Hong Kong Monetary Authority money market operations
Cumulative
Time
change
$ million
(hours)
($million)
Opening balance in the account
1,740
0930
+218
Closing balance in the account
1,950
1000
+218
Change attributable to:
1100
+218
Money market activity
+230
1200
+220
LAF today
-20
1500
+230
1600
+230
LAF rate 4.00% bid/6.00% offer TWI 124.1 *0.0* 19.6.96
Hong Kong Monetary Authority
EF bills
EF notes
Terms
Yield
Term
Issue Coupon
Price
Yield
1 week
4.94
2 years
2805
6.30
99.99
6.40
1 month 5.05
3 years
3904
6.30
98.99
6.80
3 months 5.21
5 years
5106
7.23
99.58
7.47
6 months
5.44
7 years
7305
7.60
99.64
7.81
12 months
5.81
5 years
M502 7.30
99.17
7.66
Total turnover of EF bills and notes - $22,437 million
Closed June 19, 1996
End
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