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Hong Kong Monetary Authority interbank liquidity
Time
Aggregate Balance of Settlement
Accounts
Opening Aggregate Balance
374 MN
0930 HR
I 1,242 MN
Closing Aggregate Balance
327 MN
1000 HR
13,246 MN
Change Attributable to:
1100 11R
23,286 MN
Money Market Activity
+544 MN
1200 FR
29,469 MN
Laf Reversal
+7,166 MN
1500 FIR
29.964 MN
Laf Today
-7.757 MN
1600 IIR
31,016 MN
Laf Rate 4.00% BID/6.00% Offer TWI 126.8 * +0.3* 28.1.97
Hong Kong Monetary Authority
EF Bills
EF Notes/MTRC Notes
Terms
Yield
Terms
Issue Coupon Price
Yield
1 week
4.55
2 years
2811
5.72
100.19
5.68
1 month
4.47
3 years
3001
6.17
100.19
6.19
3 months
4.53
5 years
5112 6.57
100.06
6.66
6 months
4.74
7 years
7311
6.80
100.22
6.87
12 months
5.11
10 years
1701 6.89
99.62
7.06
5 years M503 7.35
102.15
6.91
Total Turnover of EF Bills and Notes - $46,658 MN
Closed January 28, 1997
End