XN000022-1994-02-01 — Page 18

TUESDAY, FEBRUARY 1, 1994

17

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

$MILLION

3,605

+395

4,000

NIL

-50

3,950

TWI 126.5

*-0.3%

1.2.94

EF BILLS

HONG KONG GOVERNMENT EXCHANGE FUND

EF NOTES/HONG KONG GOVERNMENT BONDS

TERMS

YIELD

TERM

ISSUE COUPON PRICE

YIELD

1 WEEK

2.76

16 MONTHS

2505

3.75

100.15

3.66

1 MONTH

2.85

19 MONTHS

2508

4.265

101.21

3.85

3 MONTHS

2.97

22 MONTHS

2511

4.15

100.26

4.04

6 MONTHS

3.12

33 MONTHS

3610

4.20

99.31

4.52

12 MONTHS

3.44

36 MONTHS

3701

4.60

100.13

4.61

TOTAL TURNOVER OF BILLS AND BONDS

-

15,671 MN

CLOSED 1 FEBRUARY 1994

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