- 19
-
Hong Kong Monetary Authority interbank liquidity
AGGREGATE
BALANCE OF
SETTLEMENT
TIME
ACCOUNTS
OPENING AGGREGATE BALANCE
514 MN
0930 HR
7,243 MN
CLOSING AGGREGATE BALANCE
530 MN
1000 HR
19,383 MN
CHANGE ATTRIBUTABLE TO :
1100 HR
27,650 MN
MONEY MARKET ACTIVITY
+161 MN
1200 HR
33,216 MN
LAF REVERSAL
+6,376 MN
1500 HR
30,656 MN
LAF TODAY
- 6,521 MN
1600 HR
33,807 MN
LAF RATE 4.00% BID/6.00% OFFER TWI 126.3 *+0.1* 21.1.97
Hong Kong Monetary Authority
EF Bills
EF Notes/MTRC Notes
l'erms
Yield
Terms
Issue Coupon Price
Yield
I week
4.43
2 years
1 month
4.46
3 years
2811 5.72 3001
100.11
5.73
6.17
100.12
6.22
3 months
4.60
5 years
5112 6.57
100.06
6.66
6 months
4.82
7 years
7311
6.80
100.12
6.89
12 months
5.12
10 years
5 years
1610 7.37 M503 7.35
102.81
7.09
102.06
6.93
TOTAL TURNOVER OF EF BILLS AND NOTES - $18,775 MN
CLOSED JANUARY 21, 1997
End