Daily Figures of Interbank Liquidity

API Detailed Documentation

API URL:

https://api.hkma.gov.hk/public/market-data-and-statistics/daily-monetary-statistics/daily-figures-interbank-liquidity

API Data Enquiry

Output Fields (JSON) Swagger Format
Name Type Unit Of Measure Description
end_of_date Date Daily figure
Date in ISO format yyyy-mm-dd, For example, 1997-01-01
cu_weakside Number USD/HKD for Value Spot Convertibility Undertaking
Offer Rate
cu_strongside Number USD/HKD for Value Spot Convertibility Undertaking
Bid Rate
disc_win_base_rate Number % per annum Discount Window Base Rate
hibor_overnight Number % per annum Overnight HIBOR
hibor_fixing_1m Number % per annum HKAB 1-Month HIBOR Fixing
twi Number TWI1
opening_balance Number HK$ million Opening Aggregate Balance
closing_balance Number HK$ million Closing Aggregate Balance
market_activities String HK$ million Change Attributable to
Market activities2
interest_payment String HK$ million Change Attributable to
Interest Payment/Issuance of Exchange Fund Bills and Notes3
discount_window_reversal String HK$ million Change Attributable to
Discount Window reversal
discount_window_activities String HK$ million Change Attributable to
Discount Window activities of the day
intraday_movements_of_aggregate_balance_at_0930 Number HK$ million Intraday movements of Aggregate Balance - 9:30am
intraday_movements_of_aggregate_balance_at_1000 Number HK$ million Intraday movements of Aggregate Balance - 10am
intraday_movements_of_aggregate_balance_at_1100 Number HK$ million Intraday movements of Aggregate Balance - 11am
intraday_movements_of_aggregate_balance_at_1200 Number HK$ million Intraday movements of Aggregate Balance - 12nn
intraday_movements_of_aggregate_balance_at_1500 Number HK$ million Intraday movements of Aggregate Balance - 3pm
intraday_movements_of_aggregate_balance_at_1600 Number HK$ million Intraday movements of Aggregate Balance - 4pm
forex_trans_t1 String HK$ million Forecast of changes in Aggregate Balance attributable to
Forex Transactions of the day + 14
other_market_activities_t1 String HK$ million Forecast of changes in Aggregate Balance attributable to
Other Market Activities of the day + 14
reversal_of_discount_window_t1 String HK$ million Forecast of changes in Aggregate Balance attributable to
Reversal of Discount Window of the day + 14
interest_payment_issuance_efbn_t1 String HK$ million Forecast of changes in Aggregate Balance attributable to
Interest Payment/ Issuance of EFBN of the day + 14
forecast_aggregate_bal_t1 Number HK$ million Forecast Aggregate Balance after Discount Window Reversal of the day + 14
forex_trans_t2 String HK$ million Forecast of changes in Aggregate Balance attributable to
Forex Transactions of the day + 24
other_market_activities_t2 String HK$ million Forecast of changes in Aggregate Balance attributable to
Other Market Activities of the day + 24
reversal_of_discount_window_t2 String HK$ million Forecast of changes in Aggregate Balance attributable to
Reversal of Discount Window of the day + 24
interest_payment_issuance_efbn_t2 String HK$ million Forecast of changes in Aggregate Balance attributable to
Interest Payment/ Issuance of EFBN of the day + 24
forecast_aggregate_bal_t2 Number HK$ million Forecast Aggregate Balance after Discount Window Reversal of the day + 24
forex_trans_t3 String HK$ million Forecast of changes in Aggregate Balance attributable to
Forex Transactions of the day + 34
other_market_activities_t3 String HK$ million Forecast of changes in Aggregate Balance attributable to
Other Market Activities of the day + 34
reversal_of_discount_window_t3 String HK$ million Forecast of changes in Aggregate Balance attributable to
Reversal of Discount Window of the day + 34
interest_payment_issuance_efbn_t3 String HK$ million Forecast of changes in Aggregate Balance attributable to
Interest Payment/ Issuance of EFBN of the day + 34
forecast_aggregate_bal_t3 Number HK$ million Forecast Aggregate Balance after Discount Window Reversal of the day + 34
forex_trans_t4 String HK$ million Forecast of changes in Aggregate Balance attributable to
Forex Transactions of the day + 44
other_market_activities_t4 String HK$ million Forecast of changes in Aggregate Balance attributable to
Other Market Activities of the day + 44
reversal_of_discount_window_t4 String HK$ million Forecast of changes in Aggregate Balance attributable to
Reversal of Discount Window of the day + 44
interest_payment_issuance_efbn_t4 String HK$ million Forecast of changes in Aggregate Balance attributable to
Interest Payment/ Issuance of EFBN of the day + 44
forecast_aggregate_bal_t4 Number HK$ million Forecast Aggregate Balance after Discount Window Reversal of the day + 44
forex_trans_u String HK$ million Forecast of changes in Aggregate Balance attributable to
Forex Transactions – Upcoming5
other_market_activities_u String HK$ million Forecast of changes in Aggregate Balance attributable to
Other Market Activities – Upcoming5
reversal_of_discount_window_u String HK$ million Forecast of changes in Aggregate Balance attributable to
Reversal of Discount Window – Upcoming5
interest_payment_issuance_efbn_u String HK$ million Forecast of changes in Aggregate Balance attributable to
Interest Payment/ Issuance of EFBN – Upcoming5
forecast_aggregate_bal_u Number HK$ million Forecast Aggregate Balance after Discount Window Reversal – Upcoming5

Footnotes:

1. This refers to trade-weighted nominal effective exchange rate index (Jan 2010 = 100).
2. This includes spot FX transactions and other market activities.
3. 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.
4. The day+1 refers to the next Hong Kong business day, and the day+2, +3 and +4 refer to the three subsequent Hong Kong business days accordingly.
5. Upcoming refers to the period after the next three Hong Kong business days (or four if the day+3 is a US holiday)
6. Aggregate balance includes settlement account balances in the CHATS and FPS.
7. Data is regularly updated at about 7:00pm on each business day of Hong Kong. In addition, if the Convertibility Undertaking under the Linked Exchange Rate System is triggered outside Hong Kong trading hours, the relevant statistics on this page will be updated at about 10:00am on the next business day of Hong Kong. Such statistics will still be disclosed on a real time basis through Reuters and Bloomberg on the trade day.
8. The figures may not add up due to rounding.
9. Open API provides data on and after 30 September 2020 only.

API Examples

Javascript Example

$.ajax({
url: 'https://api.hkma.gov.hk/public/market-data-and-statistics/daily-monetary-statistics/daily-figures-interbank-liquidity?offset=0',
dataType:'json',
success:function(data){
alert('results found:'+ data.result.datasize)
}
});

Python Example

import urllib.request
url = 'https://api.hkma.gov.hk/public/market-data-and-statistics/daily-monetary-statistics/daily-figures-interbank-liquidity?offset=0'
with urllib.request.urlopen (url) as req:
print (req.read())

How to use the APIs

To learn more, please visit API documentation.