Latest EFN Closing Yield-to-Maturity of Last 5 Trading Days


Yield-to-Maturity at Closing from the OTC market as of the last 5 trading
days of the latest EFN in issue with similar time-to-maturity ("Latest
EFN") as the EFN at tender for reference:

Re: EFN at tender (HKMA Issue No. 02Y2711)

Latest
Same
Maturity                                      Closing Yield-to-Maturity
EFN     HKMA                      Coupon           at Closing (%pa)*
Stock   Issue     Issue  Maturity  Rate    2025
Code    No.       Date     Date   (%pa)    07/11 10/11 11/11 12/11 13/11
----    -----     ----     ----   ------   ----- ----- ----- ----- -----
4036    15Y2802 22/02/13 22/02/28  1.49    2.402 2.420 2.452 2.453 2.447


* Source: Refinitiv