chart pack l.
Download
Skip this Video
Loading SlideShow in 5 Seconds..
Chart Pack PowerPoint Presentation
Download Presentation
Chart Pack

Loading in 2 Seconds...

play fullscreen
1 / 36

Chart Pack - PowerPoint PPT Presentation


  • 108 Views
  • Uploaded on

Chart Pack. Review of the Commonwealth Government Securities market Discussion Paper, October 2002. Chart 1: Commonwealth general government net debt. Source: Commonwealth of Australia Budget Strategy and Outlook 2002-03, Budget Paper No. 1; Commonwealth of Australia

loader
I am the owner, or an agent authorized to act on behalf of the owner, of the copyrighted work described.
capcha
Download Presentation

PowerPoint Slideshow about 'Chart Pack' - haru


An Image/Link below is provided (as is) to download presentation

Download Policy: Content on the Website is provided to you AS IS for your information and personal use and may not be sold / licensed / shared on other websites without getting consent from its author.While downloading, if for some reason you are not able to download a presentation, the publisher may have deleted the file from their server.


- - - - - - - - - - - - - - - - - - - - - - - - - - E N D - - - - - - - - - - - - - - - - - - - - - - - - - -
Presentation Transcript
chart pack

Chart Pack

Review of the Commonwealth Government

Securities market

Discussion Paper, October 2002

chart 1 commonwealth general government net debt
Chart 1: Commonwealth general government net debt

Source: Commonwealth of Australia Budget Strategy and Outlook 2002-03, Budget Paper No. 1; Commonwealth of Australia

Final Budget Outcome 2001-02; and Australian Office of Financial Management, 2002.

chart 2 fixed coupon bonds outstanding by issuer type june 2002
Chart 2: Fixed coupon bonds outstanding by issuer type (June 2002)

Source: Reserve Bank of Australia, 2002 (unpublished).

chart 3 benchmark treasury fixed coupon bonds outstanding june 2002
Chart 3: Benchmark Treasury Fixed Coupon Bonds outstanding (June 2002)

Source: Australian Office of Financial Management, 2002.

chart 4 treasury indexed bonds outstanding june 2002
Chart 4: Treasury Indexed Bonds outstanding (June 2002)

Source: Australian Office of Financial Management, 2002.

chart 5 net short term assets and treasury notes outstanding in 2001
Chart 5: Net short-term assets and Treasury Notes outstanding in 2001

Source: Australian Office of Financial Management, 2002 (unpublished).

chart 6 state and territory bonds outstanding june 2002
Chart 6: State and Territory bonds outstanding (June 2002)

Source: Salomon Smith Barney (2002) AusBIG Profile Report, August 2002, Australia.

chart 7 corporate bonds outstanding by issuer
Chart 7: Corporate bonds outstanding by issuer

Source: Reserve Bank of Australia, 2002 (unpublished).

chart 8 maturity profile of corporate fixed coupon bonds outstanding june 2002
Chart 8: Maturity profile of corporate fixed coupon bonds outstanding (June 2002)

Source: Salomon Smith Barney (2002) AusBIG Profile Report, August 2002, Australia.

chart 9 history of outstanding bonds
Chart 9: History of outstanding bonds

Note:  The figures for the Commonwealth include indexed bonds and exclude the Commonwealth's own holdings. Corporate estimates

include floating-rate bonds but exclude asset-back securities.

Source: Reserve Bank of Australia, 2002.

chart 10 turnover in australian fixed coupon debt markets
Chart 10: Turnover in Australian fixed coupon debt markets

Source: Australian Financial Markets Association (2001) Australian Financial Market Report, AFMA‑SIRCA, Australia.

chart 11 turnover of treasury bonds and treasury bond futures contracts
Chart 11: Turnover of Treasury bonds and Treasury bond futures contracts

Source: Australian Financial Markets Association (2001) Australian Financial Market Report, AFMA‑SIRCA, Australia.

chart 12 turnover of treasury bonds and interest rate swaps
Chart 12: Turnover of Treasury bonds and interest rate swaps

Source: Australian Financial Markets Association (2001) Australian Financial Market Report, AFMA‑SIRCA, Australia.

chart 13 turnover in the repurchase market by instrument
Chart 13: Turnover in the repurchase market by instrument

Source: Australian Financial Markets Association (2001) Australian Financial Market Report, AFMA‑SIRCA, Australia.

chart 15 outstandings and turnover in the australian corporate debt market
Chart 15: Outstandings and turnover in the Australian corporate debt market

Note:  Includes floating rate bonds but excludes asset-back securities.

Source: Reserve Bank of Australia (2002) Bulletin Statistical Tables; Australian Financial Markets Association (2001)

Australian Financial Market Report, AFMA‑SIRCA, Australia.

chart 17 spread of corporate bonds to treasury bonds
Chart 17: Spread of corporate bonds to Treasury bonds

Note: Bonds with three years to maturity.

Source: Reserve Bank of Australia (2002) Bulletin Statistical Tables.

chart 18 us corporate government bond spread and dow jones index
Chart 18: US corporate-government bond spread and Dow Jones Index

Note: Credit spread = ten-year BAA minus ten-year US Treasuries.

Source: Datastream, 2002.

chart 19 australia s current account balance
Chart 19: Australia’s current account balance

Source: Australian Bureau Statistics (2002) Australian System of National Accounts, Cat. No. 5204, AusStats Time

Series Spreadsheets, ABS, Canberra.

chart 20 cgs outstanding if retired at maturity and no further issuance
Chart 20: CGS outstanding if retired at maturity and no further issuance

Note: Refers to Treasury bonds outstanding.

Source: Australian Office of Financial Management and Treasury projections, 2002 (unpublished).

chart 21 growing the cgs market in line with nominal growth in gdp
Chart 21: Growing the CGS market in line with nominal growth in GDP

Note: Refers to Treasury bonds outstanding.

Source: Australian Office of Financial Management and Treasury projections, 2002 (unpublished).

chart 22 growing the cgs market in line with growth in financial assets
Chart 22: Growing the CGS market in line with growth in financial assets

Note: Refers to Treasury bonds outstanding.

Source: Australian Office of Financial Management and Treasury projections, 2002 (unpublished).

chart 23 australia s financial asset market size june 2002
Chart 23: Australia’s financial asset market size (June 2002)

Note: Investment grade bonds refer to debt securities with a credit rating of BBB or higher.

Source: Salomon Smith Barney (2002) AusBIG Profile Report, August 2002, Australia; and Bloomberg, 2002.

chart 24 size of government investment possible with investment limits
Chart 24: Size of Government investment possible with investment limits

Source: Salomon Smith Barney (2002) AusBIG Profile Report, August 2002, Australia; and Bloomberg, 2002.

chart 38 us government corporate and agency securities on issue
Chart 38: US government, corporate and agency securities on issue

Note: Government debt refers to government debt held by the public.

Source: The Bond Market Association, 2002; OECD (2002) Economic Outlook, No. 71, OECD, Paris.

chart 39 korean government and corporate securities on issue
Chart 39: Korean government and corporate securities on issue

Note: Total Government bonds comprise of Treasury Bonds, Foreign Exchange Stabilisation Bonds, National Housing Bonds and Grain Securities.

Source: Korea National Statistics Office, 2002.

chart 40 new zealand government asset portfolios 2002 to 2006
Chart 40: New Zealand Government asset portfolios: 2002 to 2006

Note: A number of other substantial asset portfolios are held by the Government, including assets held by the

Reserve Bank of New Zealand, and the New Zealand Debt Management Office.

Source: New Zealand Treasury, (2002) Budget Economic and Fiscal Update.

chart 41 accumulated assets in norway s government petroleum fund
Chart 41: Accumulated assets in Norway’s Government Petroleum Fund

Note: Data for 2002 and 2003 are projections.

Source: Norges Bank (2001) The Government Petroleum Fund: Annual Report; Ministry of Finance estimates.

chart 42 canadian pension plan asset holdings
Chart 42: Canadian Pension Plan asset holdings

Source: Canadian Pension Plan Annual Report, various years, Government of Canada; Canadian Pension Plan

Investment Board, Annual Report, various years.

chart 43 accumulated assets in ireland s national pension reserve fund
Chart 43: Accumulated assets in Ireland’s National Pension Reserve Fund

Source: National Pension Reserve Fund Commission, 2001.

table 1 commonwealth government securities outstanding
Table 1: Commonwealth Government Securities outstanding

Note: Net of Commonwealth holdings and debt on issue for the States and Territories.

Source: Australian Office of Financial Management, 2002.

table 2 correlation of changes in interest rate swap rate with other debt security yields
Table 2: Correlation of changes in interest rate swap rate with other debt security yields

Note: Correlation calculations based on monthly yield data fro three-year fixed coupon bonds over the period August 1997 to June 2002.

Source: Treasury calculations based on data from Bloomberg, 2002.

table 3 holdings of cgs by sector
Table 3: Holdings of CGS by sector

Note: Amount outstanding at the end of the June quarter. Estimates for 2001-02 are for the end of the March quarter.

Source: Australian Bureau of Statistics (2002) Financial Accounts, Cat. No. 5232, March quarter.