-
- 25
-
Hong Kong Monetary Authority money market operations
Cumulative
Time
change
$ million
(hours)
($million)
Opening balance in the account
2,359
0930
-200
Closing balance in the account
2,375
1000
-200
Change attributable to:
1100
-200
Money market activity
- 219
1200
-200
LAF today
+235
1500
-200
1600
-219
LAF rate 4.00% bid/6.00% offer TWI 124.6 *+0.1* 27.9.96
Hong Kong Monetary Authority
EF bills
EF notes/MTRC
Terms
Yield
Term
Issue
Coupon Price
Yield
1 week
5.11
2 years
2808
6.00
99.93
6.13
1 month
5.12
3 years
3907 6.80
100.96
6.52
3 months
5.18
5 years
5109
7.32
101.06
7.18
6 months
5.30
7 years
7308
7.24
99.27
7.51
12 months 5.59
5 years
M503
7.35
100.07
7.46
Total turnover of EF bills and notes - $14,423 million
Closed September 27, 1996
End