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24 -
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Other details
Please see information memorandum published or approach market makers or recognised dealers
End/Monday, November 20, 1995
Hong Kong Monetary Authority money market operations
Cumulative
Time
change
$ million
(hours)
($million)
Opening balance in the account
1.221
0930
+253
Closing balance in the account
2,077
1000
+255
Change attributable to:
1100
+255
Money market activity LAF today
+256
1200
+256
+600
1500
+256
1600
+256
LAF rate 4.25% bid/6.25% offer TWI 122.4 *+0.1* 20.11.95
Hong Kong Monetary Authority
EF bills
EF notes
Terms
Yield
Term
Issue
Coupon Price Yield
1 week
5.47
2 years
2711
5.60
99.95 5.71
1 month
5.48
3 years
3810
6.15
100.65 5.99
3 months
5.50
5 years
5009
6.95
101.98 6.57
6 months
5.54
5 years M502
7.30
101.01 7.18
12 months 5.54
Total turnover of EF bills and notes - $6,163 million
Closed November 20, 1995
End/Monday, November 20, 1995