XN000022-1991-11-26 — Page 19

18

TUESDAY, NOVEMBER 26,

1991

HONG KONG GOVERNMENT EXCHANGE FUND

TENDER TO BE HELD IN THE WEEK BEGINNING 2 DECEMBER 1991

TENDER DATE

PAPER ON OFFER

ISSUE NUMBER

3 DEC 91

EF BILLS

Q149

4 DEC 91

ISSUE DATE

MATURITY DATE

4 MAR 92

TENOR

AMOUNT ON OFFER

91 DAYS

500 + 100 MN

-

3 DEC 91

EF BILLS

Y197

4 DEC 91

2 DEC 92

364 DAYS

COUPON

N.A.

0

HONG KONG GOVERNMENT EXCHANGE FUND

MONEY MARKET OPERATIONS

DATE

200 + 60 MN

N.A.

$MILLION

CLOSING BALANCE IN THE ACCOUNT ON

25.11.91

500

EFFECT OF FORWARDS TO BE SETTLED ON

EFFECT OF OPERATIONS THIS MORNING

EFFECT OF OPERATIONS THIS AFTERNOON

TRADE WEIGHTED INDEX 110.6 *+0.0*

26.11.91

-263

+263

NEUTRAL

26.11.91

HONG KONG GOVERNMENT EXCHANGE FUND

EF BILLS

HONG KONG GOVERNMENT BONDS

TERMS

YIELD

TERM

ISSUE

COUPON

PRICE

YIELD

1 WEEK

3.89 PCT

24 MONTHS 2311

6.25

101.32

5.61

1 MONTH

3 MONTHS

3.86 PCT

3.93 PCT

6 MONTHS 4.12 PCT

12 MONTHS 4.76 PCT

TURNOVER

-

BILLS 5,930 MN, BONDS 90 MN