XN000022-1993-06-15 — Page 16

TUESDAY, JUNE 15, 1993

15

HONG KONG GOVERNMENT EXCHANGE FUND

MONEY MARKET OPERATIONS

*

OPENING BALANCE IN THE ACCOUNT

REVERSAL OF LAF

BALANCE AFTER REVERSL OF LAF

NET INJECTION/WITHDRAWAL TODAY

EFFECT OF LAF TODAY

CLOSING BALANCE IN THE ACCOUNT

LAF RATE 2.00 BID/4.00 OFFER TWI 111.6 -0.2* 15.6.1993

$ MILLION

1,955

+845

2,800

NIL

-218

2,582

EF BILLS

HONG KONG GOVERNMENT EXCHANGE FUND

EF NOTES/HONG KONG GOVERNMENT BONDS

TERMS

YIELD

TERM

ISSUE

COUPON

PRICE

YIELD

1 WEEK

1 MONTH 2.83 PCT

3 MONTHS 3.02 PCT

6 MONTHS 3.32 PCT

2.70 PCT

15 MONTHS 2408

4.375

100.69

3.80

18 MONTHS 2411

4.625

100.90

4.00

21 MONTHS

2502

4.75

100.94

4.20

24 MONTHS

2505

3.75

98.95

4.37

12 MONTHS 3.67 PCT

TOTAL TURNOVER OF BILLS AND BONDS

-

13,200 MN

CLOSED 16 JUNE 1993

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