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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
$ million (hours)
change ($million)
2,140
0930
-183
2,160
1000
-183
1100
-183
-180
1200
-180
+200
1500
-180
1600
-180
LAF rate 4.00% bid/6.00% offer TWI 124.1 *+0.2* 14.6.96
Hong Kong Monetary Authority
EF bills
EF notes
Terms
Yield
Term
Issue
Coupon
Price
Yield
1 week
5.06
2 years
2805
6.30
99.82
6.50
1 month
5.14
3 years
3904
6.30
98.73
6.91
3 months
5.29
5 years
5106
7.23
99.17
7.57
6 months
5.50
7
years
7305 7.60
99.15
7.91.
12 months
5.90
5 years
M502 7.30
98.90
7.74
Total turnover of EF bills and notes $15,793 million
Closed June 14, 1996
End