Hong Kong Monetary Authority Interbank Liquidity
Aggregate
Balance of
Settlement
Time
Accounts
Opening aggregate balance
530 mn
0930 hr
8,105 mn
Closing aggregate balance
695 mn
1000 hr
9,857 mn
Change attributable to:
1100 hr
19.141 mn
J
Money market activity
-39 mn
1200 hr
19,145 mn
LAF reversal
+6,521 mn
1500 hr
22,553 mn
LAF today
-6,317 mn
1600 hr
34,714 mn
LAF rate 4.00% bid/6.00% offer TWI 126.4 *+0.1* 22.1.97
Hong Kong Monetary Authority
EE bills
EF notes/MTRC notes
Terms
Yield
Terms
Issue Coupon
Price
Yield
1 week
4.13
2 years
2811
5.72
100.26
5.64
I month
4.32
3 years
3001
.6.17
100.28 6.16
3 months
4.51
5 years
5112
6.57
100.35 6.59
6 months
4.75
7 years
7311
6.80
100.54
6.81
12 months 5.09
10 years
1610
7.37
103.28
7.02
5 years
M503
7.35
102.25
6.88
Total turnover Of Ef bills and notes $37,208 mn
←
Closed January 22, 1997
End