12 -
Hong Kong Monetary Authority
EF bills
EF notes/MTRC
Terms
Yield
Term
Issue
Coupon Price
Yield
1 week
4.84
2 years
2808
6.00
99.85
6.17
1 month 4.92
3 years
3907
6.80
100.84
6.57
3 months
5.12
5 years
5106
7.23
100.76
7.16
6 months
5.25
7 years
7308
7.24
99.04
7.56
12 months 5.59
5 years
M503 7.35
99.81
7.53
Total turnover of EF bills and notes - $12,436 million
Closed September 16, 1996
End