XN000022-1993-10-13 — Page 13

WEDNESDAY, OCTOBER 13, 1993

12

HONG KONG GOVERNMENT EXCHANGE FUND

MONEY MARKET OPERATIONS

OPENING BALANCE IN THE ACCOUNT

MILLION

2,435

-435

2,000

+1,000

-1,281

1,719

13.10.93

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 112.1 *-0.1*

HONG KONG GOVERNMENT EXCHANGE FUND

EF NOTES/HONG KONG GOVERNMENT BONDS

EF BILLS

TERMS

YIELD

TERM

ISSUE

COUPON PRICE YIELD

1 WEEK

2.35 PCT

13 MONTHS

2411

4.625

101.57 3.17

1 MONTH

2.52 PCT

16 MONTHS

2502

4.75

3 MONTHS

2.66 PCT

19 MONTHS

2505

3.75

100.26

101.84 3.36

3.61

6 MONTHS

2.82 PCT

22 MONTHS

2508

4.625

101.66

3.72

12 MONTHS

3.11 PCT

TOTAL TURNOVER OF BILLS AND BONDS

16,121 MN

CLOSED OCTOBER 13, 1993