XN000022-1997-01-17 — Page 23

22.

Hong Kong Monetary Authority

EF Notes/MTRC Notes

EF Bills

Terms

Yield

Terms

Issue

Coupon

Price

Yield

1 week

4.37

2 years

2811

5.72

100.14

5.71

1 month

4.42

3 years

3001

6.17

100.09

6.23

3 months

4.59

5 years

5112

6.57

99.90

6.70

6 months

4.81

7 years

7311

6.80

99.84

6.94

12 months

5.11

10 years

1610

7.37

102.33

7.16

5 years

M503

7.35

101.90

6.98

TOTAL TURNOVER OF EF BILLS AND NOTES - $12,069 MN

CLOSED JANUARY 17, 1997

End