XN000022-1993-10-04 — Page 13

12

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MONDAY, OCTOBER 4, 1993

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 112.5 +0.1 4.10.93

$ MILLION

1,457

+543

2,000

NIL

+200

2,200

HONG KONG GOVERNMENT EXCHANGE FUND

EF NOTES/HONG KONG GOVERNMENT BONDS

EF BILLS

TERMS

YIELD

TERM

ISSUE

COUPON

PRICE

YIELD

1 WEEK

2.90 PCT

13 MONTHS 2411

4.625

101.29

3.46

1 MONTH

3 MONTHS

2.88 PCT

2.89 PCT

16 MONTHS

2502

4.75

101.48

3.66

19 MONTHS

2505

3.75

99.77

3.93

6 MONTHS 3.05 PCT

22 MONTHS 2508

4.625

101.13

4.03

12 MONTHS 3.37 PCT

TOTAL TURNOVER OF BILLS AND BONDS

8,075 MN

CLOSED 4 OCTOBER 1993