XN000022-1992-03-18 — Page 15

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14

HONG KONG GOVERNMENT EXCHANGE FUND

MONEY MARKET OPERATIONS

* *

DATE

WEDNESDAY, MARCH 18, 1992

MILLION

CLOSING BALANCE IN THE ACCOUNT ON

17.3.92

700

EFFECT OF OPERATIONS THIS MORNING

EFFECT OF FORWARDS TO BE SETTLED ON

MORN

18.3.92

-105

EFFECT OF OPERATIONS THIS AFTERNOON

+105

NEUTRAL

TRADE WEIGHTED INDEX 112.5 -0.1* 18.3.92

HONG KONG GOVERNMENT EXCHANGE FUND

EF BILLS

HONG KONG GOVERNMENT BONDS

TERMS

YIELD

TERM

ISSUE

COUPON

PRICE

YIELD

1 WEEK

4.39 PCT

20 MONTHS

2311

6.25

100.26 6.17

1 MONTH

4.16 PCT

23 MONTHS

2402

5.50

98.56 6.41

3 MONTHS

4.16 PCT

6 MONTHS

4.40 PCT

12 MONTHS

4.79 POT

-

TOTAL TURNOVER OF BILLS AND BONDS 4,454 MN

CLOSED 18 MARCH 1992

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