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14
Hong Kong Monetary Authority Interbank Liquidity
Aggregate
Balance of Settlement
Time
Accounts
Opening aggregate balance
484 mn
0930 hr
8,282 mn
Closing aggregate balance
506 mn
1000 hr
9,450 mn
Change attributable to:
1100 hr
21,041 mn
Money market activity
-12 mn
1200 hr
25,366 mn
LAF reversal
+7,453 mn
1500 hr
28,331 mn
LAF today
-7,419 mn
1600 hr
26,477 mn
LAF rate 4.00% bid/6.00% offer TWI 125.7 +0.0* 14.1.97
Hong Kong Monetary Authority
EF bills
EF notes/MTRC notes
Terms
Yield
Terms
Issue
Coupon
Price
Yield
1 week
4.40
2 years
2811
5.72 100.04 5.77
1 month
4.45
3 years
3001
6.17 99.85 6.32
3 months
4.58
5 years
5112
6.57 99.43 6.82
6 months
4.81
7 years
7311
6.80 98.83 7.14
12 months
5.16
10 years 5 years
1610
7.37 100.73 7.39
M503
7.35 101.46 7.09
Total turnover of ef bills and notes - $15,751 mn
Closed January 14, 1997
End