13.

Hong Kong Monetary Authority money market operations

Time

$ million (hours)

Cumulative change (Smillion)

Opening balance in the account

2,129

0930

-2,092

Closing balance in the account

1,124

1000

-2,567

Change attributable to :

1100

-2,611

Money market activity

-1,892

1200

-2,619

LAF today

+887

1500

-2,092

1600

-1,892

LAF rate 3.75% bid/5.75% offer TWI 121.0 -0.1* 18.1.95

Hong Kong Monetary Authority

EF notes/Hong Kong Government bonds

EF bills

Terms

Yield

Term

Issue

Coupon

Price

Yield

1 week

6.15

16 months

6.35 2605

98.46

7.72

1 month

6.34

22 months

2611

6.90

98.36

8.03

3 months

6.53

27 months

3704

6.15

95.90

8.32

6 months

6.87

33 months

3710

7.25

97.37

8.50

12 months 7.34

59 months

5912

8.15

97.70

8.92

Total turnover of bills and bonds - $29,618 million

Closed January 18, 1995

End/Wednesday, January 18, 1995

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