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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)
2,212
0930
+46
2,590
1000
+46
1100
+46
+42
1200
+48
+336
1500
+48
1600
+42
LAF rate 4.00% bid/6.00% offer TWI 124.8 *+0.0* 11.10.96
Hong Kong Monetary Authority
EF bills
EF notes/MTRC
Terms
Yield
Term
Issue
Coupon Price
Yield
1 week
4.84
2 years
2808
6.00
100.02
6.07
1 month
4.90
3 years
3907
6.80
101.12
6.45
3 months
5.13
5 years
5109
7.32
101.46
7.08
6 months 5.22
7 years
7308
7.24
99.69
7.43
12 months 5.50
5 years
M503 7.35
100.45
7.37
Total turnover of EF bills and notes - $10,025 million
Closed October 11, 1996
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End