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Which bank has the best foreign exchange rates?

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I moved to Toronto about a year ago after stints in New York and Paris and have most of my savings in US Dollars and Euros at a Canadian bank. I have been converting funds slowly. Every couple of weeks I convert a few thousand US Dollar or Euros into Canadian Dollars. The exchange rate has been pretty favorable recently but I find that my bank gives me an exchange rate that is generally a few percent away from the market rates I can see on the internet? Anyone else have this problem with their bank? What bank is best at doing this?

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