XN000022-1992-08-27 — Page 19

18

THURSDAY, AUGUST 27, 1992

HONG KONG GOVERNMENT EXCHANGE FUND

MONEY MARKET OPERATIONS

$ MILLION

OPENING BALANCE IN THE ACCOUNT

1,500

REVERSAL OF LAF

NIL

BALANCE AFTER REVERSAL OF LAF

1,500

NET INJECTION/WITHDRAWAL TODAY

NIL

EFFECT OF LAF TODAY

+500

CLOSING BALANCE IN THE ACCOUNT

2,000

LAF RATE 2.00 BID/4.00 OFFER TWI 108.8 -0. 0*

27.8.92

HONG KONG GOVERNMENT EXCHANGE FUND

EF BILLS

HONG KONG GOVERNMENT BONDS

TERMS

YIELD

TERM

ISSUE

COUPON

PRICE

1 WEEK

1 MONTH

2.22 PCT

15 MONTHS

2311

6.25

YIELD

103.42 3.40

2.35 PCT

18 MONTHS

2402

5.50

102.66

3.66

3 MONTHS

2.45 PCT

21 MONTHS

2405

5.50

102.65

3.93

6 MONTHS

12 MONTHS

2.67 PCT

3.17 PCT

24 MONTHS

2408

4.375

100.66

4.06

TOTAL TURNOVER OF BILLS AND BONDS

+

4,680 MN

CLOSED 27 AUGUST 1992

0