Rand Merchant Bank | FICC | 3x6 FRA FRAS Income Rates

		Currency price against the Rand							Spot vs
		Spot	1M	2M	3M	6M	9M	12M	USD
USD	US dollar	0.0100	0.0484	0.0892	0.1258	0.2374	0.3501	0.4632	1.0000
EUR	Euro	0.0127	0.0614	0.1131	0.1596	0.3009	0.4436	0.5868	1.2683
GBP	Pounds sterling	0.0154	0.0743	0.1369	0.1931	0.3640	0.5367	0.7096	1.5353
JPY	Yen	8,416.0000	1,738.6978	942.9200	668.2013	353.7351	239.1876	180.4469	84.1600
AUD	Australian dollar	0.0093	0.0447	0.0821	0.1153	0.2152	0.3138	0.4105	0.9268
CHF	Swiss franc	101.9300	21.0561	11.4184	8.0935	4.2846	2.9017	2.1903	1.0193
NZD	New Zealand dollar	0.0073	0.0352	0.0647	0.0911	0.1705	0.2495	0.3272	0.7289
DKK	Danish krone	587.6200	121.4346	65.8815	46.7047	24.7657	16.7957	12.7006	5.8762
NOK	Norwegian krone	620.2400	128.3733	69.7552	49.5294	26.3770	17.9668	13.6480	6.2024
SEK	Swedish krona	726.0200	150.0975	81.4768	57.7992	30.7059	20.8764	15.8270	7.2602
HKD	Hong Kong dollar	776.7900	160.4872	87.0432	61.6926	32.6814	22.1450	16.7296	7.7679
SGD	Singapore dollar	134.0000	27.6902	15.0212	10.6481	5.6436	3.8257	2.8912	1.3400
CAD	Canadian dollar	103.7100	21.4447	11.6427	8.2593	4.3886	2.9825	2.2598	1.0371
INR	Indian rupee	4,625.0000							46.2500
MZN	Mozambiquan metical	3,625.0000							36.2500
TZS	Tanzanian shilling	151,700.0000							1,517.0000
BWP	Botswana pula	677.9661							0.1475
MWK	Malawian kwacha	15,000.0000							150.0000
THB	Thai baht	3,079.0000							30.7900
IDR	Indonesian rupiah	899,500.0000							8,995.0000
NGN	Nigerian naira	15,140.0000							151.4000
CNY	Chinese renminbi	676.9000							6.7690
BRL	Brazilian real	172.1300							1.7213
MUR	Mauritius rupee	3,030.0000							30.3000
ZMK	Zambian kwacha	486,500.0000							4,865.0000

Rand Merchant Bank's Fixed Income, Currency and Commodities (FICC) division, one of South Africa's largest
treasury operations, trades billions of rands on the global markets every day and serves a wide range of clients.

3x6 FRA

BONDS	>>

SWAPS	>>

FRAS	>>

JIBAR	>>





1x4 \| 2x5 \| 3x6 \| 4x7 \| 5x8 \| 6x9 \| 7x10 \| 8x11 \| 9x12 \| 12x15 \| 15x18 \| 21x24

Rates displayed are indicative only and are delayed by 15 minutes.
FirstRand floating rate bond spreads are relative to 3 Month JIBAR.

Date	MID
10/09/2010	5.98
09/09/2010	5.98
08/09/2010	6.11
07/09/2010	6.08
06/09/2010	6.07
03/09/2010	6.08
02/09/2010	6.08
01/09/2010	6.03
31/08/2010	6.04
30/08/2010	6.02
29/08/2010	5.98
27/08/2010	5.98
26/08/2010	6.02
25/08/2010	6.10
24/08/2010	6.16
23/08/2010	6.18
20/08/2010	6.19
19/08/2010	6.22
18/08/2010	6.21
17/08/2010	6.20
16/08/2010	6.23
13/08/2010	6.24
12/08/2010	6.19
11/08/2010	6.20
10/08/2010	6.25
06/08/2010	6.23
05/08/2010	6.23
04/08/2010	6.24
03/08/2010	6.23
02/08/2010	6.22
30/07/2010	6.24
29/07/2010	6.23
28/07/2010	6.23
27/07/2010	6.33
26/07/2010	6.33
23/07/2010	6.36
22/07/2010	6.29
21/07/2010	6.19
20/07/2010	6.21
19/07/2010	6.28
16/07/2010	6.30
15/07/2010	6.31
14/07/2010	6.32
13/07/2010	6.27
12/07/2010	6.27
09/07/2010	6.28
08/07/2010	6.30
07/07/2010	6.31
06/07/2010	6.36
05/07/2010	6.37
02/07/2010	6.37
01/07/2010	6.39
30/06/2010	6.42
29/06/2010	6.44
28/06/2010	6.42
25/06/2010	6.43
24/06/2010	6.42
23/06/2010	6.40
22/06/2010	6.39
21/06/2010	6.39
18/06/2010	6.39
17/06/2010	6.39
15/06/2010	6.39
14/06/2010	6.40
11/06/2010	6.40
10/06/2010	6.42
09/06/2010	6.42
08/06/2010	6.43
07/06/2010	6.45
04/06/2010	6.45
03/06/2010	6.44
02/06/2010	6.45
01/06/2010	6.49
31/05/2010	6.50
28/05/2010	6.51
27/05/2010	6.51
26/05/2010	6.51
25/05/2010	6.55
24/05/2010	6.53
21/05/2010	6.54
20/05/2010	6.56
19/05/2010	6.56
18/05/2010	6.53
17/05/2010	6.54
14/05/2010	6.51
13/05/2010	6.52
12/05/2010	6.47
11/05/2010	6.51
10/05/2010	6.52
07/05/2010	6.59
06/05/2010	6.56
05/05/2010	6.58
04/05/2010	6.56
03/05/2010	6.50
30/04/2010	6.50
29/04/2010	6.51
28/04/2010	6.53
26/04/2010	6.51
23/04/2010	6.53
22/04/2010	6.55
21/04/2010	6.37
20/04/2010	6.37
19/04/2010	6.39
16/04/2010	6.39
15/04/2010	6.38
14/04/2010	6.42
13/04/2010	6.49
12/04/2010	6.50
09/04/2010	6.53
08/04/2010	6.55
07/04/2010	6.54
06/04/2010	6.55
01/04/2010	6.53
31/03/2010	6.55
30/03/2010	6.55
29/03/2010	6.55
26/03/2010	6.51
25/03/2010	6.56
24/03/2010	6.94
23/03/2010	6.93
19/03/2010	6.96
18/03/2010	7.00
17/03/2010	6.98
16/03/2010	6.98
15/03/2010	6.97
12/03/2010	6.98
11/03/2010	6.98
10/03/2010	6.98
09/03/2010	6.98
08/03/2010	6.96
05/03/2010	6.97
04/03/2010	6.97
03/03/2010	7.00
02/03/2010	7.00
26/02/2010	7.00
25/02/2010	7.02
24/02/2010	7.07
23/02/2010	7.10
22/02/2010	7.05
19/02/2010	7.05
18/02/2010	7.02
17/02/2010	7.02
16/02/2010	6.98
15/02/2010	6.99
12/02/2010	7.03
11/02/2010	7.03
10/02/2010	6.98
09/02/2010	6.95
08/02/2010	6.92
05/02/2010	6.92
04/02/2010	6.92
03/02/2010	6.93
02/02/2010	6.92
01/02/2010	6.95
29/01/2010	6.95
28/01/2010	6.97
27/01/2010	6.97
26/01/2010	7.10
25/01/2010	7.09
22/01/2010	7.08
21/01/2010	7.07
20/01/2010	7.08
19/01/2010	7.04
18/01/2010	7.04
15/01/2010	7.05
14/01/2010	7.05
13/01/2010	7.04
12/01/2010	7.04
11/01/2010	7.03
08/01/2010	7.04
07/01/2010	7.03
06/01/2010	7.03
05/01/2010	7.03
04/01/2010	7.04
31/12/2009	7.07
30/12/2009	7.09
29/12/2009	7.09
28/12/2009	7.10
24/12/2009	7.10
23/12/2009	7.12
22/12/2009	7.12
21/12/2009	7.10
18/12/2009	7.09
17/12/2009	7.11
15/12/2009	7.10
14/12/2009	7.11
11/12/2009	7.11
10/12/2009	7.11
09/12/2009	7.11
08/12/2009	7.09
07/12/2009	7.09
04/12/2009	7.08
03/12/2009	7.05
02/12/2009	7.05
01/12/2009	7.06
30/11/2009	7.05
27/11/2009	7.05
26/11/2009	7.08
25/11/2009	7.05
24/11/2009	7.10
23/11/2009	7.10
20/11/2009	7.11
19/11/2009	7.11
18/11/2009	7.08
17/11/2009	7.09
16/11/2009	6.90
13/11/2009	6.98
12/11/2009	6.96
11/11/2009	6.89
10/11/2009	6.89
09/11/2009	6.88
06/11/2009	6.91
05/11/2009	6.96
04/11/2009	6.96
03/11/2009	7.00
02/11/2009	7.02
30/10/2009	7.01
29/10/2009	7.02
28/10/2009	7.12
27/10/2009	7.15
26/10/2009	7.15
23/10/2009	7.11
22/10/2009	7.10
21/10/2009	7.03
20/10/2009	7.03
19/10/2009	7.02
16/10/2009	7.00
15/10/2009	7.05
14/10/2009	7.05
13/10/2009	7.03
12/10/2009	7.04
09/10/2009	7.04
08/10/2009	7.03
07/10/2009	7.06
06/10/2009	7.02
05/10/2009	7.02
02/10/2009	7.01
01/10/2009	7.02
30/09/2009	7.04
29/09/2009	7.00
28/09/2009	7.01
25/09/2009	6.99
23/09/2009	6.95
22/09/2009	6.93
21/09/2009	6.79
18/09/2009	6.80
17/09/2009	6.80
16/09/2009	6.83
15/09/2009	6.85
14/09/2009	6.83
11/09/2009	6.82

Contact:

FIXED INCOME SALES
Fixed Income, Currency and Commodities
RAND MERCHANT BANK
Tel: +27 11 269 9040

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Date

MID

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