FRIDAY, SEPTEMBER 10, 1993
11
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
$ MILLION
2,000
NIL
2,000
NIL
-100
1,900
10.9.93
TWI 112.0 *-0.1*
EF BILLS
HONG KONG GOVERNMENT EXCHANGE FUND
EF NOTES/HONG KONG GOVERNMENT BONDS
TERMS
YIELD
TERM
ISSUE
COUPON PRICE YIELD
1 WEEK
1 MONTH
3 MONTHS
3.17 PCT
14 MONTHS
2411
4.625
101.43 3.40
2.91 PCT
17 MONTHS
2502
4.75
101.65 3.58
2.88 PCT
20 MONTHS
2505
3.75
99.96
6 MONTHS
3.00 PCT
23 MONTHS
2508
4.625
101.34
3.81
3.93
12 MONTHS
3.29 PCT
TOTAL TURNOVER OF BILLS AND BONDS
18,356 MN
CLOSED SEPTEMBER 10, 1993
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