XN000022-1995-02-09 — Page 13

12.

Hong Kong Monetary Authority money market operations

090

Opening balance in the account

Closing balance in the account

Change attributable to:

Money market activity

LAF today

..

Cumulative

Time

$ million (hours)

change (Smillion)

2,296

0930

nil

1,715

1000

+70

1100

+478

+479

1200

+479

-1,060

1500

+479

1600

+479

LAF rate 4.25% bid/6.25% offer TWI 121.2 *-0.2* 9.2.95

Hong Kong Monetary Authority

EF notes/Hong Kong Government bonds

EF bills

Terms

Yield

Term

Issue

Coupon

Price

Yield

1 week

6.07

16 months

2605

6.35

99.25

7.09

1 month

6.11

22 months

2611

6.90

99.52

7.31

3 months

6.38

30 months

3707

6.95

98.74

7.66

6 months

6.62

36 months

3801 8.00

100.84

7.82

12 months

6.95

59 months

5912

8.15

100.05

8.30

Total turnover of bills and bonds - $19,762 million

Closed February 9, 1995

End/Thursday, February 9, 1995-