12 -
Hong Kong Monetary Authority money market operations
Opening balance in the account
Closing balance in the account
Change attributable to:
Money market activity
LAF today
*
Time
Cumulative change
$ million
(hours)
($million)
2,807
0930
-8
2,729
1000
-8
1100
-8
-18
1200
-6
-60
1500
-6
1600
-18
LAF rate 4.00% bid/6.00% offer TWI 123.7 *+0.1* 27.3.96
Hong Kong Monetary Authority
EF bills
EF notes
Terms
Yield
Тегт
Issue
Coupon
Price
Yield
1 week
5.07
2 years
2802
5.16
98.80
5.92
1 month
5.04
3 years
3901
5.57
98.71
6.16
3 months
5.12
5 years
5103
6.75
100.78
6.67
6 months 5.19
7 years
7302 6.02
95.50
6.96
12 months
5.48
5 years
M502 7.30
101.87
6.93
Total turnover of EF bills and notes - $33,799 million
Closed March 27, 1996
End