XN000022-1994-06-21 — Page 23

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HONG KONG MONETARY AUTHORITY

MONEY MARKET OPERATIONS

* * * * *

TUESDAY, JUNE 21, 1994

S MILLION

TIME (HOURS)

CUMULATIVE CHANGE ($MILLION)

OPENING BALANCE IN THE ACCOUNT

1,447

0930

NIL

CLOSING BALANCE IN THE ACCOUNT

CHANGE ATTRIBUTABLE TO :

1,677

1000

+30

1100

-20

MONEY MARKET ACTIVITY

-20

1200

-20

LAF TODAY

+250

1500

-20

1600

-20

LAF RATE 2.50 BID/4.50 OFFER

TWI 123.9 *-0.1*

21.6.94

HONG KONG MONETARY AUTHORITY

EF BILLS

TERMS

YIELD

TERM

EF NOTES/HONG KONG GOVERNMENT BONDS

ISSUR COUPON PRICE

YIELD

1 WEEK

4.27

17 MONTHS

2511

4.15

97.88

5.73

1 MONTH

4.18

23 MONTHS

2605

6.35

100.45

6.18

3 MONTHS

4.26

28 MONTHS

3610

4.20

95.15

6.56

6 MONTHS

4.68

31 MONTHS

3701

4.60

95.30

6.71

12 MONTHS

5.30

34 MONTHS

3704

6.15

98.55

6.83

TOTAL TURNOVER OF BILLS AND BONDS

23,449 MN

CLOSED 21 JUNE 1994

C