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Monthly Statistics

Monthly Statistics for OTC Clearing Hong Kong Limited (Oct 2019)

Rates Derivatives Contracts

IRS
Notional Value[1]
Currency Monthly New Contracts Cumulative Outstanding Contracts
USD 1,092,500,000.00 34,487,762,108.00 
EUR   194,000,000.00 
HKD 62,046,000,000.00 704,866,008,000.00
CNY 6,294,000,000.00 140,084,000,000.00

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

CCS
Notional Value[2]
Currency Monthly New Contracts Cumulative Outstanding Contracts
USD/CNH 5,738,900,000.00 66,188,679,585.22
USD/HKD 1,992,829,087.10 35,322,029,087.10 
 
DFX - FX Swap
Notional Value[2]
Currency                                                   Monthly New Contracts                          Cumulative Outstanding Contracts
USD/CNH 20,020,000.00 20,000,000.00 
USD/TWD    

 

DFX - FX Forward
Notional Value[2]
Currency                                                   Monthly New Contracts                          Cumulative Outstanding Contracts
USD/CNH 20,000.00
USD/TWD

[2] Denominated in USD

 
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