Datasets
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).
End of month AGS outstanding and investments held. Includes Face Value, Market Value, Delta, Duration and Tenor
End of month outstanding volume for each security type and maturity. Includes Face Value, Market Value, Delta, Duration and Tenor.
End of month outstanding volume for each security type and maturity. Includes Face Value, Market Value, Delta, Duration and Tenor.
End of month outstanding volume for each security type and maturity. Includes Face Value, Market Value, Delta, Duration and Tenor.
Issuance via tender or syndication.
Issuance via conversion or switch.
Data from syndicated issues including investor details.
Wholesale buybacks via tender, syndication or with the RBA.
Issuance via tender, syndication, tap, panel or conversion.
Data from syndicated issues including investor details.
Wholesale buybacks via syndication or fixed price tender.
Issuance via tender.
Retail buybacks through the Buyback Facility.
Bonds lent on an open term basis via the Securities Lending Facility.
For more details regarding the dataset below, see 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 including adjustments made for activity in the repo market.
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).
Daily yield decomposition of Australian Treasury Bond term structure and term premium estimates.
A time series of indexation factors for Treasury Indexed Bonds.
A summary of AOFM participation in Residential Mortgage Backed Security (RMBS) transactions prior to 2020.
A summary of AOFM RMBS auction results prior to 2020.
AOFM transactions in Australian Dollar Interest Rate Swaps.
AOFM transactions in Cross Currency Interest Rate Swaps.
