- 21-
Hong Kong Monetary Authority money market operations
Cumulative
Time
$ million (hours)
change ($million)
Opening balance in the account
2,104
0930
+196
Closing balance in the account
1,901
1000
+196
Change attributable to:
1100
+196
Money market activity
+197
1200
+197
LAF today
-400
1500
+197
1600
+197
LAF rate 4.25% bid/6.25% offer TWI 119.0 *-0.3* 19.7.95
Hong Kong Monetary Authority
EF bills
EF notes
Terms
Yield
Term
Issue
Coupon
Price
Yield
1 week
5.38
2 years
2705 6.40
100.97
5.91
1 month
5.42
3 years
3804
6.90
101.86
6.25
3 months
5.47
5 years
5006
6.60
98.89
6.99
6 months
5.53
5 years
M501 7.90
102.29
7.46
12 months
5.58
Total turnover of EF bills and notes - $12,299 million
Closed July 19, 1995
End/Wednesday, July 19, 1995