TUESDAY, OCTOBER 6, 1992
HONG KONG GOVERNMENT EXCHANGE FUND
MONEY MARKET OPERATIONS
* * * * *
OPENING BALANCE IN THE ACCOUNT
$ MILLION
1,400
+100
1,500
NIL
-200
1,300
6.10.92
REVERSAL OF LAF
BALANCE AFTER REVERSAL OF LAF
NET INJECTION/WITHDRAWAL TODAY
EFFECT OF LAF TODAY
CLOSING BALANCE IN THE ACCOUNT
LAF RATE 2.00 BID/4.00 OFFER
TWI 109.9 *+0.1*
HONG KONG GOVERNMENT EXCHANGE FUND
EF BILLS
HONG KONG GOVERNMENT BONDS
TERMS
YIELD
TERM
ISSUE COUPON PRICE YIELD
1 WEEK
2.38 PCT
14 MONTHS
2311
6.25
103.26 3.28
1 MONTH
2.45 PCT
17 MONTHS
2402
5.50
102.86 3.36
3 MONTHS
2.49 PCT
20 MONTHS
2405
5.502
102.88 3.68
6 MONTHS 2.63 PCT
12 MONTHS
23 MONTHS
2408
4.375
100.95 3.88
3.15 PCT
TOTAL TURNOVER OF BILLS AND BONDS
CLOSED 6 OCTOBER 1992
—
6,638MN
0