Bank Bills 30 day 4.08% 90 day 4.25% 180 day 4.49%
Bills Libor 3 yr 25bp 5 yr 20bp 10 yr 10bp
FRA 1x4 4.35% 2x5 4.46% 3x6 4.60%
Fwd AUD 3mth -93 6mth -191 1yr -385
IRS efp 3 yr 38bp 5 yr 66bp 10 yr 40bp
OIS 3mth 4.11% 6mth 4.25% 1yr 4.56%
Rates as of 08/03/2010