Australian Office of Financial Management Monthly Positions

Brief description

Australian Office of Financial Management Monthly Positions of portfolio, Treasury Bonds, Treasury Indexed Bonds and Treasury Notes.

Full description

Monthly Positions - Portfolio aggregate dealt - Dealt Basis end of month AGS outstanding and investments held. Includes Face Value, Market Value, Delta, Duration and Tenor.
Monthly Positions - Portfolio aggregate Settlement - Settlement basis end of month AGS outstanding and investments held. Includes Face Value, Market Value, Delta, Duration and Tenor.
Monthly Positions - Treasury Notes Dealt - Dealt basis end of month outstanding volume for each security type and maturity. Includes Face Value, Market Value, Delta, Duration and Tenor.
Monthly Positions - Treasury Notes Settlement - Settlement basis end of month outstanding volume for each security type and maturity. Includes Face Value, Market Value, Delta, Duration and Tenor.
Monthly Positions - Treasury Bonds Settlement - Settlement basis end of month outstanding volume Treasury Bonds. Includes Face Value, Market Value, Delta, Duration and Tenor.
Monthly Positions - Treasury Bonds Dealt - Dealt basis end of month outstanding volume for Treasury Bonds. Includes Face Value, Market Value, Delta, Duration and Tenor.