Swap Transactions Data
The statistical information on Commonwealth debt management has been organised into the following sections:
- an overview of the portfolio of debt and assets managed by the AOFM;
- securities on issue;
- swap transactions undertaken;
- debt management activity during the previous financial year;
- the debt management position at 30 June; and
- selected historical information.
The AOFM transacts Australian dollar interest rate swaps to assist in the management of the Australian Government’s debt portfolio exposures.
Data on the Australian dollar interest rate swaps transacted by the AOFM is updated on the fifth business day of each month.
During the period March 1988 to February 2004 cross currency interest rate swaps were transacted to assist in the management of the Australian Government’s debt portfolio. Cross currency interest rate swaps are no longer transacted.