XN000022-1992-06-11 — Page 20

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19

THURSDAY, JUNE 11, 1992

HONG KONG GOVERNMENT EXCHANGE FUND

MONEY MARKET OPERATIONS

*

11 JUNE 1992

OPENING BALANCE IN THE ACCOUNT

REVERSAL OF LAF

BALANCE AFTER REVERSAL OF LAF

NET INJECTION/WITHDRAWAL TODAY

EFFECT OF LAF TODAY

CLOSING BALANCE IN THE ACCOUNT

1,238 MN

-250 MN

988 MN

NIL

NIL

988 MN

LAF RATE 2.50 BID/4.50 OFFER TWI 111.2 -0.1* 11.6.92

HONG KONG GOVERNMENT EXCHANGE FUND

EF BILLS

HONG KONG GOVERNMENT BONDS

TERMS

YIELD

TERM

ISSUE

COUPON

PRICE

YIELD

1 WEEK

1 MONTH

3.29 PCT

18 MONTHS

2311

6.25

102.27

4.65

3 MONTHS

2.99 PCT

2.93 PCT

21 MONTHS

2402

5.50

101.03 4.91

24 MONTHS

2405

5.50

100.74

5.16

6 MONTHS

3.26 PCT

12 MONTHS

3.96 PCT

TOTAL TURNOVER OF BILLS AND BONDS

-

5,498 MN

CLOSED 11 JUNE 1992