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Hong Kong Monetary Authority money market operations
Cumulative
Time
change
$ million
(hours)
($million)
Opening balance in the account
2,313
0930
-153
Closing balance in the account
2,253
1000
-153
Change attributable to:
1100
-153
Money market activity
- 160
1200
-153
LAF today
+100
1500
-151
1600
-160
LAF rate 4.00% bid/6.00% offer TWI 124.3 -0.1* 25.9.96
Hong Kong Monetary Authority
EF bills
EF notes/MTRC
Terms
Yield
Term
Issue
Coupon Price
Yield
1 week
5.07
2 years
2808
6.00
99.78
6.21
1 month
5.06
3 years
3907
6.80
100.77
6.60
3 months
5.18
5 years
5109
7.32
100.75
7.26
6 months 5.29
7 years
7308 7.24
98.81
7.60
12 months 5.59
5 years
M503 7.35
99.77
7.54
Total turnover of EF bills and notes - $22,555 million
Closed September 25, 1996
End