XN000022-1992-01-27 — Page 16

15

MONDAY, JANUARY 27, 1992

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

O/N ASSISTANCE TO BE REVERSED OTHER FORWARDS TO BE SETTLED

DATE

$ MILLION

25.1.92

1,100

27.1.92

+813 *

-1,313

+500 **

-500 MN +1313 MN

** O/N ASSISTANCE TO BE REVERSED ON 28 JANUARY 1992

TRADE WEIGHTED INDEX 110.4 +0.3* 27.1.92

HONG KONG GOVERNMENT EXCHANGE FUND

EF BILLS

HONG KONG GOVERNMENT BONDS

TERMS

YIELD

TERM

1 WEEK

4.73 PCT

23 MONTHS 2311

6.25

ISSUE COUPON PRICE YIELD

101.33 5.54

1 MONTH

4.45 PCT

3 MONTHS

4.23 PCT

6 MONTHS

4.23 PCT

12 MONTHS

4.59 PCT

TOTAL TURNOVER OF BILLS AND BONDS

CLOSED 27 JANUARY 1992

-

6,648 MN