XN000022-1993-10-15 — Page 31

FRIDAY, OCTOBER 15, 1993

29

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 +0.2* 15.10.93

$ MILLION

3,000

NIL

3,000

NIL

-590

2,410

EF BILLS

HONG KONG GOVERNMENT EXCHANGE FUND

EF NOTES/HONG KONG GOVERNMENT BONDS

TERMS

YIELD

TERM

ISSUE

COUPON

PRICE

YIELD

1 WEEK

1 MONTH

2.64 PCT

2.54 PCT

13 MONTHS 2411

4.625

101.61

3.12

16 MONTHS 2502

4.75

101.89

3.31

3 MONTHS 2.64 PCT

6 MONTHS 2.73 PCT

19 MONTHS 2505

3.75

100.33

3.56

22 MONTHS 2508

4.625

101.74

3.67

12 MONTHS 3.08 PCT

TOTAL TURNOVER OF BILLS AND BONDS

18,283 MN

CLOSED 15 OCTOBER 1993