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20
Hong Kong Monetary Authority Interbank Liquidity
Aggregate Balance Of Settlement
Time
Accounts
Opening aggregate balance
436 mn
0930 hr
9,008 mn
Closing aggregate balance
594 mn
1000 hr
19,301 mn
Change attributable to:
1100 hr
23,552 mn
Money market activity
-349 mn
1200 hr
32,701 mn
LAF reversal
+7,847 mn
1500 hr
32,608 mn
LAF today
-7,340 mn
1600 hr
34,426 mn
Laf rate 4.00% bid/6.00% offer Twi 125.5 *-0.1* 10.1.97
Hong Kong Monetary Authority
Ef notes/Mtrc notes
Ef bills
Terms
Yield
Terms
Issue
Coupon
Price
Yield
1 week
4.38
2 years
2811
5.72
100.24
5.65
I month
4.44
3 years
3910
6.28
100.66
6.10
3 months
4.53
5 years
5112
6.57
99.70
6.75
6 months
4.75
7 years
7311
6.80
99.11
7.08
12 months
5.09
10 years
1610
7.37
100.97 7.36
5 years
M503
7.35
101.77 7.01
Total turnover of ef bills and notes - $23,920 mn
Closed January 10, 1997
End