Yield of Exchange Fund Bills & Notes – Period average figures

API Detailed Documentation

API URL:

https://api.hkma.gov.hk/public/market-data-and-statistics/monthly-statistical-bulletin/efbn/efbn-yield-periodaverage

API Data Enquiry

Output Fields (JSON) Swagger Format
Name Type Unit Of Measure Description
end_of_monthDateYear and Month in ISO format yyyy-mm, For example, 1997-01
efb_7dNumberpercent per annumPeriod average figures
Exchange Fund Bills
7-day
efb_30dNumberpercent per annumPeriod average figures
Exchange Fund Bills
30-day
efb_91dNumberpercent per annumPeriod average figures
Exchange Fund Bills
91-day
efb_182dNumberpercent per annumPeriod average figures
Exchange Fund Bills
182-day
efb_273dNumberpercent per annumPeriod average figures
Exchange Fund Bills
273-day
efb_364dNumberpercent per annumPeriod average figures
Exchange Fund Bills
364-day
efn_2yNumberpercent per annumPeriod average figures
Exchange Fund Notes
2-year
efn_3yNumberpercent per annumPeriod average figures
Exchange Fund Notes
3-year
efn_4yNumberpercent per annumPeriod average figures
Exchange Fund Notes
4-year
efn_5yNumberpercent per annumPeriod average figures
Exchange Fund Notes
5-year
efn_7yNumberpercent per annumPeriod average figures
Exchange Fund Notes
7-year
efn_10yNumberpercent per annumPeriod average figures
Exchange Fund Notes
10-year
efn_15yNumberpercent per annumPeriod average figures
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 price 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.
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-periodaverage?offset=0',
dataType:'json',
success:function(data){
alert('results found:'+ data.result.datasize)
}
});

Python Example

import urllib.request
url = 'https://api.hkma.gov.hk/public/market-data-and-statistics/monthly-statistical-bulletin/efbn/efbn-yield-periodaverage?offset=0'
with urllib.request.urlopen (url) as req:
print (req.read())

How to use the APIs

To learn more, please visit API documentation.