XN000022-1994-08-02 — Page 6

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TUESDAY, AUGUST 2, 1994

HONG KONG MONETARY AUTHORITY

MONEY MARKET OPERATIONS

* * *

CUMULATIVE

MILLION

TIME (HOURS)

CHANGE ($MILLION)

OPENING BALANCE IN THE ACCOUNT

CLOSING BALANCE IN THE ACCOUNT

CHANGE ATTRIBUTABLE TO :

3,030

0930

-1,043

2,048

1000

-1,043

1100

-847

MONEY MARKET ACTIVITY

-847

1200

-847

LAF TODAY

-135

1500

-847

1600

-847

LAF RATE 2.50 BID/4.50 OFFER

TWI 122.9 *+0.2*

2.8.94

HONG KONG MONETARY AUTHORITY

EF BILLS

EF NOTES/HONG KONG GOVERNMENT BONDS

TERMS

YIELD

TERM

ISSUE COUPON PRICE

YIELD

1 WEEK

3.76

16 MONTHS

2511

4.15

98.27

5.61

1 MONTH

3.89

22 MONTHS

2605

6.35

100.63

6.06

3 MONTHS

4.20

30 MONTHS

3701

4.60

95.86

6.54

6 MONTHS

4.58

33 MONTHS

3704

6.15

98.94

6.68

12 MONTHS

5.25

36 MONTHS

3707

6.95

100.67

6.81

-

TOTAL TURNOVER OF BILLS AND BONDS 20,150 MN

CLOSED 2 AUGUST 1994

0