XN000022-1993-10-26 — Page 19

TUESDAY, OCTOBER 26, 1993

18

HONG KONG GOVERNMENT EXCHANGE FUND

MONEY MARKET OPERATIONS

$MILLION

OPENING BALANCE IN THE ACCOUNT

3,920

REVERSAL OF LAF

BALANCE AFTER REVERSAL OF LAF

NET INJECTION/WITHDRAWAL TODAY

EFFECT OF LAF TODAY

-920

3,000

NIL

-20

CLOSING BALANCE IN THE ACCOUNT

LAF RATE 2.00 BID/4.00 OFFER

2,980

TWI 113.2 +0.1*

26.10.93

RF BILLS

TERMS

YIELD

HONG KONG GOVERNMENT EXCHANGE FUND

EF NOTES/HONG KONG GOVERNMENT BONDS

TERM

ISSUE COUPON PRICE

YIELD

1 WEEK

2.99 PCT

13 MONTHS

2411

4.625

101.51

3.19

1 MONTH

2.76 PCT

16 MONTHS

2502

4.75

101.81

3.35

3 MONTHS

2.73 PCT

19 MONTHS

2505

3.75

100.28

3.60

6 MONTHS

2.83 PCT

22 MONTHS

2508

4.625

101.67

3.69

12 MONTHS

3.10 PCT

36 MONTHS

3610

4.20

100.18

4.18

TOTAL TURNOVER OF BILLS AND BONDS 31,746 MN

-

CLOSED 26 OCTOBER 1993