Market Turnover
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Monthly Statistics

Monthly Statistics for OTC Clearing Hong Kong Limited (Nov 2022)

Rates Derivatives Contracts

IRS
Notional Value[1]
Currency Monthly New Contracts Cumulative Outstanding Contracts
USD 614,800,000.00 53,550,888,000.00
EUR 0.00 298,000,000.00
HKD 47,000,000,000.00 522,579,000,000.00
CNY 12,112,000,000.00 331,296,000,000.00

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

CCS
Notional Value[2]
Currency Monthly New Contracts Cumulative Outstanding Contracts
USD/CNH 9,583,094,839.38 183,943,433,340.36
USD/HKD 1,099,992,234.24 52,403,387,671.26

 

DFX - FX Swap
Notional Value[2]
Currency Monthly New Contracts Cumulative Outstanding Contracts
USD/CNH 160,000,000.00 2,147,872,453.38
USD/HKD 900,000,000.00 980,000,000.00

 

DFX - FX Forward
Notional Value[2]
Currency Monthly New Contracts Cumulative Outstanding Contracts
USD/HKD 0.00 0.00

 

[2] Denominated in USD