Market Turnover
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Monthly Statistics

Monthly Statistics for OTC Clearing Hong Kong Limited (Dec 2020)

Rates Derivatives Contracts

IRS
Notional Value[1]
Currency Monthly New Contracts Cumulative Outstanding Contracts
USD 3,310,926,000.00 46,537,704,824.96
EUR 0.00  194,000,000.00
HKD 12,326,000,000.00 419,811,000,000.00
CNY 280,000,000.00 230,452,000,000.00

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

CCS
Notional Value[2]
Currency Monthly New Contracts Cumulative Outstanding Contracts
USD/CNH 1,520,000,000.00 87,312,190,820.68
USD/HKD 2,002,400,000.00 50,391,678,036.16
 
DFX - FX Swap
Notional Value[2]
Currency                                                  Monthly New Contracts                          Cumulative Outstanding Contracts
USD/CNH      400,000,000.00 1,010,000,000.00
USD/HKD 1,400,000,000.00 1,600,000,000.00

[2] Denominated in USD