XN000022-1994-03-31 — Page 31

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HONG KONG MONETARY AUTHORITY

MONEY MARKET OPERATIONS

THURSDAY, MARCH 31, 1994

TIME

CUMULATIVE CHANGE

$ MILLION

(HOURS)

($ MILLION)

OPENING BALANCE IN THE ACCOUNT

2,993

0930

+946

CLOSING BALANCE IN THE ACCOUNT

3,766

1000

+846

CHANGE ATTRIBUTABLE TO :

1100

+1,990

MONEY MARKET ACTIVITY LAF TODAY

+3,863

1200

+3,575

-3,090

1500

+3,865

1600

+3,863

LAF RATE 2.00 BID/4.00 OFFER TWI 125.0 -0.2* 31.3,94

EF BILLS

HONG KONG GOVERNMENT EXCHANGE FUND

EF NOTES/HONG KONG GOVERNMENT BONDS

TERMS

YIELD

TERM

ISSUE

COUPON

PRICE

YIELD

1 WEEK

3.12 PCT

17 MONTHS 2508

4.625

99.72

4.89

1 MONTH

3.33 PCT

20 MONTHS

2511

4.15

98.60

5.11

3 MONTHS

3.73 PCT

23 MONTHS

2602

4.40

98.44

5.35

6 MONTHS 3.99 PCT

31 MONTHS

3610

4.20

96.30

5.84

12 MONTHS 4.45 PCT 34 MONTHS

3701

4.60

96.54

6.04

TOTAL TURNOVER OF BILLS AND BONDS 14,871 MN

-

CLOSED 31 MARCH 1994