HONG KONG MONETARY AUTHORITY
INTERBANK LIQUIDITY
11 JAN 2010

 

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 : 0.06036%

TWI 86.4(-0.3) 
11 JAN 10


OPENING AGGREGATE BALANCE

264,569MN

CLOSING AGGREGATE BALANCE

264,569MN

CHANGE ATTRIBUTABLE TO :

MARKET ACTIVITIES*

+0MN

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

284,084MN

1000 HR

284,206MN

1100 HR

289,788MN

1200 HR

292,926MN

1500 HR

308,200MN

1600 HR

305,213MN
   


(AS AT 18:30HR 
11 JAN 2010)

 FOREX TRANSACTIONS

OTHER  MARKET ACTIVITIES

 REVERSAL OF DISCOUNT WINDOW INT PMT/ISSUANCE OF EFBN

FORECAST AGGREGATE BALANCE AFTER DISCOUNT WINDOW REVERSAL
12 JAN 2010 +0MN +0MN -0MN +0MN 264,569MN
13 JAN 2010 +0MN +0MN -0MN -8,996MN* 255,573MN
14 JAN 2010 +0MN +0MN -0MN +0MN 255,573MN

AFTER 14 JAN 2010

 +0MN

+0MN

-0MN

-25,995MN*

 229,578MN
           

The figures may not add up due to rounding.

*Including additional issuance of Exchange Fund Bills of HK$9.0 BN on 13 Jan, HK$14.0 BN on 20 Jan and HK$12.0 BN on 27 Jan. For details, please refer to the press release available on the HKMA website.

 

 

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