Monthly Statistics

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

Rates Derivatives Contracts

IRS
	Notional Value[1]
Currency	Monthly New Contracts	Cumulative Outstanding Contracts
USD	950,084,000.00	72,648,209,122.00
EUR	147,870,000.00	3,353,334,000.00
HKD	5,340,000,000.00	367,969,960,000.00
CNY	2,000,000,000.00	104,086,000,000.00

 

IRS - Swap Connect
	Number of Trades[3]	Notional Value[1]
Currency	Monthly New Contracts
CNY	686	379,759,000,000.00

[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	5,350,095,053.06	253,804,378,330.88
USD/HKD	2,654,800,000.00	71,3477,637,549.86

 

DFX - FX Swap
	Notional Value[2]
Currency	Monthly New Contracts	Cumulative Outstanding Contracts
USD/CNH	0.00	80,000,000.00
USD/HKD	0.00	0.00

[2] Denominated in US