Monthly Statistics

Monthly Statistics for OTC Clearing Hong Kong Limited (Nov 2024)

Rates Derivatives Contracts

IRS
	Notional Value[1]
Currency	Monthly New Contracts	Cumulative Outstanding Contracts
USD	3,445,964,000.00	56,672,226,000.00
EUR	279,664,000.00	1,871,250,000.00
HKD	26,200,000,000.00	502,609,680,000.00
CNY	7,200,000,000.00	192,052,000,000.00

 

IRS - Swap Connect
	Number of Trades	Notional Value[1]
Currency	Monthly New Contracts
CNY	610	382,586,000,000.00

[1] In the Currency in which the Contract is denominated

CCS
	Notional Value[2]
Currency	Monthly New Contracts	Cumulative Outstanding Contracts
USD/CNH	9,138,846,926.58	236,570,006,417.98
USD/HKD	1,501,200,000.00	65,009,470,401.00

 

DFX - FX Swap
	Notional Value[2]
Currency	Monthly New Contracts	Cumulative Outstanding Contracts
USD/CNH	0.00	200,000,000.00
	0.00	0.00

[2] Denominated in USD