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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

**

Cumulative

Time

change

$ million (hours)

($million)

1,872

0930

+530

2,928

1000

+530

1100

+534

+536

1200

+534

+520

1500

+536

1600

+536

LAF rate 4.00% bid/6.00% offer TWI 124.0 *+0.1* 26.4.96

Hong Kong Monetary Authority

EF bills

EF notes

Terms

Yield

Term

Issue Coupon

Price

Yield

1 week

4.98

2 years

2802

5.16

98.68

6.03

1 month

5.01

3 years

3904

6.30

99.93

6.43

3 months

5.14

5 years

5103

6.75

99.28

7.04

6 months

5.24

7 years

7302

6.02

93.25

7.42

12 months

5.51

5 years

M502

7.30

100.47

7.30

Total turnover of EF bills and notes - $12,076 million

Closed April 26, 1996

End

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