FRIDAY, OCTOBER 16, 1992
31
HONG KONG GOVERNMENT EXCHANGE FUND
MONRY MARKET OPERATIONS
* * * * *
OPENING BALANCE IN THE ACCOUNT
$MILLION
2,000
-500
1,500
NIL
+800
2,300
16.10.92
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 110.6 *+0.1*
HONG KONG GOVERNMENT EXCHANGE FUND
EF BILLS
HONG KONG GOVERNMENT BONDS
TERMS
YIELD
TERM
ISSUE COUPON PRICE YIELD
1 WEEK
2.77 PCT
13 MONTHS
2311
6.25
102.86 3.57
1 MONTH
2,80 PCT
16 MONTHS
2402
5.50
102.31 3.74
3 MONTHS
2.83 PCT
19 MONTHS
2405
5.502
102.36 3.99
6 MONTHS 2.95 PCT
22 MONTHS
2408
4.375
100.43
4.17
12 MONTHS
3.48 PCT
TOTAL TURNOVER OF BILLS AND BONDS
CLOSED 16 OCTOBER
1992
-
9, 186MN