XN000022-1992-05-12 — Page 21

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TUESDAY, MAY 12, 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

11.5.92

988

12.5.92

-30

+30

NEUTRAL

TRADE WEIGHTED INDEX 112.5 -0.2* 12.5.92

HONG KONG GOVERNMENT EXCHANGE FUND

EF BILLS

HONG KONG GOVERNMENT BONDS

TERMS

YIELD

TERM

ISSUE

COUPON

PRICE

YIELD

1 WEEK

3.47 PCT

1 MONTH

3.52 PCT

18 MONTHS 2311

21 MONTHS

6.25

2402

5.50

100.60

102.20 4.78

5.20

3 MONTHS

3.57 PCT

6 MONTHS 3.78 PCT

12 MONTHS

4.20 PCT

TOTAL TURNOVER OF BILLS AND BONDS

CLOSED 12 MAY 1992

-

8,647 MN

0