-
52 -
Hong Kong Monetary Authority money market operations
Cumulative
Time
change
$ million
(hours)
($million)
Opening balance in the account
2,164
0930
4
Closing balance in the account
2,128
1000
4
Change attributable to:
1100
-
4
Money market activity
- 36
1200
4
LAF today
NIL
1500
- 6
1600
-36
LAF rate 4.00% bid/6.00% offer TWI 124.9 *+0.1* 3.10.96
Hong Kong Monetary Authority
EF bills
EF notes/MTRC
Terms
Yield
Term
Issue
Coupon Price
Yield
1 week
4.90
2 years
2808
6.00
100.05
6.06
1 month
4.99
3 years
3907
6.80
101.14
6.45
3 months
5.16
5 years
5109
7.32
101.54
7.06
6 months 5.27
7 years
7308 7.24
99.78
7.41
12 months 5.56
5 years
M503 7.35
100.62
7.32
Total turnover of EF bills and notes - $13,642 million
Closed October 3, 1996
End