- 9 -
Hong Kong Monetary Authority money market operations
Cumulative
Time
change
$ million
(hours)
($million)
Opening balance in the account
2,578
0930
-3
Closing balance in the account
1,588
1000
-3
Change attributable to:
1100
-3
Money market activity LAF today
-3
1200
-3
-987
1500
-3
1600
-3
LAF rate 4.25% bid/6.25% offer TWI 122.4 *+0.0* 07.11.95
Hong Kong Monetary Authority
EF bills
EF notes
Terms
Yield
Term
Issue
Coupon Price
Yield
1 week
5.24
2 years
2708
6.06
100.77
5.67
1 month
5.34
3 years
3810
6.15
100.48
6.06
3 months
5.50
5 years
5009
6.95
101.52 6.69
6 months
5.52
5 years M501
7.90
103.50
7.11
12 months 5.55
Total turnover of EF bills and notes - $12,393 million
Closed November 7, 1995
End/Tuesday, November 7, 1995