XN000022-1997-01-08 — Page 13

TF bills

· 12 -

Hong Kong Monetary Authority

EF notes/MTRC notes

Terms

Yield

Terms

Issue

Coupon

Price

Yield

I week

4.33

2 years

2811

5.72

100.22 5.67

1 month

4.37

3 years

3910

6.28

100.58

6.14

3 months

4.52

5 years

5112

6.57

99.33

6.84

6 months

4.74

7 years

7311

6.80

98.69

7.17

12 months 5.10

10 years

1610

7.37

100.39

7.44

5 years

M503

7.35

101.43

7.10

Total turnover of ef bills and notes - $15,808 mn

Closed January 8, 1997

End