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HKMA Exchange Fund Bills & Notes Fixings

Exchange Fund Bills and Notes are Hong Kong dollar debt securities issued by the HKMA. They constitute direct, unsecured, unconditional and general obligations of the Hong Kong Special Administrative Region Government for the account of the Exchange Fund and have the same status as all other unsecured debt of the Government. The Bills and Notes are for the account of and payable from the Exchange Fund.

The Exchange Fund Bills and Notes Issuance Programme ensures the supply of a significant amount of high-quality Hong Kong dollar debt paper, which can be employed as trading, investment and hedging instruments. Authorized Institutions that maintain Hong Kong dollar clearing accounts with the HKMA may use their holdings of Exchange Fund papers to borrow Hong Kong dollars overnight from the Discount Window. Active primary and secondary markets for Exchange Fund Bills and Notes, and the establishment of a reliable benchmark yield curve for up to 15 years has facilitated the development of a sophisticated Hong Kong dollar debt market.

Key Features and Coverage on RIMES

For this data source, RIMES hosts approximately 320 bonds.

The Exchange Fund Bills are fixed on a mid-yield basis, and the benchmark tenors are one week, one, three, six, nine and 12 months. The Exchange Fund Notes are fixed on a mid-price basis, and the benchmark tenors are two, three, four, five, seven, 10 and 15 years.

Some of the data items available include:

  • Coupon, Date of Portfolio, Last Price Date, Maturity Date, Clean Price, Clean Price, Term of Security, Yield, etc.

 

 

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