13 -
Hong Kong Monetary Authority money market operations
Cumulative
Time
$ million
(hours)
change (Smillion)
Opening balance in the account
1,396
0930
+603
Closing balance in the account
2,017
1000
+603
Change attributable to:
1100
+603
Money market activity
+1001
1200
+573
LAF today
-380
1500
+1006
1600
+1001
LAF rate 4.25% bid/6.25% offer TWI 122.2 *+0.0* 25.9.95
Hong Kong Monetary Authority
EF bills
EF notes
Terms
Yield
Term
Issue Coupon Price
Yield
1 week
5.76
2 years
2708 6.06
100.16
6.05
1 month
5.74
3 years
3807
6.16
99.70
6.37
3 months
5.70
5 years
5009
6.95
100.03
7.06
6 months 5.73
5 years
M501 7.90
102.17
7.47
12 months 5.77
Total turnover of EF bills and notes - $30,767 million
Closed September 25, 1995
End/Monday, September 25, 1995