XN000022-1992-01-30 — Page 11

10

THURSDAY, JANUARY 30, 1992

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

29.1.92

600

30.1.92

-279

+279

NEUTRAL

TRADE WEIGHTED INDEX 110.4 +0.1* 30.1.92

HONG KONG GOVERNMENT EXCHANGE FUND

EF BILLS

HONG KONG GOVERNMENT BONDS

TERMS

YIELD

TERM

ISSUE

COUPON

PRICE

YIELD

1 WEEK

4.01 PCT

22 MONTHS 2311

6.25

101.30

6.55

1 MONTH

4.04 PCT

3 MONTHS

4.03 PCT

6 MONTHS

4.06 PCT

12 MONTHS

4.66 PCT

TOTAL TURNOVER OF BILLS AND BONDS

CLOSED 30 JANUARY 1992

1

10,002 MN