- 30 -
Hong Kong Monetary Authority money market operations
Cumulative
Time
change
$ million
(hours)
($million)
Opening balance in the account
1,458
0930
+13
Closing balance in the account
1,466
1000
+13
Change attributable to:
1100
+13
Money market activity
+8
1200
+13
LAF today
NIL
1500
+13
1600
+8
LAF rate 4.25% bid/6.25% offer TWI 122.2 *+0.0* 17.11.95
Hong Kong Monetary Authority
EF bills
EF notes
Terms
Yield
Term Issue
Coupon Price Yield
1 week
5.50
2 years
5.60
1 month
5.50
3 years
3 months
5.52
5 years
6 months
5.55
5 years M502
2711
99.83 5.77 3810 6.15 100.46 6.06 5009 6.95 101.71 7.30 100.91
6.64
7.20
12 months
5.57
Total turnover of EF bills and notes - $9,048 million
Closed November 17, 1995
End/Friday, November 17, 1995