XN000022-1994-07-26 — Page 16

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15

TUESDAY, JULY 26, 1994

HONG KONG MONETARY AUTHORITY.

MONEY MARKET OPERATIONS

MILLION

TIME ( HOURS)

CUMULATIVE CHANGE

($ MILLION)

OPENING BALANCE IN THE ACCOUNT

1,660

0930

-318

CLOSING BALANCE IN THE ACCOUNT

2,626

1000

-224

CHANGE ATTRIBUTABLE TO :

1100

-144

MONEY MARKET ACTIVITY

LAF TODAY

-143

1200

-143

+1,109

1.500

-143

1600

-143

LAF RATE 2.50 BID/4.50 OFFER

TWI 122.8 *+0.0*

26.7.94

HONG KONG MONETARY AUTHORITY

EF BILLS

EF NOTES/HONG KONG GOVERNMENT BONDS

TERMS

YIELD

TERM

ISSUE

COUPON PRICE

YIELD

1 WEEK

3.77

16 MONTHS

2511

4.15

98.12

5.72

1 MONTH

3.87

22 MONTHS

2605

'6.35

100.44

6.18

3 MONTHS

4.21

30 MONTHS

3701

4.60

95.52

6.68

6 MONTHS

4.59

33 MONTHS

3704

6.15

98.60

6.82

12 MONTHS

5.28

36 MONTHS

3707

6.95

100.29

6.96

TOTAL TURNOVER OF BILLS AND BONDS

32,829 MN

CLOSED 26 JULY 1994

C

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