XN000022-1995-02-17 — Page 34

· 32 ·

Hong Kong Monetary Authority money market operations

Cumulative

Time

$ million (hours)

change ($million)

Opening balance in the account

2,148

0930

+1,412

Closing balance in the account

2.884

1000

+1,412

Change attributable to:

1100

+1,235

Money market activity

+1.236

1200

+1,236

LAF today

-500

1500

+1,236

1600

+1,236

LAF rate 4.25% bid/6.25% offer TWI 120.7 *-0.2* 17.2.95

Hong Kong Monetary Authority

EF notes/Hong Kong Government bonds

EF bills

Terms

Yield

Term

Issue

Coupon Price

Yield

1 week

5.66

15 months 2605

6.35

99.14

7.20

1 month

6.05

21 months

2611

6.90

99.34

7.43

3 months

6.41

29 months

3707

6.95

98.70

7.68

6 months

6.73

35 months

3801

8.00

100.67

7.89

12 months

7.03

58 months

5912

8.15

99.71

8.39

Total turnover of bills and bonds - $13,871 million

Closed February 17, 1995

End/Friday, February 17, 1995