10 -

Hong Kong Monetary Authority money market operations

**

Cumulative

Time

$ million (hours)

change ($million)

Opening balance in the account

2,467

0930

+337

Closing balance in the account

2,016

1000

+337

Change attributable to:

1100

+337

Money market activity LAF today

+334

1200

+334

-785

1500

+334

1600

+334

LAF rate 4.00% bid/6.00% offer TWI 123.7 *+0.2* 9.4.96

Hong Kong Monetary Authority

EF bills

EF notes

Terms

Yield

Term

Issue

Coupon

Price

Yield

1 week

5.20

2 years

2802

5.16

98.20

6.30

1 month

5.14

3 years

3901

5.57

97.80

6.54

3 months

5.20

5 years

5103

6.75

99.05

7.10

6 months

5.32

7 years

7302

6.02

93.18

7.43

12 months

5.66

5 years M502

7.30

100.43

7.31

Total turnover of EF bills and notes - $16,548 million

Closed April 9, 1996

End

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