25
1
HONG KONG GOVERNMENT EXCHANGE FUND
MONEY MARKET OPERATIONS
* * *
DATE
FRIDAY, MARCH 27, 1992
$MILLION
CLOSING BALANCE IN THE ACCOUNT ON
EFFECT OF FORWARDS TO BE SETTLED ON
EFFECT OF OPERATIONS THIS MORNING
EFFECT OF OPERATIONS THIS AFTERNOON
26.3.92
1,400
27.3.92
-640
-60
+300
- 700MN +60MN
O/N ASSISTANCE TO BE REVERSED OTHER FORWARDS TO BE SETTLED ** O/N ASSISTANCE TO BE REVERSED ON 30.3.92
TRADE WEIGHTED INDEX 112.8 *+0.2* 27.3.92
HONG KONG GOVERNMENT EXCHANGE FUND
EF BILLS
HONG KONG GOVERNMENT BONDS
TERMS
YIELD
TERM
ISSUE
COUPON
PRICE
YIELD
1 WEEK
4.32 PCT
20 MONTHS 2311
6.25
100.50
6.01
1 MONTH
4.03 PCT
23 MONTHS 2402
5.50
98.82
6.26
3 MONTHS
4.10 PCT
6 MONTHS
4.41 PCT
12 MONTHS 4.81 PCT
TOTAL TURNOVER OF BILLS AND BONDS
CLOSED 27 MARCH 1992
T
to
7,079 MN