- 21-
Hong Kong Monetary Authority money market operations
Cumulative
Time
change
$ million
(hours)
($million)
Opening balance in the account
1,620
0930
-382
Closing balance in the account
2,419
1000
-382
Change attributable to:
1100
-347
Money market activity
-323
1200
-347
LAF today
+1,122
1500
-347
1600
-323
LAF rate 4.25% bid/6.25% offer TWI 122.5 *+0.0* 8.12.95
Hong Kong Monetary Authority
EF bills
EF notes
Terms
Yield
Term
Issue
Coupon
Price
Yield
1 week
5.88
2 years
2711
5.60
99.97
5.69
1 month
5.80
3 years
3810
6.15
100.70
5.97
3 months
5.60
5 years
5009
6.95
102.44
6.45
6 months
5.58
7 years
7211
6.82
100.40
6.86
12 months
5.56
5 years
M502 7.30
102.19
6.88
Total turnover of EF bills and notes - $13,337 million
Closed December 8, 1995
End