XN000022-1992-03-13 — Page 15

14

FRIDAY, MARCH 13, 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

12.3.92

600

13.3.92

+10

-10

NEUTRAL

TRADE WEIGHTED INDEX 112.7 +0.0* 13.3.92

HONG KONG GOVERNMENT EXCHANGE FUND

EF BILLS

HONG KONG GOVERNMENT BONDS

TERMS

YIELD

TERM

ISSUE

COUPON

PRICE

YIELD

1 WEEK

1 MONTH

4.37 PCT

20 MONTHS 2311

6.25

100.34

6.12

4.15 PCT

23 MONTHS

2402

5.50

98.73

6.

30

3 MONTHS

4.16 PCT

6 MONTHS

4.36 PCT

12 MONTHS

4.76 PCT

TOTAL TURNOVER OF BILLS AND BONDS

++

7,110 MN

CLOSED 13 MARCH 1992