Monthly Statistics

Monthly Statistics for OTC Clearing Hong Kong Limited (July 2026)

Rates Derivatives Contracts

IRS
	Notional Value[1]
Currency	Monthly New Contracts	Cumulative Outstanding Contracts
USD	428,000,000.00	64,376,119,122.00
EUR	289,000,000.00	4,725,216,000.00
HKD	13,880,000,000.00	345,208,980,000.00
CNY	2,514,000,000.00	90,554,000,000.00

IRS - Swap Connect
	Number of Trades[3]	Notional Value[1]
Currency	Monthly New Contracts
CNY	807	489,415,100,000.00

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

[3] Swap Connect volume is single sided

CCS
	Notional Value[2]
Currency	Monthly New Contracts	Cumulative Outstanding Contracts
USD/CNH	12,163,852,445.30	262,743,686,405.80
USD/HKD	2,577,534,992.86	80,998,940,516.18

 

DFX - FX Swap
	Notional Value[2]
Currency	Monthly New Contracts	Cumulative Outstanding Contracts
USD/CNH	0.00	0.00
USD/HKD	70,000,000.00	70,000,000.00

[2] Denominated in USD