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 30, 201830-May-18TermCanada U.S. SpreadCanada U.S. SpreadCanada U.S. SpreadThree-month1.27 1.92 -0.651.27 1.94 -0.671.22 1.87 -0.66Six-month1.45 2.07 -0.621.44 2.12 -0.681.40 2.03 -0.63Two-year1.89 2.30 -0.412.03 2.59 -0.571.93 2.51 -0.58Three-year2.02 2.41 -0.402.16 2.73 -0.572.04 2.64 -0.61Five-year2.07 2.56 -0.492.31 2.90 -0.592.16 2.81 -0.6510-year2.24 2.76 -0.532.45 3.06 -0.602.35 2.97 -0.6230-year2.30 2.96 -0.662.47 3.20 -0.732.42 3.13 -0.71Treasury and money markets ratesTodayWeek agoFour weeks ago30-May-18US/CAD US/EUR US/GBP JPY/US MXN/US CHF/US US/AUD CNY/US US/NZD Silver GoldToday0.77024 1.1629 1.3291 108.805 19.708 0.99 0.7542 6.4225 0.6968 16.46 1301.8Week ago0.77936 1.1697 1.3349 110.08 19.633 0.9956 0.7562 6.3875 0.6915 16.45 1293.8Four Weeks Ago0.77616 1.1952 1.3578 109.845 19.089 0.9993 0.7497 6.383 0.6996 16.37 1304.830-May-18USDCADEURMXNJPYGBPCHFAUDUSD1.0 0.7702 1.16285 0.050742 0.009191 1.32905 1.010152 0.75415CAD1.2983 1.0 1.5097 0.0659 0.0119 1.7255 1.3115 0.9791EUR0.8600 0.6624 1.0 0.0436 0.0079 1.1429 0.8687 0.6485MXN19.7077 15.1796 22.9171 1.0 0.1811 26.1925 19.9078 14.8626JPY108.81 83.81 126.52 5.521.0 144.61 109.91 82.06GBP0.7524 0.5795 0.8749 0.0382 0.0069 1.0 0.7601 0.5674CHF0.9900 0.7625 1.1512 0.0502 0.0091 1.3157 1.0 0.7466AUD1.3260 1.0213 1.5419 0.0673 0.0122 1.7623 1.3395 1.030-May-18Spot One-month Three-month Six-month One-year Two-year Three-year Four-year Five-yearC$1.2983 1.29711.2951 1.2927 1.2888 1.2824 1.2797 1.2769 1.2737Euro*1.1629 1.16571.1713 1.1797 1.1983 1.2360 1.2724 1.3056 1.3357Yen108.805 108.5696 108.1045 107.3799 105.7680 102.4823 99.1850 95.9210 92.8035UK pound*1.3291 1.33111.3350 1.3408 1.3530 1.3773 1.3999 1.4211 1.4405US$0.7702 0.77100.7721 0.7736 0.7759 0.7798 0.7814 0.7832 0.7851Euro*1.5097 1.51201.5169 1.5250 1.5443 1.5850 1.6283 1.6671 1.7013Yen83.8057 83.7083.4783.06 82.07 79.92 77.51 75.12 72.86UK pound*1.7255 1.72651.7290 1.7332 1.7437 1.7663 1.7915 1.8146 1.8347