TNAG-1773-FCO40-2525-Hong-Kong-Exchange-Fund-Hong-Kong-Futures-Exchange-Limited--1988 — Page 141

CONFIDENTIAL

59

Foreign Currency Bonds and Notes

Nominal Value

HK$'000s

Market Value HK$'000s

Book Value HK$'000s

Appreciation HK$'000s

Depreciation HK$ '000s

Exchange Gain or (Loss) HK$'000s

I. Domestic Obligations

(A) Canadian dollars

(B) Deutsche marks

1,672,615

1,659,193

1,594,403

3,574

37,051

98,267

4,915,146

5,022,433

4,128,531

22,335

44,821

916,388

(c)

Dutch guilders

2,859,124

2,970,577

2,407,486

16,943

5,531

551,679

(D) Japanese yen

3,830,190

3,961,318

3,055,103

53,989

70,441

922,667

(E) Sterling

7,375,172

7,640,091

5,980,082

97,710

65,752

1,628,051

(F) Swiss francs

2,913,381

2,959,127

2,325,225

18,520

10,930

626,312

(G) U.S. dollars

20,795,354

21,036,425

21,667,387

21,064

652,026

44,360,982

45,249,164

41,158,217

234,135

886,552

4,743,364

II.

Euro-currency Obligations

(A)

Canadian dollars

63,061

60,813

(B) Deutsche marks

1,425,896

1,489,759

59,067

1,209,898

388

2,245

11,376

3,334

3,603

271,819

(C)

Dutch guilders

152,510

(D) Japanese yen

2,004,772

(E) Sterling

161,862

(F) U.S. dollars

3,178,297

159,577

2,054,622

158,899

3,160,200

129,904

1,568,269

127,159

3,284,563

766

729

29,636

17,512

9,721

478,562

14

2,133

33,859

5,803

130,166

6,986,398

7,083,870

6,378,860

35,859

148,328

817,479

III.

Foreign Obligations

(A) Japanese yen

(B) U.S. dollars

211,232

217,624

440,466

454,842

166,916

468,598

1,013

993

50,688

263

14,019

651,698

672,466

635,514

1,276

15,012

50,688

Total

51,999,078

53,005,500

48,172,591

271,270

1,049,892

5,611,531

CONFIDENTIAL