20180712-兴业金融证券-FINANCIAL_MARKETS_DAILY_1页_249kb

报告摘要

Financial Markets Daily Summary - July 12, 2018

Core Content Overview

This report provides a snapshot of U.S. interest rates, foreign exchange rates, and cross currency rates as of July 12, 2018. It also includes forward exchange rates for major currencies. The data is sourced from RBC Economics Research and is intended for informational purposes only, not as an investment offer.

U.S. Interest Rates

The following table outlines the U.S. interest rates for various terms as of July 12, 2018, compared to the previous week and four weeks ago:

Term	Today	Week Ago	Four Weeks Ago
Three-month	1.97%	1.98%	1.94%
Six-month	2.14%	2.13%	2.09%
Two-year	2.59%	2.54%	2.58%
Three-year	2.68%	2.63%	2.71%
Five-year	2.75%	2.74%	2.84%
10-year	2.85%	2.84%	2.97%
30-year	2.95%	2.97%	3.09%

Trend Analysis: The 30-year rate has shown a slight decline from four weeks ago, while the 10-year rate has remained relatively stable. The three-month rate has slightly decreased, and the five-year rate has increased slightly compared to the previous week.

Foreign Exchange Rates

The following table shows the foreign exchange rates for major currencies as of July 12, 2018, compared to the previous week and four weeks ago:

Currency	Today	Week Ago	Four Weeks Ago
US/CAD	0.76034	0.76144	0.76318
US/EUR	1.1682	1.1691	1.1569
US/GBP	1.3234	1.3227	1.3263
JPY/US	112.405	110.625	110.63
MXN/US	18.842	19.215	20.891
CHF/US	0.9982	0.9932	0.9971
US/AUD	0.7403	0.7387	0.7481
CNY/US	6.6616	6.6444	6.4256
US/NZD	0.6777	0.6785	0.6977
Silver	15.89	16.02	17.18
Gold	1245.7	1257.8	1302.2

Key Observations: The U.S. dollar has weakened against the Canadian dollar and the euro, while it has strengthened against the Japanese yen and the Mexican peso. The U.S. dollar has also weakened against the Australian dollar and the New Zealand dollar. Gold prices have declined slightly, while silver prices have also decreased.

Cross Currency Rates

The cross currency rates for major currencies are as follows:

Currency	USD	CAD	EUR	MXN	JPY	GBP	CHF	AUD
USD	1.0	0.7603	1.16815	0.053074	0.008896	1.32335	1.001803	0.74025
CAD	1.3152	1.0	1.5364	0.0698	0.0117	1.7405	1.3176	0.9736
EUR	0.8561	0.6509	1.0	0.0454	0.0076	1.1329	0.8576	0.6337
MXN	18.8415	14.3260	22.0097	1.0	0.1676	24.9339	18.8755	13.9474
JPY	112.41	85.47	131.31	5.97	1.0	148.75	112.61	83.21
GBP	0.7557	0.5746	0.8827	0.0401	0.0067	1.0	0.7570	0.5594
CHF	0.9982	0.7590	1.1660	0.0530	0.0089	1.3210	1.0	0.7389
AUD	1.3509	1.0271	1.5780	0.0717	0.0120	1.7877	1.3533	1.0

Key Observations: The USD is weaker against CAD, EUR, and GBP, but stronger against JPY, MXN, and AUD. The cross rates indicate a general trend of the USD losing value against other major currencies.

Forward Exchange Rates

The forward exchange rates for major currencies are as follows:

Currency	Spot	One-month	Three-month	Six-month	One-year	Two-year	Three-year	Four-year	Five-year
C$	1.3152	1.3145	1.3132	1.3111	1.3074	1.3001	1.2942	1.2907	1.2870
Euro*	1.1682	1.1708	1.1762	1.1854	1.2042	1.2440	1.2812	1.3151	1.3458
Yen	112.405	112.1817	111.6975	110.8630	109.1997	105.5926	102.0715	98.7410	95.5680
UK pound*	1.3234	1.3252	1.3286	1.3345	1.3463	1.3711	1.3932	1.4124	1.4296

Key Observations: Forward rates show a general depreciation of the USD against the Canadian dollar, euro, and UK pound, with the USD weakening further in the longer-term forward rates. The yen and UK pound are expected to appreciate against the USD over the next few years.

Disclaimer

The information in this report is the property of Royal Bank of Canada and may not be reproduced without permission.
The data is based on reliable sources, but RBC makes no guarantees regarding its accuracy or completeness.
This report is for informational purposes only and does not constitute an offer to sell or a solicitation to buy securities.

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