XN000022-1992-01-15 — Page 39

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37

WEDNESDAY, JANUARY 15, 1992

HONG KONG GOVERNMENT EXCHANGE FUND

MONEY MARKET OPERATIONS

* * *

*

DATE

$MILLION

14.1.92

910

15.1.92

-450%

+40

NEUTRAL

CLOSING BALANCE IN THE ACCOUNT ON

EFFECT OF FORWARDS TO BE SETTLED ON

EFFECT OF OPERATIONS THIS MORNING

EFFECT OF OPERATIONS THIS AFTERNOON

* O/N ASSISTANCE TO BE REVERSED

OTHER FORWARDS TO BE SETTLED

-410MN 40MN

-

TRADE WEIGHTED INDEX 110.6 +0.3* 15.1.92

HONG KONG GOVERNMENT EXCHANGE FUND

EF BILLS

HONG KONG GOVERNMENT BONDS

TERMS

YIELD

TERM

ISSUE

COUPON

PRICE

YIELD

1 WEEK

4.16 PCT

23 MONTHS 2311

6.25

101.85

5.25

1 MONTH

3.94 PCT

3 MONTHS

3.94 PCT

6 MONTHS 3.99 PCT

12 MONTHS 4.31 PCT

TOTAL TURNOVER OF BILLS AND BONDS

5,941 MN

CLOSED 15 JANUARY 1992

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