HONG KONG MONETARY AUTHORITY
INTERBANK LIQUIDITY
May 20, 2008

 

CONVERTIBILITY UNDERTAKING

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


DISCOUNT WINDOWS

BASE RATE : 3.50%
TODAY'S O/N HIBOR : 1.01%
HKAB 1M HIBOR FIXING : 1.37857%

TWI 86.10 (+0.0) 
20 May 08


OPENING AGGREGATE BALANCE

4,746MN

CLOSING AGGREGATE BALANCE

4,738MN

CHANGE ATTRIBUTABLE TO :

MARKET ACTIVITIES

+0MN

INTEREST PAYMENT/ ISSUANCE OF EXCHANGE FUND PAPER #

-2MN

DISCOUNT WINDOW REVERSAL

-5MN

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

10,075MN

1000 HR

12,599MN

1100 HR

21,638MN

1200 HR

49,628MN

1500 HR

55,878MN

1600 HR

56,064MN


(AS AT 17:30HR 
20 May 2008)

FOREX TRANSACTIONS

INTEREST PAYMENT/ ISSUANCE OF EXCHANGE FUND PAPER

FORECAST AGGREGATE BALANCE BEFORE DISCOUNT WINDOW OPENS
21 MAY 2008 +0MN -77MN 4,661MN
22 MAY 2008 +0MN +11MN 4,673MN
23 MAY 2008 +0MN +0MN 4,673MN

AFTER 23 MAY 2008

+0MN

-36MN

4,636MN

       

 

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