17

TUESDAY, DECEMBER 31, 1991

HONG KONG GOVERNMENT EXCHANGE FUND

MONEY MARKET OPERATIONS

DATE

$ MILLION

CLOSING BALANCE IN THE ACCOUNT ON

EFFECT OF FORWARDS TO BE SETTLED ON

EFFECT OF OPERATIONS THIS MORNING

EFFECT OF OPERATIONS THIS AFTERNOON

30.12.91

500

31.12.91

NEUTRAL

NEUTRAL

NEUTRAL

TRADE WEIGHTED INDEX 109.2 -0.2* 31.12.91

HONG KONG GOVERNMENT EXCHANGE FUND

EF BILLS

HONG KONG GOVERNMENT BONDS

TERMS

YIELD

TERM

ISSUE

COUPON

PRICE

YIELD

1 WEEK

1 MONTH

4.10 PCT

23 MONTHS 2311

6.25

102.00 5.18

3.80 PCT

3 MONTHS

3.80 PCT

6 MONTHS

3.95 PCT

12 MONTHS

4.30 PCT

TOTAL TURNOVER OF BILLS AND BONDS 3,203 MN

CLOSED 31 DECEMBER 1991

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