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. 02Y2805)

Latest
Same
Maturity                                      Closing Yield-to-Maturity
EFN     HKMA                      Coupon           at Closing (%pa)*
Stock   Issue     Issue  Maturity  Rate    2026
Code    No.       Date     Date   (%pa)    12/05 13/05 14/05 15/05 18/05
----    -----     ----     ----   ------   ----- ----- ----- ----- -----
4042    15Y2808 22/08/13 22/08/28  2.49    2.563 2.629 2.617 2.659 2.765


* Source: Refinitiv