XN000022-1991-12-03 — Page 22

21

TUESDAY, DECEMBER 3, 1991

HONG KONG GOVERNMENT EXCHANGE FUND

TENDERS TO BE HELD IN THE WEEK BEGINNING 9 DECEMBER 1991

J

TENDER DATE

PAPER ON OFFER

ISSUE NUMBER

ISSUE DATE

10 DEC 91

EF BILLS

Q150

11 DEC 91

10 DEC 91

EF BILLS

H179

11 DEC 91

MATURITY DATE

11 MAR 92

10 JUN 92

TENOR

AMOUNT ON OFFER

91 DAYS

182 DAYS

500 + 100 MN

200+ 60 MN

COUPON

N.A.

N.A.

0

HONG KONG GOVERNMENT EXCHANGE FUND

MONEY MARKET OPERATIONS

CLOSING BALANCE IN THE ACCOUNT ON

EFFECT OF FORWARDS TO BE SETTLED ON

EFFECT OF OPERATIONS THIS MORNING

EFFECT OF OPERATIONS THIS AFTERNOON

DATE

MILLION

2.12.91

500

3.12.91

+70

-70

NEUTRAL

TRADE WEIGHTED INDEX 110.8 -0.1 3.12.91

HONG KONG GOVERNMENT EXCHANGE FUND

EF BILLS

HONG KONG GOVERNMENT BONDS

TERMS

YIELD

TERM

ISSUE

COUPON

PRICE

YIELD

1 WEEK

1 MONTH

4.08 POT

24 MONTHS 2311

6.25

101.36

5.58

3 MONTHS

4.22 PCT

4.05 PCT

6 MONTHS

4.16 PCT

12 MONTHS

TURNOVER

-

5.00 PCT

BILLS 4,220 MN, BONDS 0 MN

CLOSED 3 DECEMBER 1991

0