XN000022-1992-04-22 — Page 11

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WEDNESDAY, APRIL 22, 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

21.4.92

1,200

22.4.92

-913 *

O/N ASSISTANCE TO BE REVERSED -500 MN OTHER FORWARDS TO BE SETTLED -413 MN

TRADE WEIGHTED INDEX 113.2 *+0.0* 22.4.92

+413

NEUTRAL

HONG KONG GOVERNMENT EXCHANGE FUND

EF BILLS

HONG KONG GOVERNMENT BONDS

TERMS

YIELD

TERM

ISSUE

COUPON

PRICE

YIELD

1 WEEK

1 MONTH

3 MONTHS

4.09 PCT

3.95 PCT

19 MONTHS 2311

22 MONTHS

6.25

101.43

5.36

2402

5.50

99.71

5.74

3.94 PCT

6 MONTHS 4.06 POT

12 MONTHS

4.66 PCT

TOTAL TURNOVER OF BILLS AND BONDS

CLOSED 22 APRIL 1992

0

8,915 MN