13 -
Hong Kong Monetary Authority money market operations
Cumulative
Time
change
$ million
(hours)
($million)
Opening balance in the account
2,197
0930
+605
Closing balance in the account
2,184
1000
+605
Change attributable to:
1100
+605
Money market activity
+605
1200
+605
LAF today
- 618
1500
+605
1600
+605
LAF rate 4.00% bid/6.00% offer TWI 123.6 *+0.1* 05.03.96
Hong Kong Monetary Authority
EF bills
EF notes
Terms
Yield
Term
Issué
Coupon Price
Yield
1 week
4.67
2 years
2802
5.16
99.81
5.33
1 month
4.79
3 years
3901
5.57
100.09
5.61
3 months
4.92
5 years
5012
6.38
101.25
6.16
6 months
5.02
7 years
7302
6.02
97.52
6.57
12 months
5.07
5 years
M502 7.30
103.68
6.48
Total turnover of EF bills and notes - $13,484 million
Closed March 5, 1996
End