XN000022-1992-04-27 — Page 12

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HONG KONG GOVERNMENT EXCHANGE FUND

MONEY MARKET OPERATIONS

MONDAY, APRIL 27, 1992

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

25.4.92

700

27.4.92

-128

+128

NEUTRAL

TRADE WEIGHTED INDEX 113.0 -0.1* 27.4.92

HONG KONG GOVERNMENT EXCHANGE FUND

EF BILLS

HONG KONG GOVERNMENT BONDS

TERMS

YIELD

TERM

ISSUE

COUPON

PRICE

YIELD

1 WEEK

4.40 PCT

19 MONTHS

2311

6.25

101.63

5.21

1 MONTH

4.00 PCT

22 MONTHS 2402

5.50

99.96

5.59

3 MONTHS

3.95 PCT

6 MONTHS

4.05 PCT

12 MONTHS

4.50 PCT

TOTAL TURNOVER OF BILLS AND BONDS

CLOSED 27 APRIL 1992

—

7,029 MN

*

O

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