XN000022-1991-11-29 — Page 26

PYYHE STAR J

FRIDAY, NOVEMBER 29, 1991

25

HONG KONG GOVERNMENT EXCHANGE FUND

MONEY MARKET OPERATIONS

* * * * *

DATE

$ MILLION

CLOSING BALANCE IN THE ACCOUNT ON

28.11.91

500

EFFECT OF FORWARDS TO BE SETTLED ON

EFFECT OF OPERATIONS THIS MORNING

29.11.91

+45

-45

+450*

EFFECT OF OPERATIONS THIS AFTERNOON

* LATE O/N ASSISTANCE

TO BE REVERSED ON 2 DEC 91

TRADE WEIGHTED INDEX 111.1 *+0.0* 29.11.91

HONG KONG GOVERNMENT EXCHANGE FUND

EF BILLS

HONG KONG GOVERNMENT BONDS

TERMS

YIELD

TERM

ISSUE

COUPON

PRICE

YIELD

1 WEEK

1 MONTH

3.91 PCT

24 MONTHS

2311

6.25

101.38

5.57

4.18 PCT

3 MONTHS

3.96 PCT

6 MONTHS

4.13 PCT

12 MONTHS

TURNOVER

—

4.82 PCT

BILLS 5,292 MN, BONDS 10 MN

CLOSED 29 NOVEMBER 1991