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Hong Kong Monetary Authority interbank liquidity
AGGREGATE
BALANCE OF
TIME
SETTLEMENT
ACCOUNTS
OPENING AGGREGATE BALANCE
467 MN
0930 HR
6,884 MN
CLOSING AGGREGATE BALANCE CHANGE ATTRIBUTABLE TO :
552 MN
1000 HR
9,016 MN
1100 HR
20,152 MN
MONEY MARKET ACTIVITY LAF REVERSAL
- 119 MN
1200 HR
23,097 MN
+6,136 MN
1500 HR
29,435 MN
LAF TODAY
- 5,932 MN
1600 HR
32,638 MN
LAF RATE 4.00% BID/6.00% OFFER TWI 125.8 -0.1* 16.1.97
Hong Kong Monetary Authority
EF Bills
EF Notes/MTRC Notes
Terms
Yield
Terms
Issue Coupon Price
Yield
1 week
4.37
2 years
2811 5.72
100.17
5.69
1 month
4.43
3 years
3001 6.17
100.15
6.21
3 months
4.59
5 years
5112
6.57
99.92
6.70
6 months
4.81
7 years
7311
6.80
99.75
6.96
12 months
5.10
10 years
5 years
1610 7.37 M503 7.35
102.20
7.18
101.93
6.97
TOTAL TURNOVER OF EF BILLS AND NOTES - $14,638 MN
CLOSED JANUARY 16, 1997
End