-
20
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)
1,956
0930
+3
1,959
1000
+3
1100
+3
+3
1200
+3
Nil
1500
+3
1600
+3
LAF rate 4.00% bid/6.00% offer TWI 123.8 *-0.1* 9.8.96
Hong Kong Monetary Authority
EF bills
EF notes
Terms
Yield
Term
Issue
Coupon
Price
Yield
1 week
5.00
2 years
2805
6.30
100.49
6.09
1 month
5.05
3 years
3907
6.80
101.01 6.52
3 months
5.17
5 years
5106
7.23
101.07
7.08
6 months 5.30
7 years
7305
7.60
101.71 7.41
12 months 5.64
5 years M502
7.30
100.64 7.25
Total turnover of EF bills and notes - $11,327 million
Closed August 9, 1996
End