XN000022-1995-03-31 — Page 33

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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 (Smillion)

2,762

0930

-152

2,576

1000

-142

1100

-104

-59

1200

-60

-127

1500

-59

1600

-59

LAF rate 4.25% bid/6.25% offer TWI 117.9 *+0.3* 31.3.95

Hong Kong Monetary Authority

EF notes/Hong Kong Government bonds

EF bills

Terms

Yield

Term

Issue Coupon Price

Yield

1 week

5.32

14 months

2605

6.35

100.28

6.17

1 month

5.21

23 months

2702

7.50

101.69

6.64

3 months

5.42

28 months

3707

6.95

100.56

6.79

6 months

5.71

34 months

3801

8.00

102.76

7.02

12 months

6.07

60 months

5003

7.75

101.25

7.58

Total turnover of bills and bonds - $25,249 million

Closed March 31, 1995

End/Friday, March 31, 1995