-

36-

Hong Kong Monetary Authority

EF bills

EF notes

Terms

Yield

Term

Issue

Coupon Price

Yield

1 week

5.39

2 years

2711

5.60

100.78

5.20

1 month

5.34

3 years

3901

5.57

100.68 5.39

3 months

5.23

5 years

5012

6.38

102.68 5.82

6 months

5.19

7 years

7211

6.82

104.38

6.12

12 months 5.15

5 years

M502

7.30

105.21

6.11

Total turnover of EF bills and notes - $16,293 million

Closed February 1, 1996

End

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