Bank Bills 30 day 7.00 % 90 day 6.83 % 180 day 6.55 %
OIS 3mth 6.11 % 6mth 5.83 % 1yr 5.62 %
FRA 1x4 6.40 % 2x5 6.05 % 3x6 5.89 %
Fwd AUD 1mth -12 3mth -30 6mth -78
IRS efp 3 yr 111 bp 5 yr 123 bp 10 yr 78 bp
Bills Libor 3 yr -3.5 bp 5 yr -6.5 bp 10 yr -17.5 bp
Rates as of 6 October 2008