23
FRIDAY, JANUARY 28, 1994
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 126.7 -0.3* 28.1.94
•
$ MILLION
3,490
+510
4,000
NIL
+664
4,664
EF BILLS
HONG KONG GOVERNMENT EXCHANGE FUND
EF NOTES/HONG KONG GOVERNMENT BONDS
TERMS
YIELD
TERM
ISSUE
COUPON
PRICE
YIELD
1 WEEK
3.77 PCT
1 MONTH
3 MONTHS
6 MONTHS 3.09 PCT
12 MONTHS 3.44 PCT
3.12 PCT
16 MONTHS 2505
19 MONTHS
3.75
100.19 3.63
2508
4.265
101.28
3.80
3.00 PCT
22 MONTHS
2511
4.15
100.31
4.01
33 MONTHS 3610
4.20
99.34
4.51
36 MONTHS 3701
4.60
100.16
4.59
45,514 MN
TOTAL TURNOVER OF BILLS AND BONDS
CLOSED 28 JANUARY 1994