TUESDAY, AUGUST 24, 1993

23

HONG KONG GOVERNMENT EXCHANGE FUND

MONEY MARKET OPERATIONS

*

$ MILLION

OPENING BALANCE IN THE ACCOUNT

REVERSAL OF LAF

1,855

+145

BALANCE AFTER REVERSAL OF LAF

2,000

NET INJECTION/WITHDRAWAL TODAY

NII,

EFFECT OF LAF TODAY

CLOSING BALANCE IN THE ACCOUNT

+100

2,100

LAF RATE 2.00 BID/4.00 OFFER

TWI 112. 3

24.8.93

+

EP BILLS

HONG KONG GOVERNMENT EXCHANGE FUND

EF NOTES/HONG KONG GOVERNMENT BONDS

TERMS

YIELD

TERM

ISSUE

COUPON PRICK YIELD

1 WEEK

2.79 PCT

15 MONTHS

2411

4.625

101.33

3.54

1 MONTH

2.83 PUT

18 MONTHS

2502

4.75

101.51

3.72

3 MONTHS

2.86 PCT

21 MONTHS

2505

4.75

99.58 4.04

6 MONTHS 3.06 PCT

24 MONTHS

2508

4.625

100.80

4.24

12 MONTHS

3.35 POT

TOTAL TURNOVER OF BILLS AND BONDS 16,807 MN

CLOSED AUGUST 24, 1993

T

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