I don't think you need to go as far as Jeremy's suggestion (which is really good for doing oddly shaped twists). If you define a helix with the correct diameter and twist pitch, then you can use that helix for the path and then twist along that path for the first of your six outer cables. Then use a circular pattern to generate the other 5 cables.
what is this for, just to show..aka pretty picture or for FEA or just because?
why I ask is you could find a bitmap and just apply a texture on an exture that would make it look like twisted rope\wire.
Did you ask about this before? I have this all modeled up for someone or other.
The model was kind of big and didn't want to upload a minute ago, so I made it half as long with fewer twists, as well as suppressing the last feature.
I am also curious as to why you need an actual model of this, instead of just an image like Lenny suggested.
OK let's try this again with a smaller model.
3x7 TWIST.SLDPRT.zip 4.0 MB