36
Hong Kong Monetary Authority interbank liquidity
Aggregate Balance Of Settlement
Accounts
Time
Opening Aggregate Balance Closing Aggregate Balance Change Attributable To:
695 MN
0930 HR
7,503 MN
467 MN
1000 HR
11,787 MN
1100 HR
19,231 MN
Money Market Activity
- 13 MN
1200 HR
27,510 MN
Laf Reversal
+6,318 MN
1500 HR
31,739 MN
Laf Today
- 6,533 MN
1600 HR
30,901 MN
Laf Rate 4.00% Bid/6.00% Offer TWI 126.6 *+0.2* 23.1.97
Hong Kong Monetary Authority
EF Bills
EF Notes/MTRC Notes
Terms
Yield
Terms
Issue
Coupon
Price
Yield
1 week
3.83
2 years
2811
5.72
100.29
5.62
I month
4.20
3 years
3001
6.17
100.32
6.14
3 months
4.42
5 years
5112
6.57
100.38
6.58
6 months
4.68
7 years
7311
6.80
100.65
6.79
12 months
5.03
10 years 1610
7.37
103.30
7.02
5 years
M503 7.35
102.28
6.87
Total Turnover Of EF Bills and Notes - $35.331 MN
Closed January 23, 1997
End