HONG KONG MONETARY AUTHORITY
INTERBANK LIQUIDITY
10 DEC 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 : 0.00001%
HKAB 1M HIBOR FIXING : 0.05107%

TWI 86.1(-0.1) 
10 DEC 09


OPENING AGGREGATE BALANCE

303,590MN

CLOSING AGGREGATE BALANCE

303,597MN

CHANGE ATTRIBUTABLE TO :

MARKET ACTIVITIES*

+0MN

INTEREST PAYMENT/ ISSUANCE OF EXCHANGE FUND PAPER #

+6MN

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

315,285MN

1000 HR

315,842MN

1100 HR

317,431MN

1200 HR

317,673MN

1500 HR

322,425MN

1600 HR

314,752MN
   


(AS AT 18:30HR 
10 DEC 2009)

 FOREX TRANSACTIONS

OTHER  MARKET ACTIVITIES

 REVERSAL OF DISCOUNT WINDOW INT PMT/ISSUANCE OF EFBN

FORECAST AGGREGATE BALANCE AFTER DISCOUNT WINDOW REVERSAL
11 DEC 2009 +0MN +0MN -0MN +0MN 303,597MN
14 DEC 2009 +0MN +0MN -0MN +81MN 303,678MN
15 DEC 2009 +0MN +0MN -0MN +0MN 303,678MN

AFTER 15 DEC 2009

 +0MN

+0MN

-0MN

-39,123MN*

 264,555MN
           

The figures may not add up due to rounding.

*Including additional issuance of Exchange Fund Bills of HK$12.0 BN on 16 Dec, HK$14.0 BN on 23 Dec and HK$13.0 BN on 30 Dec. For details, please refer to the press release available on the HKMA website.

 

 

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