API Detailed Documentation
API URL:
https://api.hkma.gov.hk/public/market-data-and-statistics/monthly-statistical-bulletin/efbn/efbn-yield-daily|
| |
| Output Fields (JSON) | Swagger Format |
| Name | Type | Unit Of Measure | Description |
|---|---|---|---|
| end_of_day | Date | Date Date in ISO format yyyy-mm-dd, For example, 1997-01-01 | |
| efb_7d | Number | percent per annum | Exchange Fund Bills 7-day |
| efb_30d | Number | percent per annum | Exchange Fund Bills 30-day |
| efb_91d | Number | percent per annum | Exchange Fund Bills 91-day |
| efb_182 | Number | percent per annum | Exchange Fund Bills 182-day |
| efb_273d | Number | percent per annum | Exchange Fund Bills 273-day |
| efb_364d | Number | percent per annum | Exchange Fund Bills 364-day |
| efn_2y | Number | percent per annum | Exchange Fund Notes 2-year |
| efn_3y | Number | percent per annum | Exchange Fund Notes 3-year |
| efn_4y | Number | percent per annum | Exchange Fund Notes 4-year |
| efn_5y | Number | percent per annum | Exchange Fund Notes 5-year |
| efn_7y | Number | percent per annum | Exchange Fund Notes 7-year |
| efn_10y | Number | percent per annum | Exchange Fund Notes 10-year |
| efn_15y | Number | percent per annum | Exchange Fund Notes 15-year |
Footnotes:
| 1. Before 16 December 2002, the yield figures are calculated as the arithmetic mean of 4 quotes collected from 4 designated banks. Following the introduction of the HKMA EFBN Fixings on 16 December 2002, the yield figures are calculated as the arithmetic mean of the middle 8 quotes, after excluding the 2 highest and 2 lowest quotes, collected from the 12 Eligible Market Makers. Following the introduction of the HKMA EFBN Indicative Pricings on 16 January 2015, the indicative prices for each of the benchmarks is calculated on a mid-price basis, using the indicative bid and ask quotes contributed by the 12 Eligible Market Makers, after excluding the 2 highest and the 2 lowest quotes. Starting from January 2022, the indicative prices for each of the benchmarks is derived as the arithmetic mean of the middle 8 quotes from the 14 Eligible Market Makers, after excluding the three highest and the three lowest quotes. |
| 2. Starting from 2015, the HKMA has ceased new issuance of exchange fund notes of tenor of 3 years and above. For information on yields for tenor of 3 years and above since March 2015, please make reference to Hong Kong Government Bonds which are available under Statistical Tables 9.4 at http://www.hkma.gov.hk/eng/market-data-and-statistics/monthly-statistical-bulletin/table.shtml#section9 |
| 3. Yield figures powered by Reuters. |
API Examples
Javascript Example
$.ajax({url: 'https://api.hkma.gov.hk/public/market-data-and-statistics/monthly-statistical-bulletin/efbn/efbn-yield-daily?offset=0',dataType:'json',success:function(data){alert('results found:'+ data.result.datasize)}});
Python Example
import urllib.requesturl = 'https://api.hkma.gov.hk/public/market-data-and-statistics/monthly-statistical-bulletin/efbn/efbn-yield-daily?offset=0'with urllib.request.urlopen (url) as req:print (req.read())