27
Hong Kong Monetary Authority money market operations
Cumulative
Time
$ million
(hours)
change ($million)
Opening balance in the account
1,171
0930
+101
Closing balance in the account
1.519
1000
+101
Change attributable to :
1100
+101
Money market activity
+98
1200
+100
LAF today
+250
1500
+98
1600
+98
LAF rate 4.25% bid/6.25% offer TWI 122.4 *+0.1* 30.11.95
Hong Kong Monetary Authority
EF bills
EF notes
Terms
Yield
Term
Issue
Coupon
Price
Yield
1 week
5.65
2 years
2711
5.60
100.01 5.67
1 month
5.61
3 years
3810
6.15
100.81 5.93
3 months
5.58
5 years
5009 6.95
102.45 6.45
6 months
5.57
7 years
7211
6.82
100.32 6.88
12 months
5.57
5 years
M502
7.30
102.10
6.91
Total turnover of EF bills and notes - $18,911 million
Closed November 30, 1995
End/Thursday, November 30, 1995