XN000022-1996-11-15 — Page 27

25

-

EF bills

Hong Kong Monetary Authority

EF notes/MTRC notes

Terms

Yield

Term

Issue

Coupon

Price

Yield

1 week

4.92

2 years

2811

5.72

100.15

5.72

1 month

4.92

3 years

3910

6.28

100.81

6.06

3 months

4.94

5 years

5109

7.32

103.30

6.61

6 months

5.01

7 years

7308

7.24

102.43

6.90

12 months

5.25

10 years

1610

7.37

102.21

7.18

5 years M503

7.35

102.04

6.95

Total turnover of EF bills and notes - $7,664 million

Closed November 15, 1996

End