29
HONG KONG MONETARY AUTHORITY
MONEY MARKET OPERATIONS
THURSDAY, MARCH 31, 1994
TIME
CUMULATIVE CHANGE
$ MILLION
(HOURS)
($ MILLION)
OPENING BALANCE IN THE ACCOUNT
2,993
0930
+946
CLOSING BALANCE IN THE ACCOUNT
3,766
1000
+846
CHANGE ATTRIBUTABLE TO :
1100
+1,990
MONEY MARKET ACTIVITY LAF TODAY
+3,863
1200
+3,575
-3,090
1500
+3,865
1600
+3,863
LAF RATE 2.00 BID/4.00 OFFER TWI 125.0 -0.2* 31.3,94
EF BILLS
HONG KONG GOVERNMENT EXCHANGE FUND
EF NOTES/HONG KONG GOVERNMENT BONDS
TERMS
YIELD
TERM
ISSUE
COUPON
PRICE
YIELD
1 WEEK
3.12 PCT
17 MONTHS 2508
4.625
99.72
4.89
1 MONTH
3.33 PCT
20 MONTHS
2511
4.15
98.60
5.11
3 MONTHS
3.73 PCT
23 MONTHS
2602
4.40
98.44
5.35
6 MONTHS 3.99 PCT
31 MONTHS
3610
4.20
96.30
5.84
12 MONTHS 4.45 PCT 34 MONTHS
3701
4.60
96.54
6.04
TOTAL TURNOVER OF BILLS AND BONDS 14,871 MN
-
CLOSED 31 MARCH 1994