-
11.
-
Hong Kong Monetary Authority money market operations
Cumulative
Time
change
$ million
(hours)
(Smillion)
Opening balance in the account
1,841
0930
+657
Closing balance in the account
2,649
1000
+857
Change attributable to:
1100
+857
Money market activity
+858
1200
+858
LAF today
- 50
1500
+858
1600
+858
LAF rate 4.00% bid/6.00% offer TWI 125.0 *+0.1* 28.10.96
Hong Kong Monetary Authority
EF bills
EF notes/MTRC
Terms
Yield
Term
Issue
Coupon Price
Yield
1 week
4.86
2 years
2808
6.00
100.39
5.84
I month
4.88
3 years
3910
6.28
100.14
6.32
3 months
4.94
5 years
5109
7.32
102.16
6.90
6 months
5.04
7 years
7308 7.24
100.51
7.27
12 months 5.29
5 years
M503 7.35
100.98
7.23
Total turnover of EF bills and notes - $11,114 million
Closed October 28, 1996
End