XN000022-1995-03-30 — Page 19

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Hong Kong Monetary Authority money market operations

Opening balance in the account

Closing balance in the account

Change attributable to:

Money market activity

LAF today

Cumulative

Time

$ million (hours)

change ($million)

2,292

0930

+277

2,762

1000

+277

1100

+418

+413

1200

+423

+57

1500

+413

1600

+413

LAF rate 4.25% bid/6.25% offer TWI 117.6 *-0.1* 30.3.95

EF bills

Hong Kong Monetary Authority

EF notes/Hong Kong Government bonds

Terms

Yield

Term

Issue

Coupon Price

Yield

1 week

5.32

14 months 2605

6.35

100.37

6.09

1 month

5.21

23 months

2702

7.50

101.88

6.53

}

3 months

5.41

28 months

3707

6.95

100.76

6.70

6 months

5.63

34 months

3801

8.00

103.01

6.92

12 months

5.99

60 months 5003

7.75

101.83

7.44

Total turnover of bills and bonds - $30,119 million

Closed March 30, 1995

End/Thursday, March 30, 1995