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Monthly Statistics

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