11 -

Hong Kong Monetary Authority

EF bills

EF notes

Terms

Yield

Term

Issue

Coupon

Price

Yield

1 week

5.84

2 years

2711

5.60

100.04

5.65

1 month

5.73

3 years

3810

6.15

100.86

5.90

3 months

5.56

5 years

5009

6.95

102.67

6.39

6 months

5.54

7 years

7211

6.82

100.75

6.79

12 months

5.53

5 years

M502

7.30

102.47

6.81

Total turnover of EF bills and notes - $10,792 million

Closed December 7, 1995

End

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