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12 -
Hong Kong Monetary Authority money market operations
Cumulative
Time
change
$ million
(hours)
($million)
Opening balance in the account
2,039
0930
+121
Closing balance in the account
2,162
1000
+121
Change attributable to:
1100
+121
Money market activity
+123
1200
+123
LAF today
Nil
1500
+123
1600
+123
LAF rate 4.00% bid/6.00% offer TWI 124.6 *+0.1* 18.9.96
Hong Kong Monetary Authority
EF bills
EF notes/MTRC
Terms
Yield
Term
Issue
Coupon Price
Yield
1 week
5.00
2 years
2808
6.00
99.60
6.32
1 month
5.01
3 years
3907
6.80
100.51
6.70
3 months
5.20
5 years
5106
7.32
100.45
7.34
6 months
5.33
7 years
7308
7,24
98.51
7.66
12 months 5.70
5 years
M503 7.35
99.35
7.65
Total turnover of EF bills and notes - $19,311 million
Closed September 18, 1996
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