- 3
Hong Kong Monetary Authority money market operations
Cumulative
Time
$ million
(hours)
change ($million)
Opening balance in the account
1,614
0930
+960
Closing balance in the account
2,432
1000
+963
Change attributable to:
1100
+963
Money market activity
+958
1200
+963
LAF today
-140
1500
+958
1600
+958
LAF rate 4.25% bid/6.25% offer TWI 122.1 *+0.1* 30.10.95
Hong Kong Monetary Authority
EF bills
EF notes
Terms
Yield
Term
Issue
Coupon
Price
Yield
1 week
5.28
2 years
2708
6.06
100.49
5.85
1 month
5.43
3 years
3810
6.15
100.04
6.23
3 months
5.54
5 years
5009
6.95
100.89
6.84
6 months
5.59
5 years
M501
7.90
102.82
7.29
12 months
5.64
Total turnover of EF bills and notes - $15,945 million
Closed October 30, 1995
End/Monday, October 30, 1995