Hong Kong Monetary Authority interbank liquidity
AGGREGATE
BALANCE OF SETTLEMENT
ACCOUNTS
TIME
OPENING AGGREGATE BALANCE
977 MN
0930 HR
9,627 MN
CLOSING AGGREGATE BALANCE CHANGE ATTRIBUTABLE TO :
555 MN
1000 HR
13,254 MN
1100 HR
17,858 MN
MONEY MARKET ACTIVITY
LAF REVERSAL
- 8 MN
1200 HR
24,882 MN
+7,386 MN
1500 HR
26,489 MN
LAF TODAY
- 7,800 MN
1600 HR
28,762 MN
LAF RATE 4.00% BID/6.00% OFFER TWI 125.0 *+0.0* 24.12.96
Hong Kong Monetary Authority
EF Bills
EF Notes/MTRC Notes
Terms
Yield
Terms
Issue Coupon
Price
Yield
1 week
4.31
2 years
2811 5.72
100.21
5.68
1 month
4.32
3 years
3910
6.28
100.67
6.10
3 months
4.53
5 years
5112 6.57
99.55
6.79
6 months
4.75
7 years
12 months
5.07
10 years
5 years M503
7311 1610 7.37 7.35
6.80
99.11
7.08
101.11
7.34
101.64
7.05
TOTAL TURNOVER OF EF BILLS AND NOTES - $5,069 MN
CLOSED DECEMBER 24, 1996
End