22
Hong Kong Monetary Authority money market operations
Cumulative
Time
change
$ million
(hours)
($million)
Opening balance in the account
1,417
0930
+1,172
Closing balance in the account
1,366
1000
+1,199
Change attributable to:
1100
+1,200
Money market activity
+1,200
1200
+1,200
LAF today
-1,251
1500
+1,200
1600
+1,200
LAF rate 4.25% bid/6.25% offer TWI 118.2 *+0.1* 21.3.95
EF bills
Hong Kong Monetary Authority
EF notes/Hong Kong Government bonds
Terms
Yield
Term
Issue
Coupon
Price
Yield
1 week
4.84
14 months
2605
6.35
100.15
6.30
1 month
5.11
23 months
2702 7.50
101.51
6.76
3 months
5.52
28 months
3707
6.95
100.34
6.90
6 months
5.79
34 months
12 months
6.16
60 months
5003
3801 8.00 7.75
102.47
7.15
100.86
7.68
Total turnover of bills and bonds - $20,547 million
Closed March 21, 1995
End/Tuesday, March 21, 1995