Non-resident Holdings

Non-resident holdings of Australian Government Securities (Treasury Bonds, Treasury Indexed Bonds, Treasury Notes)

The proportion of Australian Government Securities (Treasury Bonds, Treasury Indexed Bonds, Treasury Notes) held by non-residents has decreased from 63.5 per cent in the December 2015 quarter to 60.4 per cent in the March 2016 quarter.

Source: Australian Bureau of Statistics and AOFM

Non-resident holdings of Australian Government Bonds (Treasury Bonds and Treasury Indexed Bonds)

The proportion of Australian Government Bonds (Treasury bonds and Treasury indexed bonds) held by non-residents has decreased from 63.8 per cent in the December 2015 quarter to 60.7 per cent in the March 2016 quarter.

Source: Australian Bureau of Statistics and AOFM

The underlying data for the charts above can be found here: Non-resident holdings of AGS  | 29KB [.xlsx]

Drivers of change in non-resident holdings of Australian Government Bonds (Treasury Bonds and Treasury Indexed Bonds)

This chart illustrates the two components that determine the change in market value of non-resident holdings of AGBs: ‘Change owing to Net Transactions’ plus the ‘Change owing to Price’. For the March 2016 quarter the change in market value was 3.9 billionm with both the Transactional and the Price effects seeing the same positive effect on the overall market value of those bonds held by non-residents.

Source: Australian Bureau of Statistics and AOFM

The chart above illustrates the two components that determine the change in market value of non-resident holdings of AGBs: Net Transactions and Price.

Last updated: 31 May 2016