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2011年12月29日 星期四

HIBOR (2011/12/28) - Higher Short-term Rates [5]

HIBOR (2011/12/28) - Higher Short-term Rates [5]: overnight, 1-, and 2-week rates are much higher; 1- and 3-month rates are higher; and all others are slightly higher.

Overnight rate is about 409.4% higher; 1-week rate about 180.5% higher; and 2-week rate about 17.0% higher.


HKAB HKD Interest Settlement Rates Highlights:
香港銀行公會港元利息結算利率摘要:


Date
Maturity:
Overnite, 1 Week, 2 Week, 1 Month, 3 Month, 6 Month, 9 Month, 12 Month

2011/12/23
0.11357, 0.17571, 0.26929, 0.32857, 0.36929, 0.54857, 0.58000, 0.86857

2011/12/28
0.57857, 0.49286, 0.31500, 0.33357, 0.37500, 0.55214, 0.58357, 0.87071


Chart of 1-Month HIBOR Chart of 3-Month HIBOR
Chart of 6-Month HIBOR Chart of 12-Month HIBOR


According to HKAB, in last 6 trading days (more than 1 trading week because of the holiday),
GBP to HKD rate is up by about 1.32%;
AUD to HKD rate is up by about 3.94%; and
CAD to HKD rate is up by about 3.44%;

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