XN000022-1992-02-11 — Page 13

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TUESDAY, FEBRUARY 11, 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

10.2.92

600

11.2.92

-89

+89

+400*

EFFECT OF OPERATIONS THIS AFTERNOON

* LATE O/N ASSISTANCE,

TO BE REVERSED ON 12.2.92

TRADE WEIGHTED INDEX 110.4 +0.3* 11.2.92

HONG KONG GOVERNMENT EXCHANGE FUND

EF BILLS

HONG KONG GOVERNMENT BONDS

TERMS

YIELD

TERM

ISSUE

COUPON

PRICE

YIELD

1 WEEK

3.53 PCT

21 MONTHS 2311

6.25

101.69

5.30

1 MONTH

3.58 PCT

3 MONTHS

3.68 PCT

6 MONTHS 3.87 PCT

12 MONTHS 4.38 PCT

-

TOTAL TURNOVER OF BILLS AND BONDS 8,205 MN

CLOSED 11 FEBRUARY 1992

0