14
Hong Kong Monetary Authority money market operations
Cumulative
Time
$ million
(hours)
change ($million)
Opening balance in the account
2,432
0930
+140
Closing balance in the account
2,692
1000
+140
Change attributable to :
1100
+140
Money market activity
+145
1200
+145
LAF today
+115
1500
+145
1600
+145
LAF rate 4.25% bid/6.25% offer TWI 122.1 *+0.0* 31.10.95
Hong Kong Monetary Authority
EF bills
EF notes
Terms
Yield
Term
Issue
Coupon
Price
Yield
1 week
5.20
2 years
2708
6.06
100.53
5.82
1 month
5.40
3 years
3810
6.15
100.13
6.19
3 months
5.53
5 years
5009
6.95
101.16
6.78
6 months
5.58
5 years
M501
7.90
103.09
7.22
12 months 5.61
Total turnover of EF bills and notes - $20,344 million
Closed October 31, 1995
End/Tuesday, October 31, 1995