14
LAF rate 4.00% bid/6.00% offer TWI 124.3 *+0.0* 18.11.96
Hong Kong Monetary Authority
EF bills
EF notes/MTRC notes
Terms
Yield
Term
Issue
Coupon Price
Yield
1 week
4.90
2
years
2811
5.72
100.10
5.75
1 month
4.91
3 years
3910
6.28
100.73
6.09
3 months
4.93
5 years
5109
7.32
103.16
6.64
6 months
5.01
7 years
7308
7.24
102.23
6.94
12 months 5.25
10 years
1610
7.37
101.96
7.22
5 years
M503
7.35
101.95
6.98
Total turnover of EF bills and notes - $7,628 million
Closed November 18, 1996
End