XN000022-1993-11-09 — Page 16

15

TUESDAY, NOVEMBER 9, 1993

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 BTU/4.00 OFFER

$ MILLION

3,000

NIL

3.000

NIL

-1,230

1.770

TWI 113.2 *+0.0*

9.11.93

HONG KONG GOVERNMENT EXCHANGE FUND

EF NOTES/ HONG KONG GOVERNMENT BONDS

EF BILLS

TERMS

YIELD

TERM

ISSUE COUPON PRICE YIELD

1 WHEE

2.53 POT

12 MONTHS

2411

4.625 101.35 3.30

1 MONTH

2.65 PCT

15 MONTHS

2502

4.75

101.56 3.51

3 MONTHS

2.82 PCT

18 MONTHS

2505

3.76

99.94 3.83

6 MONTHS

2.87 PUT

21 MONTHS

2508

4.625

101.20 3.95

12 MONTHS 3.27 PCT

36 MONTHS

36 10

4.20

99.34 4.49

-

25.346 MN

TOTAL TURNOVER OF BILLS AND BONDS

CLOSED 9 NOVEMBER 1993