XN000022-1993-10-11 — Page 17

MONDAY, OCTOBER 11, 1993

16

HONG KONG GOVERNMENT EXCHANGE FUND

MONEY MARKET OPERATIONS

*

$ MILLION

OPENING BALANCE IN THE ACCOUNT

1,270

REVERSAL OF LAF

+730

BALANCE AFTER REVERSAL OF LAF

2,000

NET INJECTION/WITHDRAWAL TODAY

EFFECT OF LAF TODAY

CLOSING BALANCE IN THE ACCOUNT

NIL

-740

1,260

LAF RATE 2.00 BID/4.00 OFFER

TWI 112.2

*+0.0*

11.10.93

HONG KONG GOVERNMENT EXCHANGE FUND

EF NOTES/HONG KONG GOVERNMENT BONDS

EF BILLS

TERMS

YIELD

TERM

ISSUE

COUPON PRICE

YIELD

1 WEEK

2.41 PCT

13 MONTHS

2411

4.625

101.56

3.19

1 MONTH

2.53 PCT

16 MONTHS

2502

4.75

101.84 3.36

3 MONTHS

2.65 PCT

19 MONTHS

2505

3.75

100.24 3.63

6 MONTHS

2.81 PCT

22 MONTHS

2508

4.625

101.64

3.73

12 MONTHS

3.13 PCT

TOTAL TURNOVER OF BILLS AND BONDS

-

12,774 MN

CLOSED OCTOBER 11, 1993

0