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Hong Kong Monetary Authority money market operations
Time
Cumulative change
$ million (hours) (Smillion)
Opening balance in the account
2,056
0930
+201
Closing balance in the account
2,673
1000
+201
Change attributable to:
1100
+201
Money market activity
+167
1200
+202
LAF today
+450
1500
+203
1600
+167
LAF rate 4.00% bid/6.00% offer TWI 125.0 *+0.1* 18.10.96
Hong Kong Monetary Authority
EF notes/MTRC
EF bills
Terms
Yield
Term
Issue
Coupon
Price
Yield
1 week
4.82
2 years
2808
6.00
100.34
5.88
1 month
4.86
3 years 3910 6.28
100.03
6.37
3 months
4.99
5 years
6 months
5.06
7 years
5109 7308 7.24
7.32
102.04
6.93
100.42
7.29
12 months
5.31
5 years
M503
7.35
100.94
7.24
Total turnover of EF bills and notes - $15,084 million
Closed October 18, 1996
End