- 10 -
Hong Kong Monetary Authority interbank liquidity
AGGREGATE
BALANCE OF SETTLEMENT
ACCOUNTS
TIME
OPENING AGGREGATE BALANCE
816 MN
0930 HR
16.508 MN
CLOSING AGGREGATE BALANCE CHANGE ATTRIBUTABLE TO :
1,306 MN
1000 HR
19,351 MN
1100 HR
25,386 MN
MONEY MARKET ACTIVITY LAF REVERSAL
+2,769 MN
1200 HR
32,656 MN
+6,971 MN
1500 HR
38,422 MN
LAF TODAY
- 9,250 MN
1600 HR
39,197 MN
LAF RATE 4.00% BID/6.00% OFFER TWI 125.0 *+0.0* 16.12.96
Hong Kong Monetary Authority
EF Bills
EF Notes/MTRC Notes
Terms
Yield
Terms
Issue Coupon Price
Yield
1 week
4.16
2 years
2811 5.72
100.14
5.72
1 month
4.33
3 years
3910
6.28
100.68
6.10
3 months
4.62
5
years
5109
7.32
102.79
6.73
6 months
4.86
7 years
7311
6.80
99.08
7.09
12 months
5.16
10 years
1610 7.37
101.16
7.33
5 years
M503
7.35
101.58
7.06
TOTAL TURNOVER OF EF BILLS AND NOTES - $6,070 MN
CLOSED DECEMBER 16, 1996
End