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Hong Kong Monetary Authority money market operations
Cumulative
Time
$ million
(hours)
change ($million)
Opening balance in the account
1,107
0930
+893
Closing balance in the account
2,190
1000
+893
Change attributable to :
1100
+893
Money market activity
+883
1200
+893
LAF today
+200
1500
+893
1600
+883
LAF rate 4.25% bid/6.25% offer TWI 123.2 *+0.0* 8.1.96
Hong Kong Monetary Authority
EF bills
EF notes
Terms
Yield
Term
Issue
Coupon
Price
Yield
1 week
5.36
2 years
2711
5.60
100.46 5.40
1 month
5.36
3 years
3810
6.15
101.60
5.60
3 months
5.36
5 years
5012
6.38
101.90 6.02
6 months
5.36
7 years
7211
6.82
103.33 6.31
12 months
5.36
5 years
M502
7.30
104.24
6.37
Total turnover of EF bills and notes - $11,982 million
Closed January 8, 1996
End