XN000022-1992-10-21 — Page 26

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WEDNESDAY, OCTOBER 21, 1992

HONG KONG GOVERNMENT EXCHANGE FUND

EF BILLS

HONG KONG GOVERNMENT BONDS

TERMS

YIELD

TERM

ISSUE

COUPON PRICE

YIELD

1 WEEK

2.78 PCT

13 MONTHS

2311

6.25

102.33 4.06

1 MONTH

3.03 PCT

16 MONTHS

2402

5.50

101.45 4.40

3 MONTHS

3.32 PCT

19 MONTHS

2405

5.502 101.47 4.67

6 MONTHS

3.46 PCT

22 MONTHS 2408

4.375

99.52 4.70

12 MONTHS

3.99 PCT

TOTAL TURNOVER OF BILLS AND BONDS

-

16,055 MN

CLOSED 21 OCTOBER 1992