HONG KONG MONETARY AUTHORITY
INTERBANK LIQUIDITY
22 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 : 0.0001%
HKAB 1M HIBOR FIXING : 0.07000%

TWI 86.8(+0.1) 
22 DEC 09


OPENING AGGREGATE BALANCE

291,725MN

CLOSING AGGREGATE BALANCE

291,733MN

CHANGE ATTRIBUTABLE TO :

MARKET ACTIVITIES*

+0MN

INTEREST PAYMENT/ ISSUANCE OF EXCHANGE FUND PAPER #

+9MN

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

299,248MN

1000 HR

301,594MN

1100 HR

302,448MN

1200 HR

307,327MN

1500 HR

318,951MN

1600 HR

308,695MN
   


(AS AT 18:30HR 
22 DEC 2009)

 FOREX TRANSACTIONS

OTHER  MARKET ACTIVITIES

 REVERSAL OF DISCOUNT WINDOW INT PMT/ISSUANCE OF EFBN

FORECAST AGGREGATE BALANCE AFTER DISCOUNT WINDOW REVERSAL
23 DEC 2009 +0MN +0MN -0MN -14,214MN* 277,519MN
24 DEC 2009 +0MN +0MN -0MN +0MN 277,519MN
28 DEC 2009 +0MN +0MN -0MN +25MN 277,544MN

AFTER 28 DEC 2009

 +0MN

+0MN

-0MN

-12,986MN*

 264,558MN
           

The figures may not add up due to rounding.

*Including additional issuance of Exchange Fund Bills of 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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