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- 17
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Hong Kong Monetary Authority money market operations
Cumulative
Time
change
$million
(hours)
($million)
Opening balance in the account
1,619
0930
+339
Closing balance in the account
1,888
1000
+339
Change attributable to :
1100
+334
1
Money market activity
+344
1200
+334
LAF today
-75
1500
+344
1600
+344
LAF rate 4.00% bid/6.00% offer TWI 123.7 *-0.1* 12.8.96
Hong Kong Monetary Authority
EF bills
EF notes
Terms
Yield
Term
Issue
Coupon
Price
Yield
1 week 4.97 1 month 5.03 3 months
2 years
2805
6.30
100.56 6.04
3 years
3907
6.80
101.13 6.47
5.18
5 years 5106
7.23
101.32 7.02
6 months 5.31
7 years
7305
7.60
102.05
7.34
12 months 5.63
5 years M502
7.30
100.78 7.20
Total turnover of EF bills and notes - $7,326 million
Closed August 12, 1996
End