5 -
Hong Kong Monetary Authority money market operations
Cumulative
Time
change
$ million
(hours)
($million)
Opening balance in the account
2,007
0930
+795
Closing balance in the account
2,573
1000
+795
Change attributable to:
1100
+795
Money market activity
+796
1200
+796
LAF today
-230
1500
+796
1600
+796
LAF rate 4.00% bid/6.00% offer TWI 123.2 *+0.0* 22.2.96
Hong Kong Monetary Authority
EF bills
EF notes
Terms
Yield
Term
Issue
Coupon
Price
Yield
1 week
4.68
2 years
2802
5.16
99.92
5.27
1 month
4.81
3 years
3901
5.57
100.43
5.48
3 months
4.94
5 years
5012
6.38
101.62
6.08
6 months
4.99
7 years
7211 6.82
102.74
6.41
12 months 5.04
5 years
M502
7.30
104.18
6.36
Total turnover of EF bills and notes - $25,123 million
Closed February 22, 1996
End