28

Hong Kong Monetary Authority money market operations

Cumulative

Time

change

$ million

(hours)

($million)

Opening balance in the account

2,775

0930

-272

Closing balance in the account

2,953

1000

-272

Change attributable to:

1100

-272

Money market activity

-272

1200

-272

LAF today

+450

1500

-272

1600

-272

LAF rate 4.00% bid/6.00% offer TWI 123.4 *-0.3* 6.2.96

Hong Kong Monetary Authority

EF bills

EF notes

Terms

Yield

Term

Issue

Coupon

Price

Yield

1 week

5.07

2 years

2711

5.60

100.82

5.17

1 month

5.10

3 years

3901

5.57

100.70

5.38

3 months

5.12

5 years

5012

6.38

102.47

5.87

6 months

5.12

7 years

7211 6.82

104.00

6.18

12 months

5.10

5 years

M502 7.30

105.00

6.16

Total turnover of EF bills and notes - $14,149 million

Closed February 6, 1996

End

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