20180807-加拿大皇家银行-FINANCIAL_MARKETS_DAILY__U.S._interest_rates__1页_272kb

Financial Markets Daily Summary - August 7, 2018

Core Content Overview

This document provides a snapshot of financial market rates and exchange rates as of August 7, 2018. It includes U.S. interest rates, foreign exchange rates, cross currency rates, and forward exchange rates. The data is organized in tables for clarity and comparison across different time frames (Today, Week ago, Four weeks ago).

U.S. Interest Rates

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

• Three-month: 2.06% (up from 2.04% and 1.99%)
• Six-month: 2.24% (up from 2.21% and 2.15%)
• Two-year: 2.66% (down slightly from 2.67% and up from 2.57%)
• Three-year: 2.74% (down from 2.76% and up from 2.66%)
• Five-year: 2.81% (down from 2.85% and up from 2.75%)
• 10-year: 2.94% (down from 2.97% and up from 2.86%)
• 30-year: 3.09% (down from 3.11% and up from 2.97%)

The rates show a general upward trend over the past four weeks, with some short-term rates increasing slightly and longer-term rates showing a more moderate rise.

Foreign Exchange Rates

The following are the foreign exchange rates for major currencies against the U.S. dollar (USD) as of August 7, 2018:

• US/CAD: 0.77071 (down from 0.76882 and 0.76272)
• US/EUR: 1.1604 (down from 1.1692 and 1.1744)
• US/GBP: 1.2965 (down from 1.3127 and 1.3276)
• JPY/US: 111.025 (down from 111.875 and 110.995)
• MXN/US: 18.438 (down from 18.648 and 18.927)
• CHF/US: 0.9934 (down from 0.9903 and 0.992)
• US/AUD: 0.7435 (down from 0.7429 and 0.7459)
• CNY/US: 6.8197 (down from 6.801 and 6.647)
• US/NZD: 0.6746 (down from 0.6818 and 0.6838)
• Silver: 15.41 (down from 15.54 and 16.08)
• Gold: 1213.4 (down from 1223.8 and 1255.7)

Most currencies have weakened against the USD over the past four weeks, with the exception of the USD itself, which has strengthened against several currencies.

Cross Currency Rates

The cross currency rates between USD and other major currencies are summarized below:

• USD to CAD: 0.7707
• USD to EUR: 1.1604
• USD to MXN: 0.054237
• USD to JPY: 0.009007
• USD to GBP: 1.29645
• USD to CHF: 1.006695
• USD to AUD: 0.74345

These rates indicate the relative value of USD compared to other currencies, showing that USD has appreciated against most currencies in the past week.

Forward Exchange Rates

Forward exchange rates for various currencies against USD are as follows:

• CAD:

  • Spot: 1.2975
  • One-month: 1.2969
  • Three-month: 1.2957
  • Six-month: 1.2938
  • One-year: 1.2907
  • Two-year: 1.2852
  • Three-year: 1.2806
  • Four-year: 1.2789
  • Five-year: 1.2772

• Euro:

  • Spot: 1.1604
  • One-month: 1.1629
  • Three-month: 1.1684
  • Six-month: 1.1778
  • One-year: 1.1967
  • Two-year: 1.2369
  • Three-year: 1.2738
  • Four-year: 1.3077
  • Five-year: 1.3389

• Yen:

  • Spot: 111.025
  • One-month: 110.7950
  • Three-month: 110.3142
  • Six-month: 109.4422
  • One-year: 107.7887
  • Two-year: 104.1675
  • Three-year: 100.6350
  • Four-year: 97.2510
  • Five-year: 94.0277

• UK pound:

  • Spot: 1.2965
  • One-month: 1.2980
  • Three-month: 1.3014
  • Six-month: 1.3077
  • One-year: 1.3195
  • Two-year: 1.3441
  • Three-year: 1.3661
  • Four-year: 1.3857
  • Five-year: 1.4041

The forward rates generally show a gradual depreciation of the USD against other currencies over time, indicating expectations of future USD weakness.