XN000022-1991-12-17 — Page 18

17

J

TUESDAY, DECEMBER 17, 1991

HONG KONG GOVERNMENT EXCHANGE FUND

MONEY MARKET OPERATIONS

DATE

$ MILLION

CLOSING BALANCE IN THE ACCOUNT ON

EFFECT OF FORWARDS TO BE SETTLED ON

EFFECT OF OPERATIONS THIS MORNING

EFFECT OF OPERATIONS THIS AFTERNOON

16.12.91

600

17.12.91

-160

+60

+200*

* LATE O/N ASSISTANCE

TO BE REVERSED ON 18.12.91

TRADE WEIGHTED INDEX 110.2 -0.1* 17.12.91

HONG KONG GOVERNMENT EXCHANGE FUND

EF BILLS

HONG KONG GOVERNMENT BONDS

TERMS

YIELD

TERM

ISSUE

COUPON

PRICE

1 WEEK

4.24 PCT

23 MONTHS

2311

6.25

101.65

YIELD

5.40

1 MONTH

4.39 PCT

3 MONTHS

4.26 PCT

6 MONTHS

4.27 PCT

12 MONTHS

TURNOVER

-

4.72 PCT

BILLS 4,735 MN, BONDS 10 MN

CLOSED 17 DECEMBER 1991