Bank Bills 30 day 4.84% 90 day 5.06% 180 day 5.19%
Bills Libor 3 yr 25bp 5 yr 20bp 10 yr 10bp
FRA 1x4 5.05% 2x5 5.07% 3x6 5.09%
Fwd AUD 3mth -121 6mth -234 1yr -463
IRS efp 3 yr 34bp 5 yr 60bp 10 yr 53bp
OIS 3mth 4.80% 6mth 4.865% 1yr 5.05%
Rates as of 15/11/2010