XN000022-1994-10-12 — Page 20

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HONG KONG MONETARY AUTHORITY

MONEY MARKET OPERATIONS

WEDNESDAY, OCTOBER 12, 1994

$ MILLION

TIME (HOURS)

CUMULATIVE CHANGE

(S MILLION)

OPENING BALANCE IN THE ACCOUNT

1.939

0930

+555

CLOSING BALANCE IN THE ACCOUNT

CHANGE ATTRIBUTABLE TO :

2,277

1000

+555

1100

+555

MONEY MARKET ACTIVITY

LAF TODAY

+548

1200

+558

-210

1500

+558

1600

+548

LAF RATE 3.00 BID/5.00 OFFER

TWI 121.¦ 8 * −0.1 *

12.10.94

HONG KONG MONETARY AUTHORITY

EF BILLS

TERMS

YIELD

TERM

EF NOTES/HONG KONG GOVERNMENT BONDS

ISSUE COUPON. PRICE

YIELD

1 WEEK

4.54

19 MONTHS

2605

6.35

100.14

6.35

1 MONTH

4.63

22 MONTHS

2608

6.15

99.48

6.55

3 MONTHS

4.92

30 MONTHS

3704

6.15

98.15

7.08

6 MONTHS

5.20

33 MONTHS

3707

6.95

99.56

7.25

12 MONTHS

5.79

59 MONTHS

5909

7.45

98.18

8.06

TOTAL TURNOVER OF BILLS AND BONDS 22,833 MN

—

CLOSED 12 OCTOBER 1994

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