MONDAY, JUNE 28, 1993
12
HONG KONG GOVERNMENT EXCHANGE FUND
MONEY MARKET OPERATIONS
OPENING BALANCE IN THE ACCOUNT
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 112.4 *+0.0* 28.6. 93
$ MILLION
1,785
+1,015
2,800
NIL
+980
3,780
HONG KONG GOVERNMENT EXCHANGE FUND
EF BILLS
EF NOTES/HONG KONG GOVERNMENT BONDS
TERMS
YIELD
TERM
ISSUE
COUPON
PRICE
YIELD
1 WEEK
1 MONTH
3 MONTHS
3.44 PCT
14 MONTHS
2408
4.375
100.38
4.07
3.40 PCT
17 MONTHS
2411
4.625
100.50 4.29
3.37 PCT
20 MONTHS
2502
4.75
100.50
6 MONTHS 3.53 PCT
12 MONTHS 3.94 PCT
23 MONTHS
2505
3.75
98.45
4.48
4.67
TOTAL TURNOVER OF BILLS AND BONDS
J
18,446 MN
CLOSED 28 JUNE 1993