Caller: No identifying company; phone number is from my suburb

Recorded message (Asian female) said that suspicious transactions on my card had appeared; $400 with Amazon and a $1300 money transfer - they were calling to check because I had not used these suppliers before. Press 1 to cancel payments, 2 to review payments...". Checked my bank account while message was playing and nothing suspicious. What made me answer the call (we get several scam calls a day) was because the call was from a local number in my suburb, which is disturbing.