16

HONG KONG GOVERNMENT EXCHANGE FUND

MONEY MARKET OPERATIONS

* * * *

MONDAY, MARCH 2, 1992

DATE

S MILLION

29.2.92

1,100

2.3.92

-500*

NEUTRAL

NEUTRAL

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

TRADE WEIGHTED INDEX 111.6 +0.0* 2.3.92

HONG KONG GOVERNMENT EXCHANGE FUND

EF BILLS

HONG KONG GOVERNMENT BONDS

* TERMS

YIELD

TERM

ISSUE

COUPON

PRICE

YIELD

1 WEEK

3.94 PCT

21 MONTHS 2311

6.25

100.90

5.76

1 MONTH

3.84 PUT

24 MONTHS

2402

5.50

99.50

5.86

3 MONTHS

3.81 PCT

6 MONTHS 4.03 PCT

12 MONTHS 4.63 PCT

TOTAL TURNOVER OF BILLS AND BONDS

+

10,697 NN

CLOSED 2 MARCH 1992

1

0

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