22
HONG KONG MONETARY AUTHORITY
MONEY MARKET OPERATIONS
*
FRIDAY, SEPTEMBER 30, 1994
$ MILLION
TIME (HOURS)
CUMULATIVE CHANGE
(5 MILLION)
OPENING BALANCE IN THE ACCOUNT
2,187
0930
+5
CLOSING BALANCE IN THE ACCOUNT
CHANGE ATTRIBUTABLE TO :
2, 113
1000
+295
1100
+295
MONEY MARKET ACTIVITY
+261
1200
+295
LAF TODAY
-335
1500
+295
1600
+261
LAF RATE 3.00 BID/5.00 OFFER
TWI 121.6 *-0.1* 30.9.94
HONG KONG MONETARY AUTHORITY
EF BILLS
EF NOTES/HONG KONG GOVERNMENT BONDS
TERMS
YIELD
TERM
ISSUE
COUPON
PRICE
YIELD
1 WEEK
4.22
20 MONTHS
2605
6.35
100.40
6.18
1 MONTH
3 MONTHS 4.42
4.26
23 MONTHS
2608
6.15
99.70
6.42
31 MONTHS
3704
6.15
98.38
6.96
6 MONTHS 4.78
34 MONTHS
3707
6.95
99.86
7.12
12 MONTHS 5.41
60 MONTHS
5909
7.45
98.92
7.86
TOTAL TURNOVER OF BILLS AND BONDS 15,809 MN
-
CLOSED 30 SEPTEMBER 1994