HONG KONG MONETARY AUTHORITY
INTERBANK LIQUIDITY
05 OCT 2009

 

CONVERTIBILITY UNDERTAKING

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


DISCOUNT WINDOW

BASE RATE : 0.50%
TODAY'S O/N HIBOR : 0.0001%
HKAB 1M HIBOR FIXING : 0.13786%

TWI 86.7(-0.1) 
05 OCT 09


OPENING AGGREGATE BALANCE

184,178MN

CLOSING AGGREGATE BALANCE

187,278MN

CHANGE ATTRIBUTABLE TO :

MARKET ACTIVITIES*

+3,100MN

INTEREST PAYMENT/ ISSUANCE OF EXCHANGE FUND PAPER #

-0MN

DISCOUNT WINDOW REVERSAL

-0MN

DISCOUNT WINDOW TODAY

+0MN

* This includes Spot FX transactions and other market activities.

# 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

220,249MN

1000 HR

229,250MN

1100 HR

229,581MN

1200 HR

234,309MN

1500 HR

246,406MN

1600 HR

251,027MN
   


(AS AT 18:30HR 
05 OCT 2009)

 FOREX TRANSACTIONS

OTHER  MARKET ACTIVITIES

 REVERSAL OF DISCOUNT WINDOW INT PMT/ISSUANCE OF EFBN

FORECAST AGGREGATE BALANCE AFTER DISCOUNT WINDOW REVERSAL
06 OCT 2009  +0MN +0MN -0MN +0MN 187,278MN
07 OCT 2009 +0MN +0MN -0MN -8,584MN* 178,694MN
08 OCT 2009 +0MN +0MN -0MN +0MN 178,694MN

AFTER 08 OCT 2009

 +0MN

+0MN

-0MN

-14,393MN*

 164,301MN
           

The figures may not add up due to rounding.

*Including additional issuance of Exchange Fund Bills of HK$8.7 bn on 7 Oct, HK$5.7 bn on 14 Oct and HK$8.7 bn on 21 Oct. For details, please refer to the press release available on the HKMA website.

 

 

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