Monthly Statistics

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

Rates Derivatives Contracts

IRS
	Notional Value[1]
Currency	Monthly New Contracts	Cumulative Outstanding Contracts
USD	2,013,200,000.00	41,901,071,910.00
HKD	23,982,000,000.00	548,413,000,000.00
CNY	14,756,000,000.00	198,080,000,000.00
EUR	0.00	194,000,000.00

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

CCS
	Notional Value[2]
Currency	Monthly New Contracts	Cumulative Outstanding Contracts
USD/CNH	2,115,400,000.00	80,305,245,055.70
USD/HKD	5,944,600,000.00	44,664,029,087,10

 

DFX - FX Swap
	Notional Value[2]
Currency	Monthly New Contracts	Cumulative Outstanding Contracts
USD/CNH	20,000,000.00	140,000,000.00

  [2] Denominated in USD