20180626-兴业金融证券-FINANCIAL_MARKETS_DAILY_1页_250kb
报告摘要
Financial Markets Daily Summary - June 26, 2018
Core Content Overview
This document provides a snapshot of financial market rates and exchange rates as of June 26, 2018. It includes U.S. interest rates, foreign exchange rates, cross currency rates, and forward exchange rates, offering insights into the current and future trends in the financial markets.
U.S. Interest Rates
The following table outlines the U.S. interest rates for various maturities as of June 26, 2018, compared to the previous week and four weeks ago:
| Maturity | Today | Week Ago | Four Weeks Ago |
|---|---|---|---|
| Three-month | 1.93 | 1.95 | 1.90 |
| Six-month | 2.13 | 2.13 | 2.07 |
| Two-year | 2.53 | 2.53 | 2.46 |
| Three-year | 2.63 | 2.65 | 2.58 |
| Five-year | 2.75 | 2.77 | 2.73 |
| 10-year | 2.88 | 2.90 | 2.90 |
| 30-year | 3.03 | 3.03 | 3.07 |
- Three-month rate decreased slightly from 1.95 to 1.93.
- Six-month, Two-year, and Three-year rates remained stable compared to the previous week.
- Five-year and 10-year rates showed a small decline from the week ago values.
- 30-year rate decreased from 3.07 to 3.03.
Foreign Exchange Rates
The foreign exchange rates as of June 26, 2018, are summarized below, compared to the previous week and four weeks ago:
| Currency Pair | Today | Week Ago | Four Weeks Ago |
|---|---|---|---|
| US/CAD | 0.75089 | 0.75279 | 0.76817 |
| US/EUR | 1.1677 | 1.159 | 1.154 |
| US/GBP | 1.325 | 1.318 | 1.3254 |
| JPY/US | 109.585 | 110.055 | 108.765 |
| MXN/US | 19.855 | 20.526 | 19.836 |
| CHF/US | 0.9887 | 0.9942 | 0.9913 |
| US/AUD | 0.7399 | 0.7384 | 0.7505 |
| CNY/US | 6.5708 | 6.4825 | 6.4365 |
| US/NZD | 0.6868 | 0.6901 | 0.6904 |
| Silver | 16.19 | 16.32 | 16.42 |
| Gold | 1256.7 | 1274.8 | 1298.9 |
- US/CAD rate decreased slightly from 0.75279 to 0.75089.
- US/EUR rate increased from 1.159 to 1.1677.
- US/GBP rate remained relatively stable.
- JPY/US rate decreased from 110.055 to 109.585.
- MXN/US rate decreased from 20.526 to 19.855.
- CHF/US rate decreased from 0.9942 to 0.9887.
- US/AUD rate slightly decreased.
- CNY/US rate increased from 6.4825 to 6.5708.
- US/NZD rate slightly decreased.
- Silver and Gold prices showed a slight decline from the previous week.
Cross Currency Rates
The cross currency rates as of June 26, 2018, are provided in the following table:
| Currency | USD | CAD | EUR | MXN | JPY | GBP | CHF | AUD |
|---|---|---|---|---|---|---|---|---|
| USD | 1.0 | 0.7509 | 1.16765 | 0.050366 | 0.009125 | 1.325 | 1.01148 | 0.73985 |
| CAD | 1.3318 | 1.0 | 1.5550 | 0.0671 | 0.0122 | 1.7646 | 1.3470 | 0.9853 |
| EUR | 0.8564 | 0.6431 | 1.0 | 0.0431 | 0.0078 | 1.1348 | 0.8663 | 0.6336 |
| MXN | 19.8546 | 14.9086 | 23.1832 | 1.0 | 0.1812 | 26.3073 | 20.0825 | 14.6894 |
| JPY | 109.59 | 82.29 | 127.96 | 5.52 | 1.0 | 145.20 | 110.84 | 81.08 |
| GBP | 0.7547 | 0.5667 | 0.8812 | 0.0380 | 0.0069 | 1.0 | 0.7634 | 0.5584 |
| CHF | 0.9887 | 0.7424 | 1.1544 | 0.0498 | 0.0090 | 1.3100 | 1.0 | 0.7315 |
| AUD | 1.3516 | 1.0149 | 1.5782 | 0.0681 | 0.0123 | 1.7909 | 1.3671 | 1.0 |
- USD to CAD rate decreased slightly.
- USD to EUR rate increased.
- USD to GBP rate remained relatively stable.
- USD to JPY rate decreased.
- USD to MXN rate decreased.
- USD to AUD rate slightly decreased.
Forward Exchange Rates
The forward exchange rates for various currencies are as follows:
| Currency | Spot | One-month | Three-month | Six-month | One-year | Two-year | Three-year | Four-year | Five-year |
|---|---|---|---|---|---|---|---|---|---|
| C$ | 1.3318 | 1.3310 | 1.3296 | 1.3272 | 1.3219 | 1.3122 | 1.3062 | 1.2998 | 1.2945 |
| Euro* | 1.1677 | 1.1704 | 1.1757 | 1.1844 | 1.2037 | 1.2442 | 1.2814 | 1.3153 | 1.3462 |
| Yen | 109.585 | 109.3379 | 108.8899 | 108.1382 | 106.4680 | 102.9543 | 99.5995 | 96.2620 | 93.2020 |
| UK pound* | 1.325 | 1.3270 | 1.3304 | 1.3361 | 1.3486 | 1.3734 | 1.3954 | 1.4154 | 1.4335 |
- C$ forward rates show a slight decline over time.
- Euro forward rates increased gradually.
- Yen forward rates showed a consistent decline.
- UK pound forward rates increased over the long term.
Key Takeaways
- Interest rates for most U.S. maturities remained stable or showed minor declines.
- Foreign exchange rates exhibited mixed trends, with some currencies showing depreciation and others appreciation.
- Cross currency rates reflect the relative value of currencies against the U.S. dollar.
- Forward exchange rates indicate market expectations for future currency values, with the U.S. dollar generally weakening against most currencies over the long term.
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