XN000022-1992-03-30 — Page 11

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MONDAY, MARCH 30, 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

28.3.92

1,000

30.3.92

-430 *

+130

+300 **

*

*

O/N ASSISTANCE TO BE REVERSED -300 MN -130 MN OTHER FORWARDS TO BE SETTLED ** O/N ASSISTANCE TO BE REVERSED ON 31.3.92

TRADE WEIGHTED INDEX 112.5 -0.1* 30.3.92

HONG KONG GOVERNMENT EXCHANGE FUND

EF BILLS

HONG KONG GOVERNMENT BONDS

TERMS

YIELD

TERM

ISSUE

COUPON

PRICE

YIELD

1 WEEK

4.24 PCT

1 MONTH

4.03 PCT

20 MONTHS

23 MONTHS

2311

6.25

100.74

5.85

2402

5.50

98.99

6.16

3 MONTHS

4.07 PCT

6 MONTHS 4.40 PCT

12 MONTHS

4.75 PCT

TOTAL TURNOVER OF BILLS AND BONDS

CLOSED 30 MARCH 1992

-

3,740 MN

0