The paper briefly presents a concept for optimising the methodology of Treasury debt management. Treasury debt management is first defined as a decision making process. Next, the author describes the mathematical programming tasks allowing to optimise the key components in this process. One of the tasks - developed for the needs of a three-year strategy - is expressed in the mathematical form. For most of the tasks involved, special software was developed by the author's co-worker, running several thousand lines of code and dozens of extensive Excel spreadsheets. Numerical results were obtained, some of which are presented in the work quoted in the paper. The mathematical side of the problems referred to will be published in a longer paper the author is currently working on. He also indicates directions for further work, some of which has already been initiated (the tasks for stochastic optimisation).