XN000022-1994-09-01 — Page 9

8

THURSDAY, SEPTEMBER 1, 1994

HONG KONG MONETARY AUTHORITY

MONEY MARKET OPERATIONS

$ MILLION

TIME (HOURS)

CUMULATIVE CHANGE

($ MILLION)

OPENING BALANCE IN THE ACCOUNT

CLOSING BALANCE IN THE ACCOUNT

CHANGE ATTRIBUTABLE TO :

3,081

0930

-537

2,913

1000

-614

1100

-664

MONEY MARKET ACTIVITY

-93

1200

-563

LAF TODAY

-75

1500

-563

1600

-93

LAF RATE 3.00 BID/5.00 OFFER

TWI 122.5 *+0.1#

1.9.94

EF BILLS

HONG KONG MONETARY AUTHORITY

EF NOTES/HONG KONG GOVERNMENT BONDS

TERMS

YIELD

TERM

ISSUE

COUPON

PRICE

YIELD

1

WEEK

4.23

18 MONTHS

2602

4.40

98.22

5.77

1

MONTH 4.23

24 MONTHS

2608

6.15

100.17

6.15

3

MONTHS

4.

38

30 MONTHS

3701

4.60

96.03

6.51

6

MONTHS

4.68

33 MONTHS

3704

6.15

99.06

6.65

12 MONTHS

5.24

36 MONTHS

3707

6.95

100.69

6.79

-

TOTAL TURNOVER OF BILLS AND BONDS 11,160 MN

CLOSED 1 SEPTEMBER 1994

0

t

I