XN000022-1992-02-07 — Page 14

13

-

FRIDAY, FEBRUARY 7, 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

3.2.92

600

7.2. 92

-333

+333

NEUTRAL

TRADE WEIGHTED INDEX 110.3 -0.1* 7.2.92

HONG KONG GOVERNMENT EXCHANGE FUND

EF BILLS

HONG KONG GOVERNMENT BONDS

TERMS

YIELD

TERM

ISSUE

COUPON

PRICE

YIELD

1 WEEK

3.83 PCT

22 MONTHS

2311

6.25

101.29

5.54

1 MONTH

3.89 PCT

3 MONTHS

3.94 PCT

6 MONTHS 4.04 PCT

12 MONTHS

4.60 PCT

TOTAL TURNOVER OF BILLS AND BONDS 4,548 MN

CLOSED 7 FEBRUARY 1992

T