Bank Bills 30 day 4.72% 90 day 4.84% 180 day 5.04%
Bills Libor 3 yr 25bp 5 yr 20bp 10 yr 10bp
FRA 1x4 4.90% 2x5 5.00% 3x6 5.00%
Fwd AUD 3mth -99 6mth -202 1yr -400
IRS efp 3 yr 34bp 5 yr 71bp 10 yr 49bp
OIS 3mth 4.62% 6mth 4.70% 1yr 4.82%
Rates as of 26/07/2010