12 -
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 (Smillion)
1,980
0930
-24
L.
2,384
1000
-24
1100
-24
+76
1200
-24
+328
1500
+76
1600
+76
LAF rate 4.00% bid/6.00% offer TWI 124.2*+0.1* 10.9.96
Hong Kong Monetary Authority
EF notes/MTRC
EF bills
Terms
Yield
Term
Issue
Coupon
Price
Yield
1 week
5.07
2 years
1 month
5.07
3 years
3 months
5.24
5 years
2808 6.00
3907 5106
99.49 6.38
6.80
100.31 6.79
7.23
6 months
5.40
12 months 5.80
5 years M503
7 years 7308 7.24
99.92 7,38 98.00
7.76
7.35
99.05
7.73
Total turnover of EF bills and notes - $9,329 million
Closed September 10, 1996
End