XN000022-1995-10-27 — Page 31

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29

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Hong Kong Monetary Authority money market operations

Cumulative

Time

change

$ million

(hours)

($million)

Opening balance in the account

1,917

0930

+955

Closing balance in the account

2,539

1000

+655

Change attributable to:

1100

+655

Money market activity

+657

1200

+657

LAF today

-35

1500

+657

1600

+657

LAF rate 4.25% bid/6.25% offer TWI 121.9 -0.1* 27.10.95

Hong Kong Monetary Authority

EF bills

EF notes

Terms

Yield

Term

Issue

Coupon

Price

Yield

1 week

5.39

2 years

1 month

5.50

3 years

2708 3810 6.15

6.06 100.44

5.88

99.95

6.26

3 months

5.62

5 years

5009

6.95

100.80

6.87

6 months

5.64

5 years

M501

7.90

102.76

7.31

12 months

5.67

Total turnover of EF bills and notes - $28,127 million

Closed October 27, 1995

End/Friday, October 27, 1995