+
24
-
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)
2,253
0930
-94
2,359
1000
-94
1100
-94
-94
1200
-94
+200
1500
-94
1600
-94
LAF rate 4.00% bid/6.00% offer TWI 124.5 *+0.2* 26.9.96
Hong Kong Monetary Authority
EF bills
EF notes/MTRC
Terms
Yield
Term
Issue
Coupon
Price
Yield
1 week
5.09
2 years
2808
6.00
99.88
6.16
1 month
5.07
3 years
3907
6.80
100.91
6.54
3 months 5.17 6 months
5
years 5109
7.32
101.02
7.19
5.29 12 months 5.57
7 years
7308
7.24
98.18
7.53
5 years M503
7.35
100.13
7.45
Total turnover of EF bills and notes - $10,947 million
Closed September 26, 1996
End