XN000022-1994-09-12 — Page 20

MONDAY, SEPTEMBER 12, 1994

19

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 :

1,408

0930

+869

2,138

1000

+869

1100

+869

MONEY MARKET ACTIVITY

+870

1200

+870

LAF TODAY

-140

1500

+870

1600

+870

LAF RATE 3.00 BID/5.00 OFFER

TWI 121.8 *-0.1#

12.9.94

HONG KONG MONETARY AUTHORITY

EF BILLS

TERMS

YIELD

TERM

EF NOTES/HONG KONG GOVERNMENT BONDS

ISSUE COUPON PRICE

YIELD

1 WEEK

4.13

18 MONTHS

2602

4.40

98.21

5.81

1 MONTH

4.20

24 MONTHS

2608

6.15

99.97

6.26

3 MONTHS

4.37

30 MONTHS

3701

4.60

95.80

6.64

6 MONTHS

4.68

33 MONTHS

3704

6.

15

98.76

6.78

12 MONTHS

5.29

36 MONTHS

3707

6.95

100.33

6.93

TOTAL TURNOVER OF BILLS AND BONDS

-

17,912 MN

CLOSED 12 SEPTEMBER 1994

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