25 -
Hong Kong Monetary Authority money market operations
Cumulative
Time
change
$ million
(hours)
($million)
Opening balance in the account
2,729
0930
+71
Closing balance in the account
2,483
1000
+71
Change attributable to:
1100
+71
Money market activity LAF today
+54
1200
+72
- 300
1500
+72
1600
+54
LAF rate 4.00% bid/6.00% offer TWI 123.7 *+0.0* 28.3.96
Hong Kong Monetary Authority
EF bills
EF notes
Terms
Yield
Term
Issue
Coupon Price
Yield
1 week
5.21
2 years
2802
5.16
98.47
6.12
1 month
5.12
3 years
3901
5.57
98.36
6.30
3 months 5.15
5 years
5103
6.75
100.20
6.81
6 months
5.26
7
years
7302
6.02
94.82
7.10
5 years
M502 7.30
101.35
7.07
12 months 5.58
Total turnover of EF bills and notes - $21,751 million
Closed March 28, 1996
End