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 5, 201805-Jun-18TermCanada U.S. SpreadCanada U.S. SpreadCanada U.S. SpreadThree-month1.27 1.96 -0.691.29 1.90 -0.611.21 1.87 -0.66Six-month1.45 2.13 -0.681.44 2.07 -0.631.39 2.04 -0.65Two-year1.94 2.51 -0.581.92 2.46 -0.541.92 2.51 -0.59Three-year2.03 2.65 -0.612.05 2.58 -0.532.02 2.63 -0.62Five-year2.14 2.79 -0.652.16 2.73 -0.582.15 2.79 -0.6410-year2.27 2.94 -0.672.29 2.90 -0.612.33 2.95 -0.6330-year2.31 3.09 -0.782.34 3.07 -0.732.41 3.12 -0.71Treasury and money markets ratesTodayWeek agoFour weeks ago05-Jun-18US/CAD US/EUR US/GBP JPY/US MXN/US CHF/US US/AUD CNY/US US/NZD Silver GoldToday0.76935 1.1667 1.335 109.665 20.426 0.9869 0.7611 6.4107 0.7015 16.43 1293.4Week ago0.76817 1.154 1.3254 108.765 19.836 0.9913 0.7505 6.4365 0.6904 16.42 1298.9Four Weeks Ago0.7722 1.1864 1.3546 109.125 19.570 1.0017 0.7451 6.3728 0.697 16.48 1314.505-Jun-18USDCADEURMXNJPYGBPCHFAUDUSD1.0 0.7693 1.16665 0.048956 0.009119 1.335 1.013274 0.7611CAD1.2998 1.0 1.5164 0.0636 0.0119 1.7352 1.3171 0.9893EUR0.8572 0.6595 1.0 0.0420 0.0078 1.1443 0.8685 0.6524MXN20.4264 15.7150 23.8304 1.0 0.1863 27.2692 20.6975 15.5465JPY109.67 84.37 127.94 5.371.0 146.40 111.12 83.47GBP0.7491 0.5763 0.8739 0.0367 0.0068 1.0 0.7590 0.5701CHF0.9869 0.7593 1.1514 0.0483 0.0090 1.3175 1.0 0.7511AUD1.3139 1.0108 1.5328 0.0643 0.0120 1.7540 1.3313 1.005-Jun-18Spot One-month Three-month Six-month One-year Two-year Three-year Four-year Five-yearC$1.2998 1.29881.2973 1.2948 1.2902 1.2825 1.2766 1.2738 1.2711Euro*1.1667 1.16951.1747 1.1834 1.2030 1.2432 1.2808 1.3151 1.3460Yen109.665 109.4250 108.9870 108.2435 106.5555 103.0375 99.5805 96.2430 93.0600UK pound*1.335 1.33731.3409 1.3466 1.3595 1.3857 1.4100 1.4315 1.4515US$0.7693 0.76990.7708 0.7723 0.7751 0.7798 0.7833 0.7850 0.7867Euro*1.5164 1.51891.5239 1.5323 1.5521 1.5944 1.6351 1.6752 1.7109Yen84.3707 84.2584.0183.60 82.59 80.34 78.00 75.55 73.21UK pound*1.7352 1.73691.7395 1.7437 1.7541 1.7771 1.8000 1.8234 1.8450