HONG KONG MONETARY AUTHORITY
INTERBANK LIQUIDITY
May 27, 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 : 0.97%
HKAB 1M HIBOR FIXING : 1.38857%

TWI 85.50 (+0.1) 
27 May 08


OPENING AGGREGATE BALANCE

4,732MN

CLOSING AGGREGATE BALANCE

4,746MN

CHANGE ATTRIBUTABLE TO :

MARKET ACTIVITIES

+0MN

INTEREST PAYMENT/ ISSUANCE OF EXCHANGE FUND PAPER #

+13MN

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

7,490MN

1000 HR

13,781MN

1100 HR

19,587MN

1200 HR

47,610MN

1500 HR

71,277MN

1600 HR

65,235MN


(AS AT 17:30HR 
27 May 2008)

FOREX TRANSACTIONS

INTEREST PAYMENT/ ISSUANCE OF EXCHANGE FUND PAPER

FORECAST AGGREGATE BALANCE BEFORE DISCOUNT WINDOW OPENS
28 MAY 2008 +0MN -45MN 4,700MN
29 MAY 2008 +0MN +0MN 4,700MN
30 MAY 2008 +0MN +12MN 4,712MN

AFTER 30 MAY 2008

+0MN

-76MN

4,636MN

       

 

Back to Top