HONG KONG MONETARY AUTHORITY
INTERBANK LIQUIDITY
18 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 : 0.005%
HKAB 1M HIBOR FIXING : 0.09357%

TWI 86.0(+0.0) 
18 NOV 09


OPENING AGGREGATE BALANCE

315,290MN

CLOSING AGGREGATE BALANCE

306,368MN

CHANGE ATTRIBUTABLE TO :

MARKET ACTIVITIES*

+3,100MN

INTEREST PAYMENT/ ISSUANCE OF EXCHANGE FUND PAPER #

-12,022MN

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

305,820MN

1000 HR

306,602MN

1100 HR

324,677MN

1200 HR

295,064MN

1500 HR

313,074MN

1600 HR

318,548MN
   


(AS AT 18:30HR 
18 NOV 2009)

 FOREX TRANSACTIONS

OTHER  MARKET ACTIVITIES

 REVERSAL OF DISCOUNT WINDOW INT PMT/ISSUANCE OF EFBN

FORECAST AGGREGATE BALANCE AFTER DISCOUNT WINDOW REVERSAL
19 NOV 2009 +4,263MN +0MN -0MN +0MN 310,631MN
20 NOV 2009 +5,425MN +0MN -0MN -13MN 316,043MN
23 NOV 2009 +0MN +0MN -0MN +12MN 316,054MN

AFTER 23 NOV 2009

 +0MN

+0MN

-0MN

-14,005MN*

 302,049MN
           

The figures may not add up due to rounding.

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

 

 

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