XN000022-1992-05-06 — Page 43

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WEDNESDAY, MAY 6,

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

5.5.92

988

6.5.92

+157

-157

NEUTRAL

TRADE WEIGHTED INDEX 112.6 -0.1* 6.5.92

HONG KONG GOVERNMENT EXCHANGE FUND

EF BILLS

HONG KONG GOVERNMENT BONDS

TERMS

YIELD

TERM

ISSUE

COUPON

PRICE

1 WEEK

1 MONTH

3 MONTHS

3.64 PCT

19 MONTHS

2311

6.25

YIELD

101.95 4.97

3.55 PUT

3.64 PCT

22 MONTHS

2402

5.50

100.35

5.36

6 MONTHS

3.84 PCT

12 MONTHS 4.30 PCT

TOTAL TURNOVER OF BILLS AND BONDS

-

6,356 MN

CLOSED 6 MAY 1992

-