180 1.8353