A B C D E F G H
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2 HONG KONG MONETARY AUTHORITY
3 EXCHANGE FUND BILLS AND NOTES
4 CLOSING REFERENCE FOR EXCHANGE FUND BILLS
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6 As at 4:00 pm 19 August 2009
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8 EXCHANGE FUND BILLS Data powered by Reuters
9 ISSUE MATURITY YIELD
10 NO. (DD/MM/YY) (%)
11 Q0921 26/08/09 0.06
12 Q0922 02/09/09 0.07
13 H0960 09/09/09 0.07
14 Q0923 09/09/09 0.07
15 H0961 16/09/09 0.08
16 Q0924 16/09/09 0.08
17 Y0894 16/09/09 0.08
18 H0962 23/09/09 0.08
19 Q0925 23/09/09 0.08
20 Q0926 30/09/09 0.09
21 H0963 07/10/09 0.09
22 Q0927 07/10/09 0.09
23 Q0928 14/10/09 0.10
24 Y0895 14/10/09 0.10
25 H0964 21/10/09 0.11
26 Q0929 21/10/09 0.11
27 Q0930 28/10/09 0.11
28 H0965 04/11/09 0.12
29 Q0931 04/11/09 0.12
30 Q0932 11/11/09 0.12
31 Y0896 11/11/09 0.12
32 H0966 18/11/09 0.13
33 Q0933 18/11/09 0.13
34 H0967 02/12/09 0.14
35 Y0897 09/12/09 0.14
36 H0968 16/12/09 0.14
37 H0969 30/12/09 0.15
38 Y0985 06/01/10 0.15
39 H0970 13/01/10 0.15
40 H0971 27/01/10 0.16
41 Y0986 03/02/10 0.16
42 H0972 10/02/10 0.17
43 H0973 17/02/10 0.17
44 Y0987 03/03/10 0.17
45 Y0988 31/03/10 0.18
A B C D E F G H
46 Y0989 28/04/10 0.19
47 Y0990 26/05/10 0.20
48 Y0991 23/06/10 0.21
49 Y0992 21/07/10 0.21
50 Y0993 18/08/10 0.22
A B C D E F G H I
1
2 HONG KONG MONETARY AUTHORITY
3 EXCHANGE FUND BILLS AND NOTES
4 CLOSING REFERENCE FOR EXCHANGE FUND NOTES
5
6 As at 4:00 pm 19 August 2009
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8 EXCHANGE FUND NOTES Data powered by Reuters
9 ISSUE MATURITY COUPON YIELD PRICE
10 NO. (DD/MM/YY) (%) (%)
11 5909 28/09/09 3.18 0.084 100.33
12 02Y0911 16/11/09 3.00 0.128 100.69
13 7911 30/11/09 3.96 0.135 101.07
14 1912 08/12/09 7.47 0.139 102.21
15 5912 21/12/09 2.69 0.145 100.86
16 02Y1002 15/02/10 1.52 0.169 100.67
17 7002 26/02/10 3.80 0.173 101.89
18 5003 22/03/10 3.52 0.180 101.96
19 02Y1005 17/05/10 1.77 0.197 101.16
20 7005 28/05/10 3.19 0.200 102.30
21 5006 14/06/10 3.33 0.205 102.55
22 1006 21/06/10 7.31 0.206 105.93
23 02Y1008 16/08/10 2.36 0.220 102.11
24 7008 20/08/10 3.92 0.222 103.69
25 5009 20/09/10 3.79 0.248 103.84
26 02Y1011 17/11/10 0.82 0.297 100.65
27 7011 26/11/10 3.95 0.304 104.61
28 1012 06/12/10 7.01 0.313 108.65
29 5012 20/12/10 4.26 0.325 105.23
30 02Y1102 16/02/11 0.75 0.374 100.56
31 7102 25/02/11 3.27 0.381 104.37
32 5103 21/03/11 4.23 0.401 106.04
33 02Y1105 18/05/11 0.64 0.450 100.33
34 7105 27/05/11 4.50 0.458 107.11
35 5106 13/06/11 4.57 0.472 107.39
36 1106 20/06/11 6.13 0.478 110.30
37 02Y1108 17/08/11 0.43 0.527 99.81
38 7108 26/08/11 3.93 0.541 106.79
39 5109 19/09/11 3.97 0.578 107.01
40 7111 25/11/11 3.12 0.681 105.48
41 1112 05/12/11 5.92 0.696 111.87
42 5112 19/12/11 3.63 0.718 106.72
43 7202 24/02/12 3.14 0.821 105.77
44 05Y1203 19/03/12 4.06 0.858 108.16
45 7205 28/05/12 3.61 0.966 107.22
A B C D E F G H I
46 05Y1206 18/06/12 4.53 0.998 109.84
47 1206 19/06/12 5.80 0.999 113.39
48 7208 27/08/12 4.00 1.082 108.66
49 05Y1209 17/09/12 4.20 1.107 109.35
50 7211 26/11/12 4.49 1.191 110.57
51 1212 04/12/12 4.50 1.201 110.63
52 05Y1212 17/12/12 2.66 1.216 104.71
53 7302 22/02/13 4.13 1.297 109.71
54 05Y1303 18/03/13 2.03 1.326 102.47
55 7305 24/05/13 4.74 1.406 112.19
56 1306 05/06/13 3.73 1.420 108.53
57 05Y1306 17/06/13 2.88 1.435 105.38
58 7308 22/08/13 4.40 1.514 111.21
59 05Y1309 25/09/13 2.54 1.541 103.98
60 7311 22/11/13 3.83 1.587 109.23
61 1312 02/12/13 4.32 1.595 111.28
62 05Y1312 19/12/13 1.67 1.608 100.29
63 07Y1402 28/02/14 4.28 1.664 111.40
64 05Y1403 24/03/14 1.67 1.683 99.98
65 07Y1405 30/05/14 4.04 1.736 110.56
66 1406 02/06/14 4.82 1.738 114.14
67 05Y1406 23/06/14 2.46 1.755 103.30
68 1412 08/12/14 3.51 1.830 108.50
69 1506 22/06/15 3.50 1.917 108.76
70 1512 07/12/15 4.33 1.991 113.85
71 1606 07/06/16 4.83 2.072 117.50
72 1612 06/12/16 3.78 2.153 111.03
73 10Y1706 27/06/17 4.85 2.206 119.08
74 10Y1712 05/12/17 3.52 2.248 109.69
75 10Y1806 25/06/18 3.56 2.300 110.16
76 10Y1812 10/12/18 1.61 2.344 94.01
77 10Y1906 10/06/19 2.64 2.391 102.30
78 15Y2208 29/08/22 4.65 2.426 124.93
79 15Y2302 20/02/23 2.71 2.432 103.37
80 15Y2308 28/08/23 3.27 2.437 110.05
81 15Y2402 20/02/24 1.73 2.443 91.52
82 15Y2408 20/08/24 2.60 2.448 102.11
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