8
Hong Kong Monetary Authority money market operations
Cumulative
Time
change
$ million
(hours)
($million)
Opening balance in the account
2,184
0930
+616
Closing balance in the account
2.137
1000
+616
Change attributable to:
1100
+616
Money market activity
+613
1200
+616
LAF today
-660
1500
+616
1600
+613
LAF rate 4.00% bid/6.00% offer TWI 123.5 *-0.1* 06.03.96
Hong Kong Monetary Authority
EF bills
EF notes
Terms
Yield
Term
Issue
Coupon Price
Yield
1 week
4.68
2 years
2802
5.16
99.43
5.54
1 month
4.86
3 years
3901
5.57
99.60
5.80
3 months
4.99
5 years
5012
6.38
100.57
6.33
6 months 5.11
7 years
7302
6.02
96.76
6.72
12 months
5.19
5 years M502
7.30
103.18
6.60
Total turnover of EF bills and notes - $35,533 million
Closed March 6, 1996
End
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