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14 -
Hong Kong Monetary Authority money market operations
Cumulative
Time
change
$ million
(hours)
($million)
Opening balance in the account
1,980
0930
+180
Closing balance in the account
2,130
1000
+180
Change attributable to:
1100
+180
Money market activity
+180
1200
+180
LAF today
- 30
1500
+180
1600
+180
LAF rate 4,00% bid/6.00% offer TWI 124.7 +0.1* 9.10.96
Hong Kong Monetary Authority
EF bills
EF notes/MTRC
Terms
Yield
Term
Issue
Coupon Price
Yield
1 week
4.82
2 years
2808
6.00
100.11
6.02
1 month
4.94
3 years
3907
6.80
101.23
6.41
3 months
5.13
5 years
5109
7.32
101.70
7.02
6 months 5.23
7 years
7308 7.24
99.99
7.37
12 months 5.50
5 years
M503 7.35
100.63
7.32
Total turnover of EF bills and notes - $14,063 million
Closed October 9, 1996
End