FINANCIAL MARKETS DAILY：North American interest rates

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 July 27, 201827-Jul-18TermCanada U.S. SpreadCanada U.S. SpreadCanada U.S. SpreadThree-month1.411.99-0.591.401.99-0.601.211.94-0.73Six-month1.582.18-0.601.552.15-0.601.452.10-0.65Two-year2.062.69-0.631.932.61-0.671.842.51-0.67Three-year2.112.78-0.671.972.68-0.711.932.60-0.67Five-year2.202.86-0.662.032.75-0.722.032.72-0.6910-year2.292.98-0.682.122.85-0.722.132.84-0.7130-year2.333.10-0.772.172.97-0.792.212.97-0.76Treasury and money markets ratesTodayWeek agoFour weeks ago27-Jul-18US/CAD US/EUR US/GBP JPY/US MXN/US CHF/US US/AUD CNY/US US/NZD Silver GoldToday0.76576 1.1632 1.3098 111.055 18.601 0.9967 0.7385 6.8295 0.6775 15.44 1222.3Week ago0.76046 1.172 1.3134 111.41 19.024 0.9926 0.7424 6.7608 0.6809 15.52 1231.8Four Weeks Ago0.7615 1.1685 1.3209 110.68 19.918 0.9907 0.7405 6.6235 0.6766 16.12 125327-Jul-18USDCADEURMXNJPYGBPCHFAUDUSD1.00.7658 1.16315 0.05376 0.009005 1.30975 1.003311 0.73845CAD1.30591.01.5190 0.0702 0.0118 1.7104 1.3102 0.9643EUR0.8597 0.65831.00.0462 0.0077 1.1260 0.8626 0.6349MXN18.6011 14.2439 21.63591.00.1675 24.3628 18.6627 13.7360JPY111.06 85.04129.175.971.0145.45 111.42 82.01GBP0.7635 0.5847 0.8881 0.0410 0.00691.00.7660 0.5638CHF0.9967 0.7632 1.1593 0.0536 0.0090 1.30541.00.7360AUD1.3542 1.0370 1.5751 0.0728 0.0122 1.7736 1.35871.027-Jul-18Spot One-month Three-month Six-month One-year Two-year Three-year Four-year Five-yearC$1.30591.30531.30391.3019 1.2982 1.29171.28731.2845 1.2821Euro*1.16321.16571.17121.1803 1.1995 1.23991.27711.3110 1.3426Yen111.055 110.8349 110.3562 109.5240 107.8450 104.2425 100.7050 97.3260 94.0840UK pound*1.30981.31131.31481.3207 1.3325 1.35731.38011.4006 1.4199US$0.76580.76610.76690.7681 0.7703 0.77420.77680.7785 0.7800Euro*1.5191.52171.52721.5366 1.5572 1.60151.64401.6840 1.7213Yen85.04184.9184.6384.1383.0780.7078.2375.7773.38UK pound*1.71041.71171.71441.7193 1.7299 1.75321.77661.7990 1.8204