28
WEDNESDAY, MARCH 11, 1992
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
10.3.92
600
11.3.92
-401
+401
NEUTRAL
TRADE WEIGHTED INDEX 112.7 *+0.4* 11.3.92
HONG KONG GOVERNMENT EXCHANGE FUND
EF BILLS
HONG KONG GOVERNMENT BONDS
TERMS
YIELD
TERM
ISSUE
COUPON
PRICE
YIELD
1 WEEK
1 MONTH
4.14 PCT
21 MONTHS
2311
6.25
100.49
6.02
!
3.99 PCT
24 MONTHS
2402
5.50
98.99
6.15
3 MONTHS
3.99 PCT
6 MONTHS
4.23 PCT
12 MONTHS 4.
.68 PCT
-
TOTAL TURNOVER OF BILLS AND BONDS 2,967 MN
CLOSED 11 MARCH 1992