-
11
-
Hong Kong Monetary Authority money market operations
Cumulative
Time
change
Smillion
(hours)
($million)
Opening balance in the account
2,589
0930
+311
Closing balance in the account
2,577
1000
+311
Change attributable to:
1100
+311
Money market activity
+288
1200
+311
LAF today
-300
1500
+311
1600
+288
LAF rate 4.00% bid/6.00% offer TWI 124.2 -0.1* 12.11.96
Hong Kong Monetary Authority
EF bills
EF notes/MTRC notes
Terms
Yield
Term
Issue Coupon Price
Yield
1 week
4.87
2 years
2811
5.72
100.00
5.80
1 month
4.89
3 years
3910
6.28
100.59
6.15
3 months
4.95
5 years
5109
7.32
102.99
6.69
6 months
5.01
7 years
7308 7.24
101.99
6.98
12 months
5.27
10 years 5 years
1610 M503 7.35
7.37
101.60
7.27
101.85
7.00
Total turnover of EF bills and notes - $13,608 Million
Closed November 12, 1996
End