34 -
Hong Kong Monetary Authority money market operations
Time
$ million
(hours)
Cumulative
change ($million)
Opening balance in the account
3,063
0930
+109
Closing balance in the account
2,728
1000
+109
Change attributable to:
1100
+109
Money market activity
+105
1200
+114
LAF today
-440
1500
+114
1600
+105
LAF rate 4.25% bid/6.25% offer TWI 122.0 *+0.1* 19.10.95
Hong Kong Monetary Authority
EF bills
EF notes
Terms
Yield
Term
Issue
Coupon
Price
Yield
1 week
5.51
2 years
2708
6.06
100.56
5.81
1 month
5.53
3 years
3807
6.16
100.32
6.12
3 months
5.58
5 years
5009
6.95
101.12
6.79
6 months
5.60
5 years
M501
7.90
103.10
7.22
12 months 5.61
Total turnover of EF bills and notes - $19,517 million
Closed October 19, 1995
End/Thursday, October 19, 1995