HONG KONG MONETARY AUTHORITY
INTERBANK LIQUIDITY
February 27, 2008

 

CONVERTIBILITY UNDERTAKING

USD/HKD FOR VALUE SPOT
OFFER RATE : 7.8500
BID RATE : 7.7500


DISCOUNT WINDOWS

BASE RATE : 4.50%
TODAY'S O/N HIBOR : 1.82%
HKAB 1M HIBOR FIXING : 2.42071%

TWI 87.10 (-0.2) 
27 Feb 08


OPENING AGGREGATE BALANCE

4,759MN

CLOSING AGGREGATE BALANCE

4,679MN

CHANGE ATTRIBUTABLE TO :

MARKET ACTIVITIES

+0MN

INTEREST PAYMENT/ ISSUANCE OF EXCHANGE FUND PAPER #

-80MN

DISCOUNT WINDOW REVERSAL

-0MN

DISCOUNT WINDOW TODAY

+0MN

# This refers to the increase in the Aggregate balance due to interest payments on exchange fund paper. The Earliest opportunity will be taken to issue new exchange fund paper to absorb such increase in the aggregate balance.

TIME

AGGREGATE BALANCE OF 
SETTLEMENT ACCOUNTS

0930 HR

9,046MN

1000 HR

10,711MN

1100 HR

21,579MN

1200 HR

39,673MN

1500 HR

41,074MN

1600 HR

59,392MN


(AS AT 17:30HR 
27 Feb 2008)

FOREX TRANSACTIONS

INTEREST PAYMENT/ ISSUANCE OF EXCHANGE FUND PAPER

FORECAST AGGREGATE BALANCE BEFORE DISCOUNT WINDOW OPENS
28 FEB 2008 +0MN +13MN 4,692MN
29 FEB 2008 +0MN +14MN 4,706MN
03 MAR 2008 +0MN -2MN 4,703MN

AFTER 03 MAR 2008

+0MN

-67MN

4,636MN

       

 

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