XN000022-1992-06-04 — Page 15

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HONG KONG GOVERNMENT EXCHANGE FUND

MONEY MARKET OPERATIONS

THURSDAY, JUNE 4, 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

3.6.92

988

4.6.92

NEUTRAL

NEUTRAL

+80 *

* O/N ASSISTANCE TO BE REVERSED ON 8 JUNE

TRADE WEIGHTED INDEX 111.4 *+0.0* 4.6.92

HONG KONG GOVERNMENT EXCHANGE FUND

EF BILLS

HONG KONG GOVERNMENT BONDS

TERMS

YIELD

TERM

ISSUE

COUPON

.PRICE

YIELD

1 WEEK

3.04 PCT

18 MONTHS

2311

6.25

102.38

4.58

1 MONTH

2.89 PCT

21 MONTHS

2402

5.50

101.10

4.87

3 MONTHS

2.92 PCT

24 MONTHS

2405

5.50

100.78

5.14

6 MONTHS

3.30 PCT

12 MONTHS

3.95 PCT

TOTAL TURNOVER OF BILLS AND BONDS

CLOSED 4 JUNE 1992

0

1,857MN