10 -
Hong Kong Monetary Authority money market operations
Cumulative
Time
change
$ million
(hours)
($million)
Opening balance in the account
2,402
0930
+6
Closing balance in the account
1,971
1000
+6
Change attributable to:
1100
+6
Money market activity LAF today
-2
1200
+6
-429
1500
-2
1600
-2
LAF rate 4.25% bid/6.25% offer TWI 122.3 *+0.0* 27.9.95
Hong Kong Monetary Authority
EF bills
EF notes
Terms
Yield
Term
Issue
Coupon
Price
Yield
1 week
5.82
2 years
2708
6.06
100.13
6.07
1 month
5.77
3 years
3807
6.16
99.64
6.40
3 months
5.75
5 years
5009
6.95
99.84
7.11
6 months
5.75
5 years M501
7.90
101.84
7.56
12 months 5.77
Total turnover of EF bills and notes - $15,214 million
Closed September 27, 1995
End/Wednesday, September 27, 1995