XN000022-1995-03-24 — Page 19

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Hong Kong Monetary Authority money market operations

Cumulative

Time

$ million (hours)

change ($million)

Opening balance in the account

2,632

0930

-21

Closing balance in the account

2,111

1000

-21

Change attributable to:

1100

+5

Money market activity LAF today

-4

1200

+6

-517

1500

+6

1600

-4

LAF rate 4.25% bid/6.25% offer TWI 118.0*+0.1* 24.3.95

Hong Kong Monetary Authority

EF bills

EF notes/Hong Kong Government bonds

Terms

Yield

Term

Issue

Coupon Price

Yield

1 week

4.92

14 months

2605

6.35

100.18

6.27

1 month

5.12

23 months

2702

7.50

101.50

6.76

3 months

5.51

28 months

3707

6.95

100.31

6.91

6 months

5.76

34 months

3801

8.00

102.45

7.15

12 months

6.17

60 months

5003

7.75

100.85

7.68

Total turnover of bills and bonds - $10,055 million

Closed March 24, 1995

End/Friday, March 24, 1995