11

TUESDAY, MARCH 24, 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

23.3.92

700

24.3.92

-119

+119

NEUTRAL

TRADE WEIGHTED INDEX 112.8 -0.2* 24.3.92

HONG KONG GOVERNMENT EXCHANGE FUND

EF BILLS

HONG KONG GOVERNMENT BONDS

TERMS

YIELD

TERM

ISSUE

COUPON

PRICE

YIELD

1 WEEK

3.96 PCT

20 MONTHS

2311

6.25

100.24

6.18

1 MONTH

3.99 PCT

23 MONTHS

2402

5.50

98.55

6.42

3 MONTHS

4.08 PCT

6 MONTHS

4.42 PCT

12 MONTHS

4.87 PCT

TOTAL TURNOVER OF BILLS AND BONDS 7,200 MN

CLOSED 24 MARCH 1992

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