Data Hub

A central location for all data related to AOFM operations, including Australian Government Securities (AGS) portfolio positions and details on transactions executed.

If you require further information, please contact enquiries@aofm.gov.au. 

 

Fiscal Outcomes and AOFM Data at a glance - high level illustrations of how fiscal aggregates affect AOFM operations.

  • What is the level of Australian Government Securities (AGS) on issue?

    What is the level of Australian Government Securities (AGS) on issue?

    Source: Final Budget Outcome 2023-24, Table B.5, Australian Government general government sector face value of Australian Government Securities (AGS) on issue. 

  • What is the Budget headline cash balance?

    What is the Budget headline cash balance?

    Source: Final Budget Outcome 2023-24 - Table B.2: Australian Government general government sector net cash flows from investments in financial assets for policy purposes and headline cash balance. 

    IFAPP (net cash flows from investments in financial assets for policy purposes). 

  • What contributes to our gross funding requirement?

    What contributes to our gross funding requirement?

    Source: Maturities and repurchases - AOFM Transactional Data.
    Headline cash balance - Final Budget Outcome 2023-24, Table B.2, Australian Government general government sector net cash flows from investments in financial assets for policy purposes and headline cash balance.

  • How much long-term debt do we issue?

    How much long-term debt do we issue?

    Source: AOFM Data Hub, Transactional Data, Treasury Bond and Treasury Indexed Bond Issuance. 

  • How much short-term debt and cash do we manage on average?

    How much short-term debt and cash do we manage on average?

    Source: AOFM Transactional Data - End of Month Positions - Portfolio Aggregate - average of end-of-month positions for Treasury Notes and Deposits with the RBA. 

  • How much interest are we paying on our long term debt?

    How much interest are we paying on our long term debt?

    Source: Debt servicing cost on Long Term Debt Portfolio, AOFM Annual Report 2015-16 to 2023-24.

Datasets

Executive Summary

Overview of AGS outstanding and investments held

Data reported on a dealt basis include transactions (issuance and buybacks) according to the date that the transaction occurred.  Data reported on a settlement basis include transactions according to the date that they were settled (i.e. the date on which the buyer must make payment to the seller and the trade is final).

Portfolio Aggregate

End of month AGS outstanding and investments held. Includes Face Value, Market Value, Delta, Duration and Tenor

Treasury Bonds

End of month outstanding volume for each security type and maturity. Includes Face Value, Market Value, Delta, Duration and Tenor.

Treasury Indexed Bonds

End of month outstanding volume for each security type and maturity. Includes Face Value, Market Value, Delta, Duration and Tenor.

Treasury Notes

End of month outstanding volume for each security type and maturity. Includes Face Value, Market Value, Delta, Duration and Tenor.

Treasury Bond Issuance

Issuance via tender or syndication.

Treasury Bond Issuance

Issuance via conversion or switch.

Treasury Bond Issuance

Data from syndicated issues including investor details.

Treasury Bond Buybacks

Wholesale buybacks via tender, syndication or with the RBA.

Treasury Indexed Bond Issuance

Issuance via tender, syndication, tap, panel or conversion.

Treasury Indexed Bond Issuance

Data from syndicated issues including investor details.

Treasury Indexed Bond Buybacks

Wholesale buybacks via syndication or fixed price tender.

Treasury Notes Issuance

Issuance via tender.

Retail Buyback Facility

Retail buybacks through the Buyback Facility.

Securities Lending Facility

Bonds lent on an open term basis via the Securities Lending Facility.

Public Register of Government Borrowings

Beneficial ownership, by country, of all securities issued by the Australian Commonwealth Government and any securities guaranteed by the Commonwealth that are issued by Australian States or Territories.

Non-resident Holdings of AGS

Non-resident holdings of AGS including adjustments made for activity in the repo market.

Secondary Market Turnover of AGS

Survey results from bond market intermediaries detailing their turnover in AGS. This data is updated quarterly on the last business day of the month with a two month lag (i.e. on the last business day of May, August, November, and February each year).

Term Premium Estimates

Daily yield decomposition of Australian Treasury Bond term structure and term premium estimates.

Indexation Factors

A time series of indexation factors for Treasury Indexed Bonds.

RMBS Transactions

A summary of AOFM participation in Residential Mortgage Backed Security (RMBS) transactions prior to 2020.

RMBS Auctions

A summary of AOFM RMBS auction results prior to 2020.

Interest Rate Swaps

AOFM transactions in Australian Dollar Interest Rate Swaps.

Cross Currency Swaps

AOFM transactions in Cross Currency Interest Rate Swaps.

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In the spirit of reconciliation, the Australian Office of Financial Management acknowledges the Traditional Custodians of country throughout Australia and their connections to land, sea and community. We pay our respect to their Elders past and present and extend that respect to all Aboriginal and Torres Strait Islander peoples.