HONG KONG MONETARY AUTHORITY
INTERBANK LIQUIDITY
March 18, 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 : 1.47%
HKAB 1M HIBOR FIXING : 1.65000%

TWI 85.90 (+0.1) 
18 Mar 08


OPENING AGGREGATE BALANCE

4,881MN

CLOSING AGGREGATE BALANCE

5,275MN

CHANGE ATTRIBUTABLE TO :

MARKET ACTIVITIES

+0MN

INTEREST PAYMENT/ ISSUANCE OF EXCHANGE FUND PAPER #

+20MN

DISCOUNT WINDOW REVERSAL

-310MN

DISCOUNT WINDOW TODAY

+686MN

# 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

11,731MN

1000 HR

18,491MN

1100 HR

22,628MN

1200 HR

40,781MN

1500 HR

57,270MN

1600 HR

61,005MN


(AS AT 17:30HR 
18 Mar 2008)

FOREX TRANSACTIONS

INTEREST PAYMENT/ ISSUANCE OF EXCHANGE FUND PAPER

FORECAST AGGREGATE BALANCE BEFORE DISCOUNT WINDOW OPENS
19 MAR 2008 +0MN -36MN 4,554MN
20 MAR 2008 +0MN +85MN 4,639MN
25 MAR 2008 +0MN +84MN 4,723MN

AFTER 25 MAR 2008

+0MN

-87MN

4,636MN

       

 

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