20180716-加拿大皇家银行-FINANCIAL_MARKETS_DAILY__1页_249kb

报告摘要

Financial Markets Daily Summary - July 16, 2018

Core Content Overview

This summary provides a snapshot of key financial market indicators on July 16, 2018, including U.S. interest rates, foreign exchange rates, cross currency rates, and forward exchange rates. The data reflects the current state of the markets compared to the previous week and four weeks ago, offering insights into trends and fluctuations.

U.S. Interest Rates

The U.S. interest rates for various maturities are as follows:

Maturity	Today	Week Ago	Four Weeks Ago
Three-month	1.98%	1.96%	1.94%
Six-month	2.16%	2.12%	2.08%
Two-year	2.59%	2.55%	2.55%
Three-year	2.66%	2.64%	2.68%
Five-year	2.72%	2.72%	2.80%
10-year	2.82%	2.83%	2.92%
30-year	2.93%	2.94%	3.05%

The rates show a slight increase in the three-month and two-year maturities compared to the previous week, while the three-year rate remained stable. The 10-year and 30-year rates have decreased slightly from the previous week but are still higher than four weeks ago.

Foreign Exchange Rates

The U.S. dollar exchange rates against major currencies on July 16, 2018, are:

Currency	Today	Week Ago	Four Weeks Ago
CAD	0.76051	0.76281	0.75758
EUR	1.1713	1.1751	1.1623
GBP	1.3267	1.3259	1.3244
JPY	112.345	110.85	110.55
MXN	18.818	19.220	20.509
CHF	0.9977	0.9916	0.9952
AUD	0.7428	0.7467	0.7424
CNY	6.6802	6.6115	6.4599

The USD has weakened slightly against the CAD, EUR, and GBP, while it has strengthened against the JPY, MXN, and AUD. The USD/CNY rate has also decreased, indicating a weaker U.S. dollar against the Chinese yuan.

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	0.7605	1.1713	0.05314	0.008901	1.3267	1.002356	0.7428
CAD	1.3149	1.0	1.5401	0.0699	0.0117	1.7445	1.3180	0.9767
EUR	0.8538	0.6493	1.0	0.0454	0.0076	1.1327	0.8558	0.6342
MXN	18.8183	14.3116	22.0419	1.0	0.1675	24.9662	18.8626	13.9782
JPY	112.35	85.44	131.59	5.97	1.0	149.05	112.61	83.45
GBP	0.7537	0.5732	0.8829	0.0401	0.0067	1.0	0.7555	0.5599
CHF	0.9977	0.7587	1.1685	0.0530	0.0089	1.3236	1.0	0.7411
AUD	1.3463	1.0238	1.5769	0.0715	0.0120	1.7861	1.3494	1.0

The USD is the base currency, and the table shows the relative value of other currencies against it. The CAD, EUR, and GBP have weakened against the USD, while the JPY, MXN, and AUD have strengthened.

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
CAD	1.3149	1.3142	1.3129	1.3108	1.3071	1.3000	1.2945	1.2910	1.2880
Euro*	1.1713	1.1741	1.1794	1.1885	1.2073	1.2471	1.2834	1.3169	1.3476
Yen	112.345	112.1085	111.6386	110.8040	109.1307	105.5438	102.0595	98.7510	95.5860
UK pound*	1.3267	1.3285	1.3319	1.3378	1.3495	1.3743	1.3961	1.4152	1.4320

The forward rates indicate a general trend of depreciation for the CAD, Euro, and UK pound against the USD over the next five years, while the Yen is expected to weaken significantly. The forward rates for the CAD and Euro have slightly decreased compared to the spot rate, suggesting a potential weakening of these currencies against the USD in the near future.

Key Takeaways

Interest Rates: The U.S. interest rates have shown a slight upward trend for short-term maturities, while long-term rates have decreased.
Foreign Exchange: The USD has weakened against CAD, EUR, and GBP, but strengthened against JPY, MXN, and AUD.
Forward Rates: Forward rates for CAD, Euro, and UK pound indicate a depreciation against the USD over time, while the Yen is expected to weaken significantly.

These trends suggest a cautious market environment with mixed signals across different currency pairs and interest rate maturities.

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