- 27 -
Hong Kong Monetary Authority interbank liquidity
AGGREGATE
BALANCE OF
SETTLEMENT
TIME
ACCOUNTS
OPENING AGGREGATE BALANCE CLOSING AGGREGATE BALANCE CHANGE ATTRIBUTABLE TO :
1,121 MN
0930 HR
12,223 MN
484 MN
1000 HR
14,748 MN
1100 HR
19,457 MN
MONEY MARKET ACTIVITY
- 1 MN
1200 HR
27,658 MN
LAF REVERSAL
LAF TODAY
+6,816 MN
1500 HR
34,857 MN
- 7,452 MN
1600 HR
34,965 MN
LAF RATE 4.00% BID/6.00% OFFER TWI 125.7 +0.1* 13.1.97
Hong Kong Monetary Authority
EF Bills
EF Notes/MTRC Notes
Terms
Yield
Terms
Issue Coupon Price
Yield
1 week
4.40
2 years
2811
5.72
100.10
5.74
1 month
4.44
3 years
3910
6.28
100.47
6.18
3 months
4.54
5 years
5112
6.57
99.49
6.80
6 months
4.77
7 years
7311 6.80
98.87
7.13
12 months
5.12
10 years
5 years
1610 7.37 M503 7.35
100.76
7.39
101.58
7.06
TOTAL TURNOVER OF EF BILLS AND NOTES - $14,417 MN
CLOSED JANUARY 13, 1997
End