15
WEDNESDAY, FEBRUARY 12, 1992
HONG KONG GOVERNMENT EXCHANGE FUND
MONEY MARKET OPERATIONS
* *
CLOSING BALANCE IN THE ACCOUNT ON
EFFECT OF FORWARDS TO BE SETTLED ON
EFFECT OF OPERATIONS THIS MORNING
EFFECT OF OPERATIONS THIS AFTERNOON
* O/N ASSISTANCE TO BE REVERSED
OTHER FORWARDS TO BE SETTLED
DATE
$MILLION
11.2.92
1,000
12.2.92
-100*
-300
NEUTRAL
-400 MN +300 MN
TRADE WEIGHTED INDEX 110.8 *+0.4% 12.2.92
HONG KONG GOVERNMENT EXCHANGE FUND
EF BILLS
HONG KONG GOVERNMENT BONDS
TERMS
YIELD
TERM
ISSUE
COUPON
PRICE
YIELD
1 WEEK
3.60 PCT
21 MONTHS
2311
6.25
101.63
5.33
1 MONTH
3.63 PCT
3 MONTHS
3.69 PCT
6 MONTHS
3.88 PCT
12 MONTHS
4.40 PCT
TOTAL TURNOVER OF BILLS AND BONDS
-
5,016 MN
CLOSED 12 FEBRUARY 1992