XN000022-1995-10-04 — Page 13

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Hong Kong Monetary Authority money market operations

Cumulative

Time

change

$ million

(hours)

($million)

Opening balance in the account

3,206

0930

Closing balance in the account

2,637

1000

Change attributable to:

1100

Money market activity

-33

1200

LAF today

-536

1500

1600

888888

-33

-33

-33

-33

-33

-33

LAF rate 4.25% bid/6.25% offer TWI 122.2 *+0.2* 4.10.95

Hong Kong Monetary Authority

EF bills

EF notes

Terms

Yield

Term

Issue

Coupon Price

Yield

1 week

5.65

2 years

2708 6.06

100.37

5.93

I month

5.68

3 years

3807

6.16

100.07

6.22

3 months

5.69

5 years

5009

6.95

100.41

6.97

6 months

5.70

5 years

M501 7.90

102.35

7.42

12 months 5.71

Total turnover of EF bills and notes - $16.648 million

Closed October 4, 1995

End/Wednesday, October 4, 1995