XN000022-1993-11-15 — Page 20

MONDAY, NOVEMBER 15, 1993

19

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

1,665

+1,335

3,000

NIL

-239

2,761

TWI 112.9 *-0.1* 15.11.93

HONG KONG GOVERNMENT EXCHANGE FUND

EF NOTES/HONG KONG GOVERNMENT BONDS

EF BILLS

TERMS

YIELD

TERM

ISSUR COUPON PRICE

YIELD

1 WEEK

2.61 PCT

12 MONTHS

2411

4.625 101.24

3.39

1 MONTH

2.76 PCT

15 MONTHS

2502

4.75

101.44

3.59

3 MONTHS

2.89 PCT

18 MONTHS

2505

3.75

99.88

3.87

6 MONTHS

2.99 POT

21 MONTHS

2508

4.625

101.08

4.02

12 MONTHS

3.35 PCT

35 MONTHS

3610

4.20

99.15

4.56

TOTAL TURNOVER OF BILLS AND BONDS

9,232 MN

CLOSED 15 NOVEMBER 1993

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