18 -

Hong Kong Monetary Authority money market operations

Cumulative

Time

$ million

(hours)

change ($million)

Opening balance in the account

1,645

0930

+193

Closing balance in the account

2,326

1000

+193

Change attributable to:

1100

+141

Money market activity

+81

1200

+141

LAF today

+600

1500

+81

1600

+81

LAF rate 3.75% bid/5.75% offer TWI 121.9 *+0.1* 22.12.94

Hong Kong Monetary Authority

EF notes/Hong Kong Government bonds

EF bills

Terms

Yield

Term

Issue

Coupon Price

Yield

1 week

4.88

17 months

2605

6.35

98.88

7.33

1 month

5.20

23 months

2611

6.90

98.96

7.63

3 months

5.59

28 months

3704

6.15

96.69

7.86

6 months

6.21

34 months

3710

7.25

98.55

7.98

12 months

6.85

57 months

5909

7.45

99.76

8.38

Total turnover of bills and bonds 24,039 MN

-

Closed December 22, 1994

End/Thursday, December 22, 1994

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