HONG KONG MONETARY AUTHORITY
INTERBANK LIQUIDITY
July 2, 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 : 1.27%
HKAB 1M HIBOR FIXING : 1.82857%

TWI 85.30 (+0.1) 
2 Jul 08


OPENING AGGREGATE BALANCE

5,388MN

CLOSING AGGREGATE BALANCE

4,655MN

CHANGE ATTRIBUTABLE TO :

MARKET ACTIVITIES

+0MN

INTEREST PAYMENT/ ISSUANCE OF EXCHANGE FUND PAPER #

-46MN

DISCOUNT WINDOW REVERSAL

-687MN

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

7,152MN

1000 HR

11,320MN

1100 HR

26,264MN

1200 HR

40,972MN

1500 HR

53,445MN

1600 HR

61,599MN


(AS AT 17:30HR 
2 Jul 2008)

FOREX TRANSACTIONS

INTEREST PAYMENT/ ISSUANCE OF EXCHANGE FUND PAPER

FORECAST AGGREGATE BALANCE BEFORE DISCOUNT WINDOW OPENS
03 JUL 2008 +0MN +0MN 4,655MN
04 JUL 2008 +0MN +0MN 4,655MN
07 JUL 2008 +0MN +0MN 4,655MN

AFTER 07 JUL 2008

+0MN

-19MN

4,636MN

       

 

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