XN000022-1992-02-24 — Page 10

MONDAY, FEBRUARY 24, 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

TRADE WEIGHTED INDEX 111.8 *+0.1* 24.2.92

22.2.92

600

24.2.92

+144

-144

NEUTRAL

HONG KONG GOVERNMENT EXCHANGE FUND

EF BILLS

HONG KONG GOVERNMENT BONDS

TERMS

YIELD

TERM

ISSUE

COUPON

PRICE

YIELD

1 WEEK

4.18 PCT

21 MONTHS 2311

6.25

100.69

5.90

1 MONTH

4.15 PCT

24 MONTHS

2402

5.50

99.30

5.97

3 MONTHS

4.12 PCT

6 MONTHS

4.35 PCT

12 MONTHS

4.71 PCT

TOTAL TURNOVER OF BILLS AND BONDS

CLOSED 24 FEBRUARY 1992

O

-

7,292 MN