18
-
Hong Kong Monetary Authority Interbank Liquidity
Aggregate Balance of
Settlement
Time Accounts
Opening aggregate balance
555 mn
0930 hr
8,435 mn
Closing aggregate balance
796 mn
1000 hr
20,338 mn
Change attributable to:
1100 hr
23,969 mn
Money market activity
+156 mn
1200 hr
29,063 mn
LAF reversal
+7,803 mn
1500 hr
28,445 mn
LAF today
-7,718 mn
1600 hr
30,656 mn
LAF RATE 4.00% BID/6.00% OFFER TWI 125.2 +0.2* 27.12.96
Hong Kong Monetary Authority
EF bills
EF notes/MTRC notes
Terms
Yield
Terms
Issue Coupon
Price
Yield
1 week
4.22
2 years
2811
5.72
100.23
5.66
1 month
4.28
3 years
3910
6.28
100.71 6.09
3 months
4.50
5 years
5112
6.57
99.60
6.78
6 months
4.70
7 years
7311
6.80
99.18 7.07
12 months 5.06
10 years
1610
7.37
101.21 7.32
5
years M503
7.35
101.64 7.05
Total turnover Of EF bills and notes - $10,019 mn
Closed December 27, 1996
End