Hi Defabstar,
As at 31 December I have had some forward rate contracts valued and provide the forward AUD/USD rates that were used by one of the big 4 banks if it helps with your research. The AUD/USD at the time was 0.8969.
Contract Date
Feb-10 0.893
May-10 0.885
Aug-10 0.875
Nov-10 0.866
Feb-11 0.857
May-11 0.849
Aug-11 0.84
Nov-11 0.833
Feb-12 0.826
May-12 0.82
Aug-12 0.813
Nov-12 0.807
further equity hedges closing out must b close, page-3
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