Market Turnover
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Monthly Statistics

Monthly Statistics for OTC Clearing Hong Kong Limited (Sep 2021)

Rates Derivatives Contracts

IRS
Notional Value[1]
Currency Monthly New Contracts Cumulative Outstanding Contracts
USD 3,405,700,000.00 46,201,692,000.00
HKD 9,344,000,000.00 346,396,000,000.00
CNY 3,456,000,000.00 203,652,000,000.00
EUR 46,000,000.00 243,376,000.00

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

CCS
Notional Value[2]
Currency Monthly New Contracts Cumulative Outstanding Contracts
USD/CNH 4,433,564,504.34 106,931,878,662.96
 USD/HKD

1,847,400,000.00

47,801,804,669.38

 

DFX - FX Swap
Notional Value[2]

Currency

Monthly New Contracts Cumulative Outstanding Contracts
USD/CNH 20,000,000.00 890,000,000.00
USD/HKD 100,000,000.00  110,000,000.00

 

[2] Denominated in USD