Monthly Statistics

Monthly Statistics for OTC Clearing Hong Kong Limited (Oct 2019)

Rates Derivatives Contracts

IRS
	Notional Value[1]
Currency	Monthly New Contracts	Cumulative Outstanding Contracts
USD	1,092,500,000.00	34,487,762,108.00
EUR		194,000,000.00
HKD	62,046,000,000.00	704,866,008,000.00
CNY	6,294,000,000.00	140,084,000,000.00

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

CCS
	Notional Value[2]
Currency	Monthly New Contracts	Cumulative Outstanding Contracts
USD/CNH	5,738,900,000.00	66,188,679,585.22
USD/HKD	1,992,829,087.10	35,322,029,087.10

DFX - FX Swap
	Notional Value[2]
Currency	Monthly New Contracts	Cumulative Outstanding Contracts
USD/CNH	20,020,000.00	20,000,000.00
USD/TWD

 

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

[2] Denominated in USD