- 15 -
Hong Kong Monetary Authority interbank liquidity
AGGREGATE
BALANCE OF SETTLEMENT
ACCOUNTS
TIME
OPENING AGGREGATE BALANCE
450 MN
0930 HR
9,671 MN
CLOSING AGGREGATE BALANCE
678 MN
1000 HR
13,942 MN
CHANGE ATTRIBUTABLE TO :
1100 HR
13,942 MN
MONEY MARKET ACTIVITY LAF REVERSAL
- 254 MN
1200 HR
24,005 MN
+8,056 MN
1500 HR
24,105 MN
LAF TODAY
- 7,574 MN
1600 HR
37,028 MN
LAF RATE 4.00% BID/6.00% OFFER TWI 125.3 *+0.1* 3.1.97
Hong Kong Monetary Authority
EF Bills
EF Notes/MTRC Notes
Terms
Yield
Terms
Issue Coupon
Price
Yield
I week
4.38
2 years
2811
5.72
100.13
5.72
1 month
4.40
3 years
3910
6.28
100.45
6.19
3 months
4.52
5 years
5112
6.57
99.18
6.88
6 months
4.73
7 years
7311
6.80
98.50
7.20
12 months
5.11
10 years
1610
7.37
100.17
7.48
5 years
M503
7.35
101.25
7.15
TOTAL TURNOVER OF EF BILLS AND NOTES - $12,539 MN
CLOSED JANUARY 3, 1997
End