Market Turnover
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Monthly Statistics

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

Rates Derivatives Contracts

IRS
Notional Value[1]
Currency Monthly New Contracts Cumulative Outstanding Contracts
USD 1,341,850,000.00 45,725,332,000.00
HKD 7,794,000,000.00 353,502,000,000.00
CNY 8,630,000,000.00 207,608,000,000.00
EUR 0.00 194,376,000.00

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

CCS
Notional Value[2]
Currency Monthly New Contracts Cumulative Outstanding Contracts
USD/CNH 4,785,214,085.32 104,913,844,769.94
USD/HKD 1,067,209,334.00 47,398,999,953.00

 

DFX - FX Swap
Notional Value[2]

Currency                                     

Monthly New Contracts Cumulative Outstanding Contracts
USD/CNH 100,000,000.00 770,000,000.00
USD/HKD 0.00 600,000,000.00

 

DFX - FXForward
Notional Value[2]

Currency                                     

Monthly New Contracts Cumulative Outstanding Contracts
USD/CNH 0.00 139,623,636.74

[2] Denominated in USD