12.

Hong Kong Monetary Authority money market operations

Cumulative

Time

$ million (hours)

change ($million)

Opening balance in the account

1,916

0930

+580

Closing balance in the account

2,057

1000

+580

Change attributable to :

1100

+588

Money market activity

+589

1200

+589

LAF today

-448

1500

+589

1600

+589

LAF rate 4.25% bid/6.25% offer TWI 118.5 *+0.2* 14.6.95

Hong Kong Monetary Authority

EF notes

EF bills

Terms

Yield

Term

Issuc

Coupon

Price

Yield

1 week

5.17

2 years

2705 6.40

101.24

5.79

1 month

5.35

3 years

3804

6.90

102.44

6.05

3 months

5.42

5 years

5006 6.60

100.05

6.70

6 months

5.48

5 years

M501

7.90

103.21

7.24

12 months

5.59

Total turnover of EF bills and notes - $24,788 million

Closed June 14, 1995

End/Wednesday, June 14, 1995

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