| 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 |