Overview of Portfolio

The following tables contain information on the face value, market value, market value sensitivity, duration and average term to repricing and maturity of the AOFM Portfolio as at the end of each quarter. This information will be updated shortly after the end of each quarter.

Overview of the AOFM Portfolio Excel
Time series of the AOFM Portfolio Summary (including market values) – Updated for 31 Dec 2016 215KB

We have consolidated our publication of the AOFM Portfolio Summary into the time series only, we will no longer be publishing the previous table format.

Data on the AOFM’s Portfolio Position at the end of each financial year is available under Historical Data.

 

 

Last updated: 13 January 2017