-

10 -

Hong Kong Monetary Authority money market operations

Cumulative

Time

change

$ million

(hours)

($million)

Opening balance in the account

2,201

0930

+198

Closing balance in the account

2,049

1000

+198

Change attributable to:

1100

+198

Money market activity

+198

1200

+198

LAF today

-350

1500

+198

1600

+198

LAF rate 4.00% bid/6.00% offer TWI 123.8 +0.1* 2.5.96

Hong Kong Monetary Authority

EF bills

EF notes

Terms

Yield

Term

Issue

Coupon Price

Yield

1 week

4.90

2 years

2802

5.16

98.54

6.12

1 month

4.99

3 years

3904

6.30

99.51

6.59

3 months

5.15

5 years

5103

6.75

98.53

7.24

6 months

5.25

7 years

7302

6.02

92.25

7.63

12 months

5.56

5 years

M502

7.30

99.98

7.44

Total turnover of EF bills and notes - $16,566 million

Closed May 2, 1996

End

Share This Page