HONG KONG MONETARY AUTHORITY
INTERBANK LIQUIDITY
10 NOV 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 : 0.01%
HKAB 1M HIBOR FIXING : 0.10893%

TWI 86.2(+0.0) 
10 NOV 09


OPENING AGGREGATE BALANCE

259,242MN

CLOSING AGGREGATE BALANCE

268,542MN

CHANGE ATTRIBUTABLE TO :

MARKET ACTIVITIES*

+9,300MN

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

275,195MN

1000 HR

277,416MN

1100 HR

291,341MN

1200 HR

293,462MN

1500 HR

300,630MN

1600 HR

303,071MN
   


(AS AT 18:30HR 
10 NOV 2009)

 FOREX TRANSACTIONS

OTHER  MARKET ACTIVITIES

 REVERSAL OF DISCOUNT WINDOW INT PMT/ISSUANCE OF EFBN

FORECAST AGGREGATE BALANCE AFTER DISCOUNT WINDOW REVERSAL
11 NOV 2009 +0MN +0MN -0MN -8,696MN* 259,846MN
12 NOV 2009 +10,075MN +0MN -0MN +0MN 269,921MN
13 NOV 2009 +0MN +0MN -0MN +0MN 269,921MN

AFTER 13 NOV 2009

 +0MN

+0MN

-0MN

-25,997MN*

 243,924MN
           

The figures may not add up due to rounding.

*Including additional issuance of Exchange Fund Bills of HK$8.7 BN on 11 Nov, HK$12.0 BN on 18 Nov and HK$14.0 BN on 25 Nov. For details, please refer to the press release available on the HKMA website.

 

 

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