· 15 -
Hong Kong Monetary Authority
EF bills
EF notes
Terms
Yield
Term
Issue
Coupon
Price
Yield
1 week
5.00
2 years
2711
5.60
100.95
5.09
1 month
5.00
3 years
3901
5.57
100.86
5.32
3 months
5.00
5 years
5012
6.38
102.54
5.85
6 months 5.00
7 years
7211 6.82
103.95
6.19
12 months 4.99
5 years
M502 7.30
105.13
6.13
Total turnover of EF bills and notes - $10,426 million
Closed February 8, 1996
End