XN000022-1992-05-28 — Page 12

11

THURSDAY, MAY 28, 1992

HONG KONG GOVERNMENT EXCHANGE FUND

MONEY MARKET OPERATIONS

* *

DATE

MILLION

CLOSING BALANCE IN THE ACCOUNT ON

27.5.92

988

EFFECT OF FORWARDS TO BE SETTLED ON

EFFECT OF OPERATIONS THIS MORNING

EFFECT OF OPERATIONS THIS AFTERNOON

28.5.92

-10

+10

+300

* O/N ASSISTANCE TO BE REVERSED ON 29/5

TRADE WEIGHTED INDEX 111.9 *+0.1* 28.5.92

HONG KONG GOVERNMENT EXCHANGE FUND

EF BILLS

HONG KONG GOVERNMENT BONDS

TERMS

YIELD

TERM

ISSUE

COUPON

PRICE

YIELD

1 WEEK

3.00 PCT

1 MONTH

2.74 PCT

18 MONTHS

21 MONTHS

2311

6.25

102.34

4.64

2402

5.50

101.04 4.92

3 MONTHS

2.77 PCT

24 MONTHS

2405

5.60

100.75

5.16

6 MONTHS

3.28 PCT

12 MONTHS 3.95 PCT

TOTAL TURNOVER OF BILLS AND BONDS

CLOSED 28 MAY 1992

-

6,026MN