- 16.
Hong Kong Monetary Authority money market operations
Time
Cumulative change
$ million
(hours)
($million)
Opening balance in the account
1,788
0930
+23
Closing balance in the account
1,230
1000
-276
Change attributable to:
1100
-276
Money market activity
-418
1200
-279
LAF today
-140
1500
-490
1600
-418
LAF rate 3.75% bid/5.75% offer TWI 121.0 *-0.6* 10.1.95
Hong Kong Monetary Authority
EF notes/Hong Kong Government bonds
EF bills
Terms
Yield
Term
Issue
Coupon
Price
Yield
I week
5.06
17 months
2605
6.35
98.59
7.60
1 month
5.22
23 months
2611 6.90
98.49
7.94
3 months
5.73
28 months
3704
6.15
96.09
8.20
6 months
6.51
34 months
3710
7.25
97.73
8.33
12 months
7.16
60 months 5912
8.15
98.26
8.77
Total turnover of bills and bonds - $30,382 MN
Closed January 10, 1995
End/Tuesday, January 10, 1995
E