Market Turnover
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Monthly Statistics

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

Rates Derivatives Contracts

IRS
Notional Value[1]
Currency Monthly New Contracts Cumulative Outstanding Contracts
USD 671,198,000.00 48,816,506,000.00
EUR 0.00 243,376,000.00
HKD 13,121,000,000.00 342,100,000,000.00
CNY 7,380,000,000.00 209,908,000,000.00

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

CCS
Notional Value[2]
Currency Monthly New Contracts Cumulative Outstanding Contracts
USD/CNH 6,040,019,417.88 113,050,798,080.84
USD/HKD 517,600,000.00 44,687,686,587.06
 
DFX - FX Swap
Notional Value[2]
Currency                                                  Monthly New Contracts                          Cumulative Outstanding Contracts
USD/CNH      100,000,000.00 1,010,000,000.00
 
DFX - FXForward
Notional Value[2]
Currency                                                  Monthly New Contracts                          Cumulative Outstanding Contracts
USD/HKD 0.00 160,000,000.00

[2] Denominated in USD