XN000022-1993-10-28 — Page 18

18

THURSDAY, OCTOBER 28, 1993

HONG KONG GOVERNMENT EXCHANGE FUND

MONEY MARKET OPERATIONS * * * * *

MILLION

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

2,270

+730

3,000

NIL

-20

2,980

TWI 113.2 *+0.0* 28.10.93

HONG KONG GOVERNMENT EXCHANGE FUND

}

FF BILLS

EF NOTES/HONG KONG GOVERNMENT BONDS

TERMS

YIELD

TERM

ISSUE COUPON PRICE

YIELD

1 WEEK

1 MONTH

2.77 PCT

13 MONTHS

2411

4.625

101.48

3.21

2.74 PCT

16 MONTHS

2502

4.75

101.73

3.41

3 MONTHS

2.73 PCT

19 MONTHS

2505

3.75

100.15

3.68

6 MONTHS

2.83 PCT

22 MONTHS

2508

4.625

101.51

3.78

12 MONTHS

3.13 PCT

36 MONTHS

3610

4.20

99.95

4.26

TOTAL TURNOVER OF BILLS AND BONDS

-

15,896 MN

CLOSED 28 OCTOBER 1993