-
4
Hong Kong Monetary Authority interbank liquidity
AGGREGATE
BALANCE OF SETTLEMENT
TIME
ACCOUNTS
OPENING AGGREGATE BALANCE CLOSING AGGREGATE BALANCE CHANGE ATTRIBUTABLE TO :
474 MN
0930 HR
11,009 MN
450 MN
1000 HR
18,430 MN
1100 HR
21,563 MN
MONEY MARKET ACTIVITY
- 6 MN
1200 HR
25,893 MN
LAF REVERSAL
+8,037 MN
1500 HR
27,074 MN
LAF TODAY
- 8,055 MN
1600 HR
35,733 MN
LAF RATE 4.00% BID/6.00% OFFER TWI 125.2 -0.1* 2.1.97
Hong Kong Monetary Authority
EF Bills
EF Notes/MTRC Notes
Terms
Yield
Terms
Issue
Coupon Price
Yield
1 week
4.34
2 years
2811
5.72
100.23
5.66
1 month
4.34
3 years
3910
6.28
100.59
6.13
3 months
4.48
5 years
5112
6.57
99.41
6.82
6 months
4.69
7 years
7311
6.80
98.80
7.14
12 months
5.05
10 years
5 years
1610 7.37
M503
7.35
100.64
7,41
101.55
7.07
TOTAL TURNOVER OF EF BILLS AND NOTES - $14,645 MN
CLOSED JANUARY 2, 1997
End