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 June 1, 201801-Jun-18TermCanada U.S. SpreadCanada U.S. SpreadCanada U.S. SpreadThree-month1.29 1.92 -0.631.28 1.90 -0.631.22 1.82 -0.61Six-month1.45 2.07 -0.621.44 2.08 -0.641.40 2.02 -0.62Two-year1.92 2.43 -0.512.00 2.51 -0.521.91 2.49 -0.58Three-year2.02 2.56 -0.542.12 2.65 -0.532.01 2.63 -0.62Five-year2.12 2.70 -0.582.25 2.81 -0.562.15 2.79 -0.6410-year2.26 2.86 -0.612.41 2.98 -0.572.33 2.95 -0.6330-year2.27 3.03 -0.752.42 3.13 -0.702.40 3.13 -0.73Treasury and money markets ratesTodayWeek agoFour weeks ago01-Jun-18US/CAD US/EUR US/GBP JPY/US MXN/US CHF/US US/AUD CNY/US US/NZD Silver GoldToday0.77083 1.1669 1.331 109.435 19.943 0.9879 0.7535 6.4205 0.6976 16.40 1294.8Week ago0.77089 1.1652 1.3309 109.395 19.548 0.9898 0.7549 6.3999 0.6918 16.51 1301.6Four Weeks Ago0.77845 1.196 1.3533 109.125 19.268 1 0.7543 6.364 0.702 16.52 1315.101-Jun-18USDCADEURMXNJPYGBPCHFAUDUSD1.0 0.7708 1.1669 0.050144 0.009138 1.33095 1.012299 0.75345CAD1.2973 1.0 1.5138 0.0651 0.0119 1.7266 1.3133 0.9775EUR0.8570 0.6606 1.0 0.0430 0.0078 1.1406 0.8675 0.6457MXN19.9425 15.3723 23.2709 1.0 0.1822 26.5425 20.1878 15.0257JPY109.44 84.36 127.70 5.491.0 145.65 110.78 82.45GBP0.7513 0.5792 0.8767 0.0377 0.0069 1.0 0.7606 0.5661CHF0.9879 0.7615 1.1527 0.0495 0.0090 1.3148 1.0 0.7443AUD1.3272 1.0231 1.5487 0.0666 0.0121 1.7665 1.3436 1.001-Jun-18Spot One-month Three-month Six-month One-year Two-year Three-year Four-year Five-yearC$1.2973 1.29611.2946 1.2922 1.2880 1.2813 1.2758 1.2736 1.2714Euro*1.1669 1.16991.1753 1.1841 1.2036 1.2430 1.2799 1.3134 1.3437Yen109.435 109.1999 108.7461 107.9948 106.3232 102.8601 99.4115 96.0990 92.9400UK pound*1.331 1.33301.3368 1.3426 1.3554 1.3812 1.4047 1.4261 1.4455US$0.7708 0.77160.7725 0.7739 0.7764 0.7805 0.7838 0.7852 0.7865Euro*1.5138 1.51621.5216 1.5301 1.5502 1.5926 1.6329 1.6728 1.7084Yen84.356 84.2584.0083.58 82.55 80.28 77.92 75.45 73.10UK pound*1.7266 1.72761.7305 1.7349 1.7458 1.7697 1.7921 1.8163 1.8379