TreasuryOne Market Data Report Time: 09:23 Date: 2015/07/30

Currencies USD/ZAR EUR/ZAR GBP/ZAR AUD/ZAR EUR/USD ZAR/JPY

Prior Day Closing (2015/07/29) 12.5041 13.7989 19.5355 9.1443 1.1035 9.9017

Current (2015/07/30) 12.6279 13.8281 19.6885 9.2023 1.095 9.837

Libor Rates (2015/07/28) 1 Month 2 Month 3 Month 6 Month 12 Month

FRA Rates Interest Rates Safex O/N 1 Month Jibar 3 Month Jibar 6 Month Jibar 12 Month Jibar Repo Rate Prime Rate

Prior Month Closing (2015/06/30) 5.530 5.958 6.142 6.750 7.492 5.750 9.250

Prior Day Closing (2015/07/29) 5.780 6.133 6.300 6.883 7.517 6.000 9.500

3x6 FRA 6x9 FRA 9x12 FRA 12x15 FRA 15x18 FRA 18x21 FRA 21x24 FRA

Swap Rates Gold Gold USD/oz Gold ZAR/oz Gold ZAR/kg

Prior Month Closing (2015/06/30) 1 173.76 14 263.74 458 579.30

Current (2015/07/30) 1 085.73 13 713.14 440 877.60

Gold Forwards Gold 1Y FWD USD/oz Gold 2Y FWD USD/oz Gold 3Y FWD USD/oz

Prior Month Closing (2015/06/30) 1 174.14 1 174.45 1 174.72

Current (2015/07/30) 1 086.13 1 086.43 1 086.65

Gold Forwards Gold 1Y FWD ZAR/oz Gold 2Y FWD ZAR/oz Gold 3Y FWD ZAR/oz

Prior Month Closing (2015/06/30) 15 228.01 16 241.47 17 347.56

Current (2015/07/30) 14 636.58 15 613.42 16 662.41

R186 R158 R207

Prior Month Closing (2015/06/30) 8.271 5.974 7.791

Prior Day Closing (2015/07/29) 8.17 6.076 7.706

10 Year Treasury Yields USD EUR JPY

Prior Month Closing (2015/06/30) 2.354 2.024 0.465

Prior Day Closing (2015/07/29) 2.287 1.978 0.410

Bond Rates

1Y 2Y 3Y 4Y 5Y 6Y 7Y 8Y 9Y 10Y 12Y 15Y 20Y 25Y

Other Commodities Brent Crude Oil per barrel Uranium per lb Copper per ton Silver Platinum Rhodium Iridium Rhutenium Nickel per ton

USD Libor 0.1908 0.2440 0.2968 0.4737 0.8042

EUR Libor -0.0836 -0.0543 -0.0143 0.0556 0.1657

Prior Month Closing (2015/06/30) 6.450 6.630 6.920 7.110 7.310 7.470 7.600

Prior Day Closing (2015/07/29) 6.490 6.800 6.970 7.200 7.350 7.460 7.570

Prior Month Closing (2015/06/30)

EURIBOR -0.0730 -0.0420 -0.0210 0.0480 0.1690

Prior Day Closing (2015/07/29)

6.5224 6.9231 7.2650 7.5350 7.7500 7.9150 8.0550 8.1650 8.2500 8.3200 8.4730 8.6550 8.7300 8.6700

6.6286 6.9949 7.2600 7.4500 7.6150 7.7600 7.8850 7.9850 8.0730 8.1500 8.2930 8.4600 8.5100 8.4500

Prior Month Closing (2015/06/30) 64.14 35.75 5 721.00 15.70 1 080.75 850.00 550.00

Current (2015/07/30) 53.58 36.00 5 302.00 14.67 986.55 850.00 500.00

45.00 11 932.50

42.00 11 202.00

Market Commentary The USD firmed to a near one-week high this morning during Asian trade ahead of American GDP data that could reinforce expectations that the Fed is on track to raise interest rates as early as September. "We're seeing some pretty good follow-through, in terms of USD buying, after the Fed's statement (yesterday) which suggests that September still appears to be an option," said Sue Trinh, senior currency strategist at RBC Capital Markets in Hong Kong. (Reuters) The Fed said after its FOMC meeting yesterday that the economy and job market continue to strengthen, leaving the door open for a possible interest rate increase at its next meeting. American Treasuries yields rose to 2.314% in Asian trade this morning, compared to its American close of 2.277% yesterday, when it ended off session highs in the wake of the central bank's announcement. The ZAR seems to have been taken no major reaction to the FOMC minutes and opens roughly in the same range as it was yesterday. It did, however, trade as low as 12.4686 early this morning during Asian trade but is currently under heavy upward pressure as finds its self-trading at the high of 12.62 while I writing this report. Gold yet again is getting smashed as investors slowly begin to digest the FOMC minutes and what it means for the precious commodity. Oil, however, looks to be stabilising around the mid-$53 mark and looks set for a good day as American oversupply woes start to fade. On the news front this morning it is busy both internationally and locally with event risks on the EUR, USD and ZAR. The EUR will see some volatility from the German unemployment (09:55) and CPI (14:00) data sets expected to both meet expectations to show a flat and stable economic outlook for their economy. Following on internationally all eyes will be focused on the American initial jobless claims and then the much anticipated GDP at (14:30) expected to show a very positive growing outlook for their economy as their previous readings were very poor. With the international data ruling the roost today, it may just make the RSA PPI a non-event but one should take note this is expected to show a warming and stable local economic climate. Today is bound to be exciting in the forex markets thus look to buy USD/ZAR on dips below 12.55.

30 July TreasuryOne Daily.pdf

Page 1 of 1. TreasuryOne Market Data Report. Time: 09:23. Date: 2015/07/30. Libor Rates (2015/07/28) USD Libor EUR Libor EURIBOR. 1 Month 0.1908 ...

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