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Financial Markets Daily Summary - August 2, 2018

Core Content Overview

This document provides a summary of key financial market rates as of August 2, 2018, including U.S. interest rates, foreign exchange rates, cross currency rates, and forward exchange rates. The data reflects the current market conditions and trends over the past week and four weeks.

U.S. Interest Rates

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

• Three-month: 2.03% (up from 2.01% and 1.98%)
• Six-month: 2.20% (up from 2.18% and 2.13%)
• Two-year: 2.68% (up from 2.67% and 2.54%)
• Three-year: 2.78% (up from 2.76% and 2.63%)
• Five-year: 2.88% (up from 2.86% and 2.74%)
• 10-year: 3.00% (up from 2.97% and 2.84%)
• 30-year: 3.13% (up from 3.10% and 2.97%)

These rates show a general upward trend compared to the previous week and four weeks ago, indicating a tightening of monetary policy or increased demand for U.S. debt.

Foreign Exchange Rates

The following are the foreign exchange rates as of August 2, 2018:

• US/CAD: 0.76764 (up from 0.76488 and 0.76144)
• US/EUR: 1.1618 (down from 1.1643 and 1.1691)
• US/GBP: 1.3034 (down from 1.3109 and 1.3227)
• JPY/US: 111.395 (up from 111.225 and 110.625)
• MXN/US: 18.724 (down from 18.626 and 19.215)
• CHF/US: 0.9946 (up from 0.9942 and 0.9932)
• US/AUD: 0.7367 (down from 0.7378 and 0.7387)
• CNY/US: 6.849 (up from 6.8138 and 6.6444)
• US/NZD: 0.6756 (down from 0.6784 and 0.6785)
• Silver: 15.41 (down from 15.40)
• Gold: 1216 (down from 1222.7)

The USD has shown mixed performance against other currencies, with some appreciating and others depreciating.

Cross Currency Rates

The cross currency rates for major currencies are as follows:

• USD/CAD: 0.7676
• USD/EUR: 1.1618
• USD/MXN: 0.053409
• USD/JPY: 0.008977
• USD/GBP: 1.3034
• USD/CHF: 1.005429
• USD/AUD: 0.7367

These rates reflect the relative value of the USD compared to other currencies.

Forward Exchange Rates

The forward exchange rates for major currencies are as follows:

• CAD:

  • Spot: 1.3027
  • One-month: 1.3020
  • Three-month: 1.3006
  • Six-month: 1.2986
  • One-year: 1.2950
  • Two-year: 1.2886
  • Three-year: 1.2841
  • Four-year: 1.2813
  • Five-year: 1.2790

• Euro:

  • Spot: 1.1618
  • One-month: 1.1644
  • Three-month: 1.1699
  • Six-month: 1.1791
  • One-year: 1.1982
  • Two-year: 1.2383
  • Three-year: 1.2755
  • Four-year: 1.3094
  • Five-year: 1.3405

• Yen:

  • Spot: 111.395
  • One-month: 111.1636
  • Three-month: 110.6826
  • Six-month: 109.8402
  • One-year: 108.1566
  • Two-year: 104.5191
  • Three-year: 100.9850
  • Four-year: 97.5570
  • Five-year: 94.3170

• UK Pound:

  • Spot: 1.3034
  • One-month: 1.3050
  • Three-month: 1.3084
  • Six-month: 1.3144
  • One-year: 1.3262
  • Two-year: 1.3503
  • Three-year: 1.3720
  • Four-year: 1.3918
  • Five-year: 1.4101

The forward rates indicate expectations of future exchange rate movements, with the USD showing a generally weaker trend against most currencies over the longer term.