37
Hong Kong Monetary Authority Interbank Liquidity
Aggregate
Balance Of Settlement
Time
Accounts
Opening aggregate balance
467 mn
0930 hr
8,287 mn
Closing aggregate balance
1,168 mn
1000 hr
9,977 mn
Change attributable to :
1100 hr
20,767 mn
money market activity
+7.281 mn
1200 hr
30,461 mn
LAF reversal
+6,568 mn
1500 hr
35,811 mn
LAF today
-13,148 mn
1600 hr
35,659 mn
LAF rate 4.00% bid/6.00% offer TWI 126.6 *+0.0* 24.1.97
Hong Kong Monetary Authority
EF notes/MTRC notes
EF bills
Terms
Yield
Terms
Issue
Coupon
Price
Yield
1 week
4.35
2 years
2811
5.72
100.25
5.64
1 month
4.31
3 years
3001
6.17
100.31
6.15
3 months
4.48
5
years
5112
6.57
100.33
6.59
6 months
4.66
7 years
7311
6.80
100.66
6.79
12 months
5.04
10 years
1610
7.37
103.55
6.98
5 years M503
7.35
102.31
6.87
Total turnover of EF bills and notes - $32,884 mn
Closed January 24, 1997
End