XN000022-1993-10-07 — Page 42

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THURSDAY, OCTOBER 7 1993

1

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

$ MILLION

2,000

NIL

2,000

NIL

-30

1,970

TWI 112.3

*+0.0*

7.10.93

EF BILLS

HONG KONG GOVERNMENT EXCHANGE FUND

EF NOTES/HONG KONG GOVERNMENT BONDS

TERMS

YIELD

TERM

ISSUE

COUPON PRICE YIELD

1 WEEK

1 MONTH

2.55 PCT

13 MONTHS

2411

4.625

101.47

3.29

2.67 PCT

16 MONTHS

2502

4.75

101.70 3.48

3 MONTHS

2.76 PCT

19 MONTHS

2505

3.75

100.08 3.73

6 MONTHS

2.92 PCT

22 MONTHS

2508

4.625

101.46

3.84

12 MONTHS

3.20 PCT

TOTAL TURNOVER OF BILLS AND BONDS

—

19,216 MN

CLOSED OCTOBER 7, 1993