XN000022-1991-12-10 — Page 15

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TUESDAY, DECEMBER 10, 1991

HONG KONG GOVERNMENT EXCHANGE FUND

MONEY MARKET OPERATIONS

DATE

$ MILLION

9.12.91

500

10.12.91

-20

+20

NEUTRAL

CLOSING BALANCE IN THE ACCOUNT ON

EFFECT OF FORWARDS TO BE SETTLED ON

EFFECT OF OPERATIONS THIS MORNING

EFFECT OF OPERATIONS THIS AFTERNOON

TRADE WEIGHTED INDEX 110.2 -0.1 10.12.91

HONG KONG GOVERNMENT EXCHANGE FUND

EF BILLS

HONG KONG GOVERNMENT BONDS

TERMS

YIELD

TERM

ISSUE

COUPON

1 WEEK

1 MONTH

3.16 POT

24 MONTHS 2311

6.25

PRICE YIELD

101.89 5.29

3.78 PCT

3 MONTHS

3.90 PCT

6 MONTHS

4.03 PCT

12 MONTHS

4.57 PCT

TURNOVER

*T

BILLS 4,483 MN, BONDS 55 MN

CLOSED 10 DECEMBER 1991

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