Monthly Statistics

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

Rates Derivatives Contracts

IRS
	Notional Value[1]
Currency	Monthly New Contracts	Cumulative Outstanding Contracts
USD	1,433,682,000.00	71,774,891,122.00
EUR	115,682,000.00	3,459,416,000.00
HKD	9,761,100,000.00	352,943,060,000.00
CNY	2,040,000,000.00	100,296,000,000.00

 

IRS - Swap Connect
	Number of Trades[3]	Notional Value[1]
Currency	Monthly New Contracts
CNY	1461	820,797,200,000.00

[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	11,766,293,589.62	255,678,279,113.08
USD/HKD	3,523,400,000.00	73,270,437,549.86

 

DFX - FX Swap
	Notional Value[2]
Currency	Monthly New Contracts	Cumulative Outstanding Contracts
USD/CNH	0.00	80,000,000.00
USD/HKD	68,000,000.00	68,000,000.00

[2] Denominated in US