20180619-兴业金融证券-FINANCIAL_MARKETS_DAILY_1页_249kb

Financial Markets Daily Summary - June 19, 2018

Core Content Overview

This document provides a summary of financial market rates and exchange rates as of June 19, 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:

• Three-month: 1.95% (unchanged from the previous week, down from four weeks ago)
• Six-month: 2.13% (up 0.02% from the previous week, down from four weeks ago)
• Two-year: 2.53% (up 0.01% from the previous week, down from four weeks ago)
• Three-year: 2.65% (down 0.01% from the previous week, down from four weeks ago)
• Five-year: 2.77% (down 0.03% from the previous week, down from four weeks ago)
• 10-year: 2.90% (down 0.06% from the previous week, down from four weeks ago)
• 30-year: 3.03% (down 0.07% from the previous week, down from four weeks ago)

These rates show a slight overall decline compared to the previous week, with the exception of the six-month rate, which increased marginally. The 30-year rate has decreased significantly from four weeks ago.

Foreign Exchange Rates

The foreign exchange rates for major currencies against the U.S. dollar (USD) on June 19, 2018, are:

• US/CAD: 0.75352 (down from 0.76834 a week ago, down from 0.78009 four weeks ago)
• US/EUR: 1.1545 (down from 1.1745 a week ago, down from 1.1779 four weeks ago)
• US/GBP: 1.3161 (down from 1.3372 a week ago, down from 1.3436 four weeks ago)
• JPY/US: 109.795 (down from 110.375 a week ago, down from 110.895 four weeks ago)
• MXN/US: 20.674 (down from 20.716 a week ago, up from 19.773 four weeks ago)
• CHF/US: 0.9954 (down from 0.9868 a week ago, down from 0.9928 four weeks ago)
• US/AUD: 0.7357 (down from 0.7574 a week ago, down from 0.7576 four weeks ago)
• CNY/US: 6.497 (down from 6.4105 a week ago, up from 6.3655 four weeks ago)
• US/NZD: 0.6896 (down from 0.7007 a week ago, down from 0.6934 four weeks ago)
• Silver: 16.27 (down from 16.86 a week ago, down from 16.55 four weeks ago)
• Gold: 1272.9 (down from 1296 a week ago, down from 1291.3 four weeks ago)

The USD has weakened against several major currencies, particularly the Canadian dollar, euro, and British pound, while it has strengthened against the Mexican peso and Japanese yen.

Cross Currency Rates

The cross currency rates on June 19, 2018, are as follows:

• USD/CAD: 1.3271
• USD/EUR: 1.15445
• USD/MXN: 0.04837
• USD/JPY: 0.009108
• USD/GBP: 1.3161
• USD/CHF: 1.004672
• USD/AUD: 0.73565

These rates indicate the relative value of one currency against another, highlighting the USD's position in the global market.

Forward Exchange Rates

The forward exchange rates for various currencies on June 19, 2018, are:

• C$ (Canadian Dollar):

  • Spot: 1.3271
  • One-month: 1.3263
  • Three-month: 1.3248
  • Six-month: 1.3224
  • One-year: 1.3172
  • Two-year: 1.3084
  • Three-year: 1.3012
  • Four-year: 1.2964
  • Five-year: 1.2929

• Euro (EUR)*:

  • Spot: 1.1545
  • One-month: 1.1571
  • Three-month: 1.1623
  • Six-month: 1.1709
  • One-year: 1.1903
  • Two-year: 1.2306
  • Three-year: 1.2684
  • Four-year: 1.3030
  • Five-year: 1.3341

• Yen (JPY):

  • Spot: 109.795
  • One-month: 109.5461
  • Three-month: 109.0981
  • Six-month: 108.3435
  • One-year: 106.6509
  • Two-year: 103.1256
  • Three-year: 99.6625
  • Four-year: 96.3480
  • Five-year: 93.2200

• UK pound (GBP)*:

  • Spot: 1.3161
  • One-month: 1.3181
  • Three-month: 1.3217
  • Six-month: 1.3275
  • One-year: 1.3403
  • Two-year: 1.3664
  • Three-year: 1.3897
  • Four-year: 1.4100
  • Five-year: 1.4290

The forward rates suggest a gradual depreciation of the USD against other currencies over the long term, with the most significant decline observed against the UK pound.