HONG KONG MONETARY AUTHORITY
INTERBANK LIQUIDITY
June 11, 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 : 1.22%
HKAB 1M HIBOR FIXING : 1.74000%

TWI 85.90 (+0.20) 
11 Jun 08


OPENING AGGREGATE BALANCE

4,803MN

CLOSING AGGREGATE BALANCE

4,743MN

CHANGE ATTRIBUTABLE TO :

MARKET ACTIVITIES

+0MN

INTEREST PAYMENT/ ISSUANCE OF EXCHANGE FUND PAPER #

-80MN

DISCOUNT WINDOW REVERSAL

-0MN

DISCOUNT WINDOW TODAY

+20MN

# 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

8,157MN

1000 HR

13,084MN

1100 HR

24,438MN

1200 HR

41,364MN

1500 HR

51,492MN

1600 HR

49,929MN


(AS AT 17:30HR 
11 Jun 2008)

FOREX TRANSACTIONS

INTEREST PAYMENT/ ISSUANCE OF EXCHANGE FUND PAPER

FORECAST AGGREGATE BALANCE BEFORE DISCOUNT WINDOW OPENS
12 JUN 2008 +0MN +23MN 4,746MN
13 JUN 2008 +0MN +30MN 4,776MN
16 JUN 2008 +0MN +22MN 4,798MN

AFTER 16 JUN 2008

+0MN

-162MN

4,636MN

       

 

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