XN000022-1992-05-21 — Page 24

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THURSDAY, MAY 21, 1992

HONG KONG GOVERNMENT EXCHANGE FUND

MONEY MARKET OPERATIONS

* *

DATE

$ MILLION

CLOSING BALANCE IN THE ACCOUNT ON

20.5.92

1,288

EFFECT OF FORWARDS TO BE SETTLED ON

EFFECT OF OPERATIONS THIS MORNING

EFFECT OF OPERATIONS THIS AFTERNOON

21.5.92

-359%

+59

+700**

* O/N ASSISTANCE TO BE REVERSED

OTHER FORWARDS TO BE SETTLED ** O/N ASSISTANCE TO BE REVERSED ON 22/5

TRADE WEIGHTED INDEX 111.7 *+0.2* 21.5.92

-300MN -59MN

HONG KONG GOVERNMENT EXCHANGE FUND

EF BILLS

HONG KONG GOVERNMENT BONDS

TERMS

YIELD

TERM

ISSUE

COUPON

PRICE

YIELD

1 WEEK

2.62 PCT

1 MONTH

2.86 PCT

18 MONTHS

21 MONTHS

2311

6.25

102.35

4.65

2402

5.50

100.86

5.04

3 MONTHS

3.15 PCT

24 MONTHS

2405

5.50

100.67

5.21

6 MONTHS 3.43 PCT

12 MONTHS

4.01 PCT

—

TOTAL TURNOVER OF BILLS AND BONDS 10,018 MN

CLOSED 21 MAY 1992

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