12 -
Hong Kong Monetary Authority
EF notes/MTRC
EF bills
Terms
Yield
Term
Issue
Coupon
Price
Yield
1 week
5.08
2 years
2808 6.00
99.40
6.43
1 month
5.08
3 years
3907
6.80
100.20
6.83
3 months 5.19
5 years
5106
7.23
99.71
7.43
6 months 5.37
7 years
7308
7.24
97.78
7.80
12 months
5.74
5 years
M503
7.35
98.80
7.79
Total turnover of EF bills and notes - $5.444 million
Closed September 3, 1996
End