XN000022-1994-09-26 — Page 21

20

MONDAY, SEPTEMBER 26, 1994

HONG KONG MONETARY AUTHORITY

MONEY MARKET OPERATIONS

*

$ MILLION

TIME (HOURS)

CUMULATIVE CHANGE

($ MILLION)

OPENING BALANCE IN THE ACCOUNT

1,880

0930

+316

CLOSING BALANCE IN THE ACCOUNT

2,204

1000

+316

CHANGE ATTRIBUTABLE TO :

1100

+372

MONEY MARKET ACTIVITY

+324

1200

+374

LAF TODAY

NIL

1500

+324

1600

+324

LAF RATE 3.00 BID/5.00 OFFER

TWI 121.6 *+0.1*

26.9.94

HONG KONG MONETARY AUTHORITY

EF BILLS

TERMS

YIELD

TERM

EF NOTES/HONG KONG GOVERNMENT BONDS

ISSUE COUPON PRICE

YIELD

1 WEEK

4.12

17 MONTHS

2602

4.40

98.16

5.88

1 MONTH

4.23

23 MONTHS

2608

6.15

99.82

6.

35

3 MONTHS

4.39

28 MONTHS

3701

4.60

95.73

6.71

6 MONTHS

4.75

31 MONTHS

3704

6.15

98.63

6.85

12 MONTHS

5.41

34 MONTHS

3707

6.95

100.13

7.01

TOTAL TURNOVER OF BILLS AND BONDS

—

10,038 MN

CLOSED 26 SEPTEMBER 1994