XN000022-1992-11-24 — Page 17

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16

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TUESDAY, NOVEMBER 24, 1992

HONG KONG GOVERNMENT EXCHANGE FUND

MONEY MARKET OPERATIONS

*

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

LAF RATE 2.00 BID/4.00 OFFER TWI 113.5 -0.1* 24.11.92

HONG KONG GOVERNMENT EXCHANGE FUND

MILLION

1,500

NIL

1,500

NIL

NIL

1,500

EF BILLS

HONG KONG GOVERNMENT BONDS

TERMS

YIELD

TERM

ISSUE

COUPON

PRICE YIELD

1 WEEK

3.07 PCT

15 MONTHS

2402

5.50

101.26 4.48

1 MONTH

3.35 PCT

18 MONTHS

2405

5.50

101.26 4.66

3 MONTHS

3.69 PCT

21 MONTHS

2408

4.375

99.29 4.86

6 MONTHS

3.82 PCT

24 MONTHS

2411

4.625

99.27 5.08

12 MONTHS

4.27 PCT

TOTAL TURNOVER OF BILLS AND BONDS 9.069MN

CLOSED 24 NOVEMBER 1992