19 -

Hong Kong Monetary Authority money market operations

Cumulative

Time

$ million

(hours)

change ($million)

Opening balance in the account

1,020

0930

+182

Closing balance in the account

1,989

1000

+182

Change attributable to:

1100

+190

Money market activity

+189

1200

+189

LAF today

+780

1500

+189

1600

+189

LAF rate 4.25% bid/6.25% offer TWI 122.2 *+0.3* 5.9.95

Hong Kong Monetary Authority

EF bills

EF notes

Terms

Yield

Term

Issue

Coupon

Price

Yield

1 week

5.72

2 years

2708

6.06

100.15

6.06

1 month

5.74

3 years

3807

6.16

99.56 6.43

3 months

5.76

5 years

5006

6.60

98.72

7.04

6 months

5.78

5 years

M501

7.90

101.98

7.53

12 months

5.81

Total turnover of EF bills and notes - $7,793 million

Closed September 5, 1995

End/Tuesday, September 5, 1995

Share This Page