XN000022-1994-03-22 — Page 18

TUESDAY, MARCH 22, 1994

17.

HONG KONG MONETARY AUTHORITY

MONEY MARKET OPERATIONS

$ MILLION

TIME (HOURS)

CUMULATIVE CHANGE

($MILLION)

OPENING BALANCE IN THE ACCOUNT

CLOSING BALANCE IN THE ACCOUNT

CHANGE ATTRIBUTABLE TO :

2,160

0930

+13

2,540

1000

+488

1100

+700

MONEY MARKET ACTIVITY

+880

1200

+850

LAF TODAY

-500

1500

+880

1600

+880

LAF RATE 2.00 BID/4.00 OFFER

TWI 125.7 *-0.1% 22.3.94

HONG KONG MONETARY AUTHORITY

EF BILLS

EF NOTES/HONG KONG GOVERNMENT BONDS

TERMS

YIELD

TERM

ISSUE COUPON PRICE

YIELD

1 WEEK

3.14

18 MONTHS

2508

4.625

99.78

4.84

1 MONTH

3.41

21 MONTHS

2511

4.15

98.62

5.08

3 MONTHS

3.79

24 MONTHS

2602

4.40

98.54

5.28

6 MONTHS

4.01

32 MONTHS

3610

4.20

96.69

5.66

12 MONTHS

4.40

35 MONTHS

3701

4.60

97.07

5.81

TOTAL TURNOVER OF BILLS AND BONDS

—

17,693 MN

CLOSED 22 MARCH 1994