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Hong Kong Monetary Authority money market operations
Cumulative
Time
change
$ million
(hours)
($million)
Opening balance in the account
1,769
0930
+1,029
Closing balance in the account
2,921
1000
+1,029
Change attributable to:
1100
+1,029
Money market activity
+1,032
1200
+1,032
LAF today
+120
1500
+1,032
1600
+1,032
LAF rate 4.00% bid/6.00% offer TWI 123.6 *-0.1* 25.3.96
Hong Kong Monetary Authority
EF bills
EF notes
Terms
Yield
Term
Issue
Coupon Price
Yield
1 week
4.78
2 years
2802
5.16
98.61
6.03
1 month
4.91
3 years
3901
5.57
98.43
6.27
3 months
5.09
5 years
5103
6.75
100.30
6.79
6 months
5.16
7 years
7302
6.02
94.79
7.10
12 months
5.58
5 years
M502 7.30
101.47
7.04
Total turnover of EF bills and notes $18,543 million
Closed March 25, 1996
+
End