7
Hong Kong Monetary Authority interbank liquidity
AGGREGATE
BALANCE OF
TIME
SETTLEMENT
ACCOUNTS
OPENING AGGREGATE BALANCE
459 MN
0930 HR
9,318 MN
CLOSING AGGREGATE BALANCE
436 MN
1000 HR
11,352 MN
CHANGE ATTRIBUTABLE TO :
1100 HR
18,430 MN
MONEY MARKET ACTIVITY
+12 MN
1200 HR
27,973 MN
LAF REVERSAL
+7,811 MN
1500 HR
32,199 MN
LAF TODAY
- 7,846 MN
1600 HR
34,743 MN
LAF RATE 4.00% BID/6.00% OFFER TWI 125.6 *+0.3* 9.1.97
Hong Kong Monetary Authority
EF Bills
EF Notes/MTRC Notes
Terms
Yield
Terms
Issue Coupon Price
Yield
1 Week
4.39
2 Years
1 Month
4.44
3 Years
2811 3910 6.28
5.72
100.21
5.67
100.58
6.14
3 Months
4.55
5 Years
5112
6.57
99.36
6.84
6 Months
4.76
7 Years
7311
6.80
98.59
7.18
12 Months
5.11
10 Years
1610
7.37
100.23
7.47
5 Years
M503 7.35
101.50
7.08
TOTAL TURNOVER OF EF BILLS AND NOTES - $19,095 MN
CLOSED JANUARY 9, 1997
End