TreasuryOne Market Data Report Time: 09:22 Date: 2016/05/30 Currencies

Previous Day Close

BID

OFFER

MID 3M FWD

MID 6M FWD

15.7162 17.4686 1.1115 22.9849 1.4625 7.0141 11.2882

15.7732 17.5322 1.1115 23.0620 1.4614 7.0495 11.3142

15.7827 17.5422 1.1119 23.1420 1.4618 7.0563 11.3209

16.0719 17.9201 1.1152 23.5432 1.4625 6.9225 11.4898

16.3666 18.3137 1.1192 23.9943 1.4639 6.7975 11.6686

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

6.94% 7.08% 7.31% 7.99% 8.34% 8.75%

SWAP Rates

Current

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

8.75% 8.07% 8.48% 8.81% 9.21% 9.45% 9.85% 9.91% 10.03%

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

1 221.25 1 001.00

1 203.20 18 989.74 610 534.40 Current

$ $ R R

1 204.12 1 204.14 22 565.11 21 995.86

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

7.00% 10.50% 8.80% 9.43% 9.83% 0.37% Current

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

7.27% 7.41% 7.44% 7.77% 7.96% 8.18% 8.28% 8.37% 8.44%

PM $ $

1 216.25 1 003.00

AM Palladium Commodities

$

PM 540.00

$

Previous day close

545.00 Current

Gold Platinum Palladium

$ $ $

1 212.40 $ 977.00 $ 538.23 $

1 203.20 968.85 534.80

Silver

$

16.23

$

15.96

Rhodium

$

655.00

$

655.00

Iridium Ruthenium Copper per ton Nickel per ton

$ $ $ $

510.00 $ 40.00 $ 4 725.25 $ 8 372.50 $

510.00 40.00 4 725.40 8 373.50

Cobalt per lb

$

10.90

$

10.90

10Y Treasuries

Current

Uranium per lb

$

28.20

$

28.20

USD

1.85%

Brent Crude Oil

$

49.45 $

49.17

EUR

0.16%

GBP

1.43%

Libor Rates

USD

EUR

JPY

-0.11%

1M

0.46%

-0.35%

3M

0.67%

-0.28%

Share Indices

Previous day change

6M

0.98%

-0.16%

JSE

0.34%

12M

1.32%

-0.03%

FTSE

0.08%

Libor Rates

GBP

JPY

DOW Jones S&P 500

0.25% 0.43%

1M 3M 6M 12M

0.51% 0.59% 0.74% 1.01%

-0.05% -0.02% 0.00% 0.09%

*Source: Thomson Reuters