CONFIDENTIAL

57

THE EXCHANGE FUND

SUMMARY OF FOREIGN CURRENCY BONDS AND NOTES AS AT 31 DECEMBER 1987

Appendix VI

Foreign Currency Bonds and Notes

Nominal Value

HK$'000s

Market Value HK$'000s

Book Value HK$'000s

Appreciation HK$'000s

Depreciation HK$'000s

or (Loss) HK$ *000s

Exchange Gain

Net Gain or (Loss) HK$'000s

Currency Totals

Canadian dollars Domestic

1,672,615

1,659,193

1,594,403

3,574

37,051

98,267

64,790

Euro-currency

63,061

60,813

59,067

388

2,245

3,603

1,746

1,735,676

1,720,006

1,653,470

3,962

39,296

101,870

66,536

Deutsche marks

Domestic

4,915,146

5,022,433

4,128,531

22,335

44,821

916,388

893,902

-

Euro-currency

1,425,896

1,489,759

1,209,898

11,376

3,334

271,819

279,861

6,341,042

6,512,192

5,338,429

33,711

48,155

1,188,207 1,173,763

Dutch guilders Domestic

2,859,124

2,970,577

2,407,486

16,943

5,531

551,679

563,091

Euro-currency

152,510

159,577

129,904

766

729

29,636

29,673

3,011,634

3,130,154

2,537,390

!

17,709

6,260

581,315

592,764

Japanese yen

Domestic

Euro-currency

- Foreign

3,830,190

3,961,318

3,055,103

53,989

70,441

922,667

906,215

2,004,772

2,054,622

1,568,269

17,512

9,721

478,562

486,353

211,232

217,624

166,916

1,013

993

50,688

50,708

6,046,194

6,233,564

4,790,288

72,514

81,155

1,451,917

1,443,276

Sterling

Domestic

7,375,172

7,640,091

Euro-currency

161,862

158,899

5,980,082

127,159

97,710

14

65,752

2,133

1,628,051

33,859

1,660,009

31,740

7,537,034

7,798,990

6,107,241

97,724

67,885

1,661,910

1,691,749

CONFIDENTIAL

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