23
THURSDAY, MAY 21, 1992
HONG KONG GOVERNMENT EXCHANGE FUND
MONEY MARKET OPERATIONS
* *
DATE
$ MILLION
CLOSING BALANCE IN THE ACCOUNT ON
20.5.92
1,288
EFFECT OF FORWARDS TO BE SETTLED ON
EFFECT OF OPERATIONS THIS MORNING
EFFECT OF OPERATIONS THIS AFTERNOON
21.5.92
-359%
+59
+700**
* O/N ASSISTANCE TO BE REVERSED
OTHER FORWARDS TO BE SETTLED ** O/N ASSISTANCE TO BE REVERSED ON 22/5
TRADE WEIGHTED INDEX 111.7 *+0.2* 21.5.92
-300MN -59MN
HONG KONG GOVERNMENT EXCHANGE FUND
EF BILLS
HONG KONG GOVERNMENT BONDS
TERMS
YIELD
TERM
ISSUE
COUPON
PRICE
YIELD
1 WEEK
2.62 PCT
1 MONTH
2.86 PCT
18 MONTHS
21 MONTHS
2311
6.25
102.35
4.65
2402
5.50
100.86
5.04
3 MONTHS
3.15 PCT
24 MONTHS
2405
5.50
100.67
5.21
6 MONTHS 3.43 PCT
12 MONTHS
4.01 PCT
—
TOTAL TURNOVER OF BILLS AND BONDS 10,018 MN
CLOSED 21 MAY 1992
0