compromised credit card

Just got a phone call from ANZ that my credit card has been compromised. They rang about two suspicious o/s transactions and asked if they were authorised by me, and they weren't.

It is a debit card that I keep a small credit balance so there was never going to be a lot of damage done but I wonder how they do it. Checking recent usage and it was only ever used by me personally and at reliable outlets such as Bunnings, Dan Murphys [Doctor Dan] and Cambells. There was one at the Cairns markets but that looked kosher too.

Some months ago I bought some parts out of HK on eBay [why I have the card] but that really was some time ago.

This sort of fraud must cost the banks plenty so I can understand that the computer spits out anything suspicious.