Monthly Statistics for OTC Clearing Hong Kong Limited (July 2020)

Rates Derivatives Contracts

IRS
	Notional Value[1]
Currency	Monthly New Contracts	Cumulative Outstanding Contracts
USD	303,400,000.00	42,214,446,734.96
HKD	13,454,000,000.00	513,411,000,000.00
CNY	7,268,000,000.00	204,558,000,000.00
EUR		194,000,000.00

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

CCS
	Notional Value[2]
Currency	Monthly New Contracts	Cumulative Outstanding Contracts
USD/CNH	2,403,401,765.00	81,762,684,598.62
USD/HKD	3,629,000,000.00	47,884,029,087.10

 

DFX - FX Swap
	Notional Value[2]
Currency	Monthly New Contracts	Cumulative Outstanding Contracts
USD/CNH	120,000,000.00	420,000,000.00

 

[2] Denominated in USD