XN000022-1997-01-16 — Page 17

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Hong Kong Monetary Authority interbank liquidity

AGGREGATE

BALANCE OF

TIME

SETTLEMENT

ACCOUNTS

OPENING AGGREGATE BALANCE

467 MN

0930 HR

6,884 MN

CLOSING AGGREGATE BALANCE CHANGE ATTRIBUTABLE TO :

552 MN

1000 HR

9,016 MN

1100 HR

20,152 MN

MONEY MARKET ACTIVITY LAF REVERSAL

- 119 MN

1200 HR

23,097 MN

+6,136 MN

1500 HR

29,435 MN

LAF TODAY

- 5,932 MN

1600 HR

32,638 MN

LAF RATE 4.00% BID/6.00% OFFER TWI 125.8 -0.1* 16.1.97

Hong Kong Monetary Authority

EF Bills

EF Notes/MTRC Notes

Terms

Yield

Terms

Issue Coupon Price

Yield

1 week

4.37

2 years

2811 5.72

100.17

5.69

1 month

4.43

3 years

3001 6.17

100.15

6.21

3 months

4.59

5 years

5112

6.57

99.92

6.70

6 months

4.81

7 years

7311

6.80

99.75

6.96

12 months

5.10

10 years

5 years

1610 7.37 M503 7.35

102.20

7.18

101.93

6.97

TOTAL TURNOVER OF EF BILLS AND NOTES - $14,638 MN

CLOSED JANUARY 16, 1997

End