XN000022-1992-02-03 — Page 7

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MONDAY, FEBRUARY 3, 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

1.2.92

600

3.2.92

+70

-70

NEUTRAL

TRADE WEIGHTED INDEX 110.4 -0.1* 3.2.92

HONG KONG GOVERNMENT EXCHANGE FUND

EF BILLS

HONG KONG GOVERNMENT BONDS

TERMS

YIELD

TERM

ISSUE

COUPON

PRICE

YIELD

1 WEEK

4.02 PCT

22 MONTHS

2311

6.25

101.22

5.59

1 MONTH

4.06 PCT

3 MONTHS

4.05 PCT

6 MONTHS 4.10 PCT

12 MONTHS

4.66 PCT

TOTAL TURNOVER OF BILLS AND BONDS

CLOSED 3 FEBRUARY 1992

0

1,205 MN