-
Hong Kong Monetary Authority interbank liquidity
Aggregate Balance of Settlement
Time
Accounts
Opening Aggregate Balance
914 MN
0930 HR
48,927 MN
Closing Aggregate Balance
374 MN
1000 HR
54,787 MN
Change Attributable To :
1100 HR
49,230 MN
Money Market Activity
- 6,720 MN
1200 HR
52,108 MN
Laf Reversal
+13,345 MN
1500 HR
44,713 MN
Laf Today
- 7,165 MN
1600 HR
38,707 MN
Laf Rate 4.00% BID/6.00% Offer TWI 126.5 *+0.1* 27.1.97
Hong Kong Monetary Authority
EF Bills
EF Notes/MTRC Notes
Terms
Yield
Terms
Issue
Coupon
Price
Yield
1 week
4.43
2 years
2811
5.72
100.29
5.62
1 month
4.34
3 years
3001
6.17
100.38
6.12
3 months
4.46
5 years
5112
6.57
100.40
6.58
6 months
4.66
7 years
7311
6.80
100.68
6.78
12 months
5.05
10 years
1610
7.37
103.55
6.98
5 years
M503
7.35
102.37
6.85
Total Turnover of EF Bills and Notes - $27,610 MN
Closed January 27, 1997
End