XN000022-1994-08-16 — Page 16

15

HONG KONG MONETARY AUTHORITY

MONEY MARKET OPERATIONS

TUESDAY, AUGUST 16, 1994

$ MILLION

TIME (HOURS)

CUMULATIVE CHANGE

($ MILLION)

OPENING BALANCE IN THE ACCOUNT

2,443

0930

+1,171

CLOSING BALANCE IN THE ACCOUNT

CHANGE ATTRIBUTABLE TO :

2,529

1000

+1,171

1100

+1,041

MONEY MARKET ACTIVITY

+736

1200

+1,043

LAF TODAY

-650

1600

+1,043

1600

+736

LAF RATE 2.50 BID/4.50 OFFER

TWI 122.7 *+0.1%

16.8.94

HONG KONG MONETARY AUTHORITY

EF BILLS

TERMS

YIELD

TERM

EF NOTES/HONG KONG GOVERNMENT BONDS

ISSUE COUPON PRICE

YIELD

1 WEEK

3.97

18 MONTHS

2602

4.40

97.97

5.92

1 MONTH

4.11

24 MONTHS

2608

6.15

99.95

6.27

3 MONTHS

4.37

30 MONTHS

3701

4.60

95.75

6.61

6 MONTHS

4.73

33 MONTHS

3704

6.15

98.76

6.77

12 MONTHS

5.34

36 MONTHS

3707

6.95

100.38

6.92

-

27,657 MN

TOTAL TURNOVER OF BILLS AND BONDS

CLOSED 16 AUGUST 1994