XN000022-1995-02-10 — Page 31

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Hong Kong Monetary Authority money market operations

Cumulative

Time

change

$ million

(hours) ($million)

Opening balance in the account

1,715

0930

+1,266

Closing balance in the account

1,548

1000

+1,276

Change attributable to :

1100

+1,286

Money market activity

+1,193

1200

+1,288

LAF today

-1,360 1500

+1,193

1600

+1,193

LAF rate 4.25% bid/6.25% offer TWI 121.2 *+0.0* 10.2.95

Hong Kong Monetary Authority

EF notes/Hong Kong Government bonds

EF bills

Terms

Yield

Term

Issue

Coupon

Price Yield

1 week 1 month 6.16

5.86

16 months

22 months

2605 6.35

99.09 7.23

3 months

6.46

30 months

6 months

6.72

36 months

2611 3707 3801 8.00

6.90

99.24 7.49

6.95

98.43

7.81

100.39

8.00

12 months 7.05

59 months

5912 8.15

99.38

8.48

Total turnover of bills and bonds - $26,246 million

Closed February 10, 1995

End/Friday, February 10, 1995