Received a similar message to Jimbo. Also said a warrant had been issued for my arrest by the AFP from the ATO, without actually saying who I was. Hung up. Obvious scam.

Claimed to be the Federal Police advising that somebody had lodged a formal complaint etc. Hung up before call finished. Rung back no on no call ID phone rang and answered but no voice and hung up. Rang Federal Police in Sydney and the switchboard who advised that there had been a number of complaints about this type of thing especially re Tax.