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 4, 201804-Jun-18TermCanada U.S. SpreadCanada U.S. SpreadCanada U.S. SpreadThree-month1.28 1.92 -0.641.28 1.90 -0.631.22 1.83 -0.62Six-month1.45 2.09 -0.641.42 2.08 -0.661.40 2.04 -0.64Two-year1.93 2.48 -0.551.94 2.51 -0.571.91 2.50 -0.59Three-year2.04 2.61 -0.582.09 2.65 -0.562.01 2.63 -0.63Five-year2.12 2.76 -0.632.19 2.81 -0.622.15 2.79 -0.6410-year2.26 2.91 -0.652.30 2.98 -0.682.33 2.95 -0.6230-year2.29 3.05 -0.762.38 3.13 -0.752.41 3.13 -0.72Treasury and money markets ratesTodayWeek agoFour weeks ago04-Jun-18US/CAD US/EUR US/GBP JPY/US MXN/US CHF/US US/AUD CNY/US US/NZD Silver GoldToday0.77441 1.1724 1.338 109.43 19.935 0.9842 0.7659 6.4077 0.7045 16.52 1296.8Week ago0.76973 1.1624 1.3314 109.42 19.596 0.9937 0.7547 6.4115 0.6943 16.48 1298.1Four Weeks Ago0.77634 1.1922 1.3557 109.095 19.466 1.0026 0.7517 6.3685 0.7017 16.49 1314.304-Jun-18USDCADEURMXNJPYGBPCHFAUDUSD1.0 0.7744 1.1724 0.050163 0.009138 1.33795 1.016054 0.76585CAD1.2913 1.0 1.5139 0.0648 0.0118 1.7277 1.3120 0.9889EUR0.8530 0.6605 1.0 0.0428 0.0078 1.1412 0.8666 0.6532MXN19.9350 15.4379 23.3718 1.0 0.1822 26.6720 20.2550 15.2672JPY109.43 84.74 128.30 5.491.0 146.41 111.19 83.81GBP0.7474 0.5788 0.8763 0.0375 0.0068 1.0 0.7594 0.5724CHF0.9842 0.7622 1.1539 0.0494 0.0090 1.3168 1.0 0.7537AUD1.3057 1.0112 1.5308 0.0655 0.0119 1.7470 1.3267 1.004-Jun-18Spot One-month Three-month Six-month One-year Two-year Three-year Four-year Five-yearC$1.2913 1.29021.2889 1.2863 1.2817 1.2743 1.2683 1.2647 1.2618Euro*1.1724 1.17531.1808 1.1896 1.2093 1.2499 1.2873 1.3211 1.3516Yen109.43 109.1906 108.7380 107.9891 106.3087 102.7887 99.3150 96.0210 92.8440UK pound*1.338 1.34011.3439 1.3498 1.3628 1.3890 1.4128 1.4347 1.4550US$0.7744 0.77510.7759 0.7774 0.7802 0.7848 0.7885 0.7907 0.7925Euro*1.5139 1.51641.5219 1.5302 1.5500 1.5927 1.6327 1.6708 1.7055Yen84.7441 84.6384.3783.95 82.94 80.66 78.31 75.92 73.58UK pound*1.7277 1.72901.7321 1.7362 1.7468 1.7700 1.7918 1.8144 1.8358