TreasuryOne Market Data Report Time: 08:11 Date: 2016/06/22 Currencies

Previous Day Close

BID

OFFER

MID 3M FWD

MID 6M FWD

14.7224 16.5509 1.1242 21.5639 1.4647 7.1147 10.9682

14.7235 16.5884 1.1259 21.6321 1.4684 7.0896 10.9867

14.7385 16.5959 1.1263 21.6401 1.4691 7.0989 11.0052

15.0100 16.9610 1.1298 22.0560 1.4695 6.9612 11.1615

15.2852 17.3336 1.1337 22.4653 1.4705 6.8356 11.3307

Interest Rates

Current

USDZAR EURZAR EURUSD GBPZAR GBPUSD ZARJPY AUDZAR Interest Rates

Previous Day

SABOR 1M JIBAR 3M JIBAR 6M JIBAR 9M JIBAR 1Y JIBAR

6.93% 7.09% 7.31% 7.85% 8.25% 8.60%

SWAP Rates

Current

1Y 2Y 3Y 5Y 8Y 10Y 15Y 20Y 25Y

8.60% 7.64% 8.05% 8.33% 8.73% 8.98% 9.40% 9.53% 9.66%

Commodity Fixes

AM

Gold Platinum

$ $

Gold Spot Gold ZAR/oz Gold ZAR/kg

Current $ R R

Gold Forwards Gold USD 1Y Gold USD 2Y Gold ZAR 1Y Gold ZAR 2Y

1 280.80 986.00

1 263.60 18 623.57 598 761.57 Current

$ $ R R

1 264.53 1 264.53 22 395.46 21 693.14

Repo Rate Prime Rate R 207 R 186 R 213 US FED Rate FRA's

7.00% 10.50% 8.36% 9.01% 9.43% 0.38% Current

1x4 2x5 3x6 6x9 9x12 12x15 15x18 18x21 21x24

7.27% 7.35% 7.37% 7.55% 7.70% 7.80% 7.86% 7.93% 7.98%

PM $ $

1 272.60 974.00

AM Palladium Commodities

$

PM 548.00

$

Previous day close

544.00 Current

Gold Platinum Palladium

$ $ $

1 268.45 $ 979.50 $ 553.00 $

1 263.60 978.00 548.00

Silver

$

17.28

$

17.19

Rhodium

$

650.00

$

650.00

Iridium Ruthenium Copper per ton Nickel per ton

$ $ $ $

510.00 $ 40.00 $ 4 586.75 $ 9 177.50 $

510.00 40.00 4 658.75 9 144.50

Cobalt per lb

$

11.05

$

11.05

10Y Treasuries

Current

Uranium per lb

$

28.20

$

28.20

USD

1.69%

Brent Crude Oil

$

50.94 $

50.92

EUR

0.07%

GBP

1.28%

Libor Rates

USD

EUR

JPY

-0.14%

1M

0.45%

-0.36%

3M

0.65%

-0.28%

Share Indices

Previous day change

6M

0.93%

-0.17%

JSE

-0.15%

12M

1.25%

-0.04%

FTSE

0.36%

Libor Rates

GBP

JPY

DOW Jones S&P 500

0.14% 0.27%

1M 3M 6M 12M

0.51% 0.59% 0.73% 0.98%

-0.07% -0.03% -0.01% 0.08%

*Source: Thomson Reuters