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Financial Markets Daily Summary - August 8, 2018

Core Content Overview

This document provides a snapshot of various financial market rates as of August 8, 2018, including U.S. interest rates, foreign exchange rates, cross currency rates, and forward exchange rates. It serves as a reference for market participants to understand current and historical trends in interest and foreign exchange markets.

U.S. Interest Rates

The following table shows the U.S. interest rates for different maturities on August 8, 2018, compared to the previous week and four weeks ago:

• Trend Analysis: Rates have shown a gradual upward movement over the past four weeks, with the 30-year rate increasing by 0.18% and the 10-year rate rising by 0.13%.
• Recent Stability: The five-year and three-month rates have remained relatively stable over the past week.

Foreign Exchange Rates

The following table lists the foreign exchange rates for major currencies on August 8, 2018, compared to the previous week and four weeks ago:

• USD/CAD: Declined slightly to 0.76423 from 0.76894 a week ago.
• USD/EUR: Decreased to 1.1588 from 1.166 a week ago.
• USD/GBP: Decreased to 1.2867 from 1.3126 a week ago.
• JPY/USD: Slightly decreased to 111.065 from 111.725 a week ago.
• MXN/USD: Declined to 18.511 from 18.588 a week ago.
• CHF/USD: Decreased to 0.9962 from 0.9921 a week ago.
• USD/AUD: Slightly decreased to 0.7406 from 0.7404 a week ago.
• CNY/USD: Increased slightly to 6.8316 from 6.817 a week ago.
• USD/NZD: Decreased to 0.6737 from 0.6791 a week ago.
• Silver: Slightly decreased to 15.34 from 15.39 a week ago.
• Gold: Slightly decreased to 1210.9 from 1216.1 a week ago.

Cross Currency Rates

The following table presents cross currency rates as of August 8, 2018, showing the exchange rates between USD and other currencies:

• USD/CAD: The rate is 0.7642, indicating a slight depreciation of the Canadian dollar against the U.S. dollar.
• USD/EUR: The rate is 1.1588, showing a minor depreciation of the euro.
• USD/GBP: The rate is 1.2867, indicating a depreciation of the British pound.
• USD/JPY: The rate is 111.065, showing a slight depreciation of the Japanese yen.
• USD/MXN: The rate is 18.511, indicating a depreciation of the Mexican peso.
• USD/CHF: The rate is 0.9962, showing a depreciation of the Swiss franc.
• USD/AUD: The rate is 0.7406, indicating a depreciation of the Australian dollar.

Forward Exchange Rates

The following table shows the forward exchange rates for various currencies on August 8, 2018, including spot and forward rates for one-month, three-month, six-month, one-year, and two-year maturities:

• C$: The forward rates show a slight depreciation of the Canadian dollar over time.
• Euro: The forward rates indicate an appreciation of the euro against the U.S. dollar.
• Yen: The yen has shown a consistent depreciation against the U.S. dollar over the forward period.
• UK pound: The pound has shown a steady appreciation against the U.S. dollar over the forward period.

Key Insights

• U.S. interest rates have been gradually increasing, with the 30-year rate showing the most significant rise.
• The U.S. dollar has weakened against several major currencies, including the Canadian dollar, euro, and British pound, over the past four weeks.
• Forward rates suggest a continued depreciation of the Canadian dollar and Japanese yen, while the euro and British pound are expected to appreciate against the U.S. dollar in the medium term.