- 16.
Hong Kong Monetary Authority money market operations
Cumulative
Time
change
$ million
(hours)
($million)
Opening balance in the account
1,918
0930
+41
Closing balance in the account
2,352
1000
+41
Change attributable to:
1100
+41
Money market activity
+34
1200
+38
LAF today
+400
1500
+43
1600
+34
LAF rate 4.00% bid/6.00% offer TWI 123.7 -0.1* 2.8.96
Hong Kong Monetary Authority
EF bills
EF notes
Terms
Yield
Term
Issue
Coupon
Price
Yield
1 week
5.04
2 years
2805
6.30
100.35
6.18
1 month
5.07
3 years
3907
6.80
100.74
6.63
3 months
5.23
5 years
5106
7.23
100.62
7.20
6 months
5.40
7 years
7305
7.60
101.14
7.52
12 months
5.72
5 years
M502 7.30
100.27
7.35
Total turnover of EF bills and notes - $8,896 million
Closed August 2, 1996
End