HKTR Data Disclosure – Interest Rate Derivatives

API Detailed Documentation

API URL:

https://api.hkma.gov.hk/public/financial-market-infra/trade-repository/hktr-data-disclose-ir?segment=positions

Request Parameters (Mandatory)

Parameter Name Description
segment Used to indicate which sets of data are going to retrieve.
Format: segment=data segment name (positions | turnover)
Example: segment=positions

Positions

Output Fields (JSON)
Swagger Format
Name Type Unit Of Measure Description
end_of_date Date As at
Date in ISO format yyyy-mm-dd
For example, 2021-02-01
on_total_asset_class Number US$mn Outstanding Notional
Total (Asset Class)
on_prod_b_swap Number US$mn Outstanding Notional
By Product
Interest Rate Swap – Basis Swap
on_prod_ff Number US$mn Outstanding Notional
By Product
Interest Rate Swap – Floating vs. Fixed
on_prod_oi_swap Number US$mn Outstanding Notional
By Product
Interest Rate Swap – Overnight Index Swap
on_prod_intend_clear_b_swap Number US$mn Outstanding Notional
By Product and Intention to Clear
Intended to Clear / Interest Rate Swap – Basis Swap
on_prod_intend_clear_ff Number US$mn Outstanding Notional
By Product and Intention to Clear
Intended to Clear / Interest Rate Swap – Floating vs. Fixed
on_prod_intend_clear_oi_swap Number US$mn Outstanding Notional
By Product and Intention to Clear
Intended to Clear / Interest Rate Swap – Overnight Index Swap
on_prod_not_intend_clear_b_swap Number US$mn Outstanding Notional
By Product and Intention to Clear
Not Intended to Clear / Interest Rate Swap – Basis Swap
on_prod_not_intend_clear_ff Number US$mn Outstanding Notional
By Product and Intention to Clear
Not Intended to Clear / Interest Rate Swap – Floating vs. Fixed
on_prod_not_intend_clear_oi_swap Number US$mn Outstanding Notional
By Product and Intention to Clear
Not Intended to Clear / Interest Rate Swap – Overnight Index Swap
on_prod_usd_b_swap Number US$mn Outstanding Notional
By Product and Currency
USD / Interest Rate Swap – Basis Swap
on_prod_usd_ff Number US$mn Outstanding Notional
By Product and Currency
USD / Interest Rate Swap – Floating vs. Fixed
on_prod_usd_oi_swap Number US$mn Outstanding Notional
By Product and Currency
USD / Interest Rate Swap – Overnight Index Swap
on_prod_cny_b_swap Number US$mn Outstanding Notional
By Product and Currency
CNY / Interest Rate Swap – Basis Swap
on_prod_cny_ff Number US$mn Outstanding Notional
By Product and Currency
CNY / Interest Rate Swap – Floating vs. Fixed
on_prod_cny_oi_swap Number US$mn Outstanding Notional
By Product and Currency
CNY / Interest Rate Swap – Overnight Index Swap
on_prod_eur_b_swap Number US$mn Outstanding Notional
By Product and Currency
EUR / Interest Rate Swap – Basis Swap
on_prod_eur_ff Number US$mn Outstanding Notional
By Product and Currency
EUR / Interest Rate Swap – Floating vs. Fixed
on_prod_eur_oi_swap Number US$mn Outstanding Notional
By Product and Currency
EUR / Interest Rate Swap – Overnight Index Swap
on_prod_gbp_b_swap Number US$mn Outstanding Notional
By Product and Currency
GBP / Interest Rate Swap – Basis Swap
on_prod_gbp_ff Number US$mn Outstanding Notional
By Product and Currency
GBP / Interest Rate Swap – Floating vs. Fixed
on_prod_gbp_oi_swap Number US$mn Outstanding Notional
By Product and Currency
GBP / Interest Rate Swap – Overnight Index Swap
on_prod_jpy_b_swap Number US$mn Outstanding Notional
By Product and Currency
JPY / Interest Rate Swap – Basis Swap
on_prod_jpy_ff Number US$mn Outstanding Notional
By Product and Currency
JPY / Interest Rate Swap – Floating vs. Fixed
on_prod_jpy_oi_swap Number US$mn Outstanding Notional
By Product and Currency
JPY / Interest Rate Swap – Overnight Index Swap
on_prod_hkd_b_swap Number US$mn Outstanding Notional
By Product and Currency
HKD / Interest Rate Swap – Basis Swap
on_prod_hkd_ff Number US$mn Outstanding Notional
By Product and Currency
HKD / Interest Rate Swap – Floating vs. Fixed
on_prod_hkd_oi_swap Number US$mn Outstanding Notional
By Product and Currency
HKD / Interest Rate Swap – Overnight Index Swap
on_prod_other_curr_b_swap Number US$mn Outstanding Notional
By Product and Currency
Others / Interest Rate Swap – Basis Swap
on_prod_other_curr_ff Number US$mn Outstanding Notional
By Product and Currency
Others / Interest Rate Swap – Floating vs. Fixed
on_prod_other_curr_oi_swap Number US$mn Outstanding Notional
By Product and Currency
Others / Interest Rate Swap – Overnight Index Swap
on_prod_0yr_1yr_b_swap Number US$mn Outstanding Notional
By Product and Residual Maturity
0 – 1 Year / Interest Rate Swap – Basis Swap
on_prod_0yr_1yr_ff Number US$mn Outstanding Notional
By Product and Residual Maturity
0 – 1 Year / Interest Rate Swap – Floating vs. Fixed
on_prod_0yr_1yr_oi_swap Number US$mn Outstanding Notional
By Product and Residual Maturity
0 – 1 Year / Interest Rate Swap – Overnight Index Swap
on_prod_1yr_2yr_b_swap Number US$mn Outstanding Notional
By Product and Residual Maturity
1 – 2 Years / Interest Rate Swap – Basis Swap
on_prod_1yr_2yr_ff Number US$mn Outstanding Notional
By Product and Residual Maturity
1 – 2 Years / Interest Rate Swap – Floating vs. Fixed
on_prod_1yr_2yr_oi_swap Number US$mn Outstanding Notional
By Product and Residual Maturity
1 – 2 Years / Interest Rate Swap – Overnight Index Swap
on_prod_2yr_5yr_b_swap Number US$mn Outstanding Notional
By Product and Residual Maturity
2 – 5 Years / Interest Rate Swap – Basis Swap
on_prod_2yr_5yr_ff Number US$mn Outstanding Notional
By Product and Residual Maturity
2 – 5 Years / Interest Rate Swap – Floating vs. Fixed
on_prod_2yr_5yr_oi_swap Number US$mn Outstanding Notional
By Product and Residual Maturity
2 – 5 Years / Interest Rate Swap – Overnight Index Swap
on_prod_5yr_10yr_b_swap Number US$mn Outstanding Notional
By Product and Residual Maturity
5 – 10 Years / Interest Rate Swap – Basis Swap
on_prod_5yr_10yr_ff Number US$mn Outstanding Notional
By Product and Residual Maturity
5 – 10 Years / Interest Rate Swap – Floating vs. Fixed
on_prod_5yr_10yr_oi_swap Number US$mn Outstanding Notional
By Product and Residual Maturity
5 – 10 Years / Interest Rate Swap – Overnight Index Swap
on_prod_10yr_15yr_b_swap Number US$mn Outstanding Notional
By Product and Residual Maturity
10 – 15 Years / Interest Rate Swap – Basis Swap
on_prod_10yr_15yr_ff Number US$mn Outstanding Notional
By Product and Residual Maturity
10 – 15 Years / Interest Rate Swap – Floating vs. Fixed
on_prod_10yr_15yr_oi_swap Number US$mn Outstanding Notional
By Product and Residual Maturity
10 – 15 Years / Interest Rate Swap – Overnight Index Swap
on_prod_15yr_20yr_b_swap Number US$mn Outstanding Notional
By Product and Residual Maturity
15 – 20 Years / Interest Rate Swap – Basis Swap
on_prod_15yr_20yr_ff Number US$mn Outstanding Notional
By Product and Residual Maturity
15 – 20 Years / Interest Rate Swap – Floating vs. Fixed
on_prod_15yr_20yr_oi_swap Number US$mn Outstanding Notional
By Product and Residual Maturity
15 – 20 Years / Interest Rate Swap – Overnight Index Swap
on_prod_20yr_more_b_swap Number US$mn Outstanding Notional
By Product and Residual Maturity
> 20 Years / Interest Rate Swap – Basis Swap
on_prod_20yr_more_ff Number US$mn Outstanding Notional
By Product and Residual Maturity
> 20 Years / Interest Rate Swap – Floating vs. Fixed
on_prod_20yr_more_oi_swap Number US$mn Outstanding Notional
By Product and Residual Maturity
> 20 Years / Interest Rate Swap – Overnight Index Swap
not_total_asset_class Number Number of Outstanding Trades
Total (Asset Class)
not_prod_b_swap Number Number of Outstanding Trades
By Product
Interest Rate Swap – Basis Swap
not_prod_ff Number Number of Outstanding Trades
By Product
Interest Rate Swap – Floating vs. Fixed
not_prod_oi_swap Number Number of Outstanding Trades
By Product
Interest Rate Swap – Overnight Index Swap
not_prod_intend_clear_b_swap Number Number of Outstanding Trades
By Product and Intention to Clear
Intended to Clear / Interest Rate Swap – Basis Swap
not_prod_intend_clear_ff Number Number of Outstanding Trades
By Product and Intention to Clear
Intended to Clear / Interest Rate Swap – Floating vs. Fixed
not_prod_intend_clear_oi_swap Number Number of Outstanding Trades
By Product and Intention to Clear
Intended to Clear / Interest Rate Swap – Overnight Index Swap
not_prod_not_intend_clear_b_swap Number Number of Outstanding Trades
By Product and Intention to Clear
Not Intended to Clear / Interest Rate Swap – Basis Swap
not_prod_not_intend_clear_ff Number Number of Outstanding Trades
By Product and Intention to Clear
Not Intended to Clear / Interest Rate Swap – Floating vs. Fixed
not_prod_not_intend_clear_oi_swap Number Number of Outstanding Trades
By Product and Intention to Clear
Not Intended to Clear / Interest Rate Swap – Overnight Index Swap
not_prod_usd_b_swap Number Number of Outstanding Trades
By Product and Currency
USD / Interest Rate Swap – Basis Swap
not_prod_usd_ff Number Number of Outstanding Trades
By Product and Currency
USD / Interest Rate Swap – Floating vs. Fixed
not_prod_usd_oi_swap Number Number of Outstanding Trades
By Product and Currency
USD / Interest Rate Swap – Overnight Index Swap
not_prod_cny_b_swap Number Number of Outstanding Trades
By Product and Currency
CNY / Interest Rate Swap – Basis Swap
not_prod_cny_ff Number Number of Outstanding Trades
By Product and Currency
CNY / Interest Rate Swap – Floating vs. Fixed
not_prod_cny_oi_swap Number Number of Outstanding Trades
By Product and Currency
CNY / Interest Rate Swap – Overnight Index Swap
not_prod_eur_b_swap Number Number of Outstanding Trades
By Product and Currency
EUR / Interest Rate Swap – Basis Swap
not_prod_eur_ff Number Number of Outstanding Trades
By Product and Currency
EUR / Interest Rate Swap – Floating vs. Fixed
not_prod_eur_oi_swap Number Number of Outstanding Trades
By Product and Currency
EUR / Interest Rate Swap – Overnight Index Swap
not_prod_gbp_b_swap Number Number of Outstanding Trades
By Product and Currency
GBP / Interest Rate Swap – Basis Swap
not_prod_gbp_ff Number Number of Outstanding Trades
By Product and Currency
GBP / Interest Rate Swap – Floating vs. Fixed
not_prod_gbp_oi_swap Number Number of Outstanding Trades
By Product and Currency
GBP / Interest Rate Swap – Overnight Index Swap
not_prod_jpy_b_swap Number Number of Outstanding Trades
By Product and Currency
JPY / Interest Rate Swap – Basis Swap
not_prod_jpy_ff Number Number of Outstanding Trades
By Product and Currency
JPY / Interest Rate Swap – Floating vs. Fixed
not_prod_jpy_oi_swap Number Number of Outstanding Trades
By Product and Currency
JPY / Interest Rate Swap – Overnight Index Swap
not_prod_hkd_b_swap Number Number of Outstanding Trades
By Product and Currency
HKD / Interest Rate Swap – Basis Swap
not_prod_hkd_ff Number Number of Outstanding Trades
By Product and Currency
HKD / Interest Rate Swap – Floating vs. Fixed
not_prod_hkd_oi_swap Number Number of Outstanding Trades
By Product and Currency
HKD / Interest Rate Swap – Overnight Index Swap
not_prod_other_curr_b_swap Number Number of Outstanding Trades
By Product and Currency
Others / Interest Rate Swap – Basis Swap
not_prod_other_curr_ff Number Number of Outstanding Trades
By Product and Currency
Others / Interest Rate Swap – Floating vs. Fixed
not_prod_other_curr_oi_swap Number Number of Outstanding Trades
By Product and Currency
Others / Interest Rate Swap – Overnight Index Swap
not_prod_0yr_1yr_b_swap Number Number of Outstanding Trades
By Product and Residual Maturity
0 – 1 Year / Interest Rate Swap – Basis Swap
not_prod_0yr_1yr_ff Number Number of Outstanding Trades
By Product and Residual Maturity
0 – 1 Year / Interest Rate Swap – Floating vs. Fixed
not_prod_0yr_1yr_oi_swap Number Number of Outstanding Trades
By Product and Residual Maturity
0 – 1 Year / Interest Rate Swap – Overnight Index Swap
not_prod_1yr_2yr_b_swap Number Number of Outstanding Trades
By Product and Residual Maturity
1 – 2 Years / Interest Rate Swap – Basis Swap
not_prod_1yr_2yr_ff Number Number of Outstanding Trades
By Product and Residual Maturity
1 – 2 Years / Interest Rate Swap – Floating vs. Fixed
not_prod_1yr_2yr_oi_swap Number Number of Outstanding Trades
By Product and Residual Maturity
1 – 2 Years / Interest Rate Swap – Overnight Index Swap
not_prod_2yr_5yr_b_swap Number Number of Outstanding Trades
By Product and Residual Maturity
2 – 5 Years / Interest Rate Swap – Basis Swap
not_prod_2yr_5yr_ff Number Number of Outstanding Trades
By Product and Residual Maturity
2 – 5 Years / Interest Rate Swap – Floating vs. Fixed
not_prod_2yr_5yr_oi_swap Number Number of Outstanding Trades
By Product and Residual Maturity
2 – 5 Years / Interest Rate Swap – Overnight Index Swap
not_prod_5yr_10yr_b_swap Number Number of Outstanding Trades
By Product and Residual Maturity
5 – 10 Years / Interest Rate Swap – Basis Swap
not_prod_5yr_10yr_ff Number Number of Outstanding Trades
By Product and Residual Maturity
5 – 10 Years / Interest Rate Swap – Floating vs. Fixed
not_prod_5yr_10yr_oi_swap Number Number of Outstanding Trades
By Product and Residual Maturity
5 – 10 Years / Interest Rate Swap – Overnight Index Swap
not_prod_10yr_15yr_b_swap Number Number of Outstanding Trades
By Product and Residual Maturity
10 – 15 Years / Interest Rate Swap – Basis Swap
not_prod_10yr_15yr_ff Number Number of Outstanding Trades
By Product and Residual Maturity
10 – 15 Years / Interest Rate Swap – Floating vs. Fixed
not_prod_10yr_15yr_oi_swap Number Number of Outstanding Trades
By Product and Residual Maturity
10 – 15 Years / Interest Rate Swap – Overnight Index Swap
not_prod_15yr_20yr_b_swap Number Number of Outstanding Trades
By Product and Residual Maturity
15 – 20 Years / Interest Rate Swap – Basis Swap
not_prod_15yr_20yr_ff Number Number of Outstanding Trades
By Product and Residual Maturity
15 – 20 Years / Interest Rate Swap – Floating vs. Fixed
not_prod_15yr_20yr_oi_swap Number Number of Outstanding Trades
By Product and Residual Maturity
15 – 20 Years / Interest Rate Swap – Overnight Index Swap
not_prod_20yr_more_b_swap Number Number of Outstanding Trades
By Product and Residual Maturity
> 20 Years / Interest Rate Swap – Basis Swap
not_prod_20yr_more_ff Number Number of Outstanding Trades
By Product and Residual Maturity
> 20 Years / Interest Rate Swap – Floating vs. Fixed
not_prod_20yr_more_oi_swap Number Number of Outstanding Trades
By Product and Residual Maturity
> 20 Years / Interest Rate Swap – Overnight Index Swap

Turnover

Output Fields (JSON)
Swagger Format
Name Type Unit Of Measure Description
period_date_from Date For the period from
Date in ISO format yyyy-mm-dd
For example, 2021-02-01
period_date_to Date For the period to
Date in ISO format yyyy-mm-dd
For example, 2021-02-01
nt_total_asset_class Number US$mn New Trade Turnover
Total (Asset Class)
nt_prod_b_swap Number US$mn New Trade Turnover
By Product
Interest Rate Swap – Basis Swap
nt_prod_ff Number US$mn New Trade Turnover
By Product
Interest Rate Swap – Floating vs. Fixed
nt_prod_oi_swap Number US$mn New Trade Turnover
By Product
Interest Rate Swap – Overnight Index Swap
nt_prod_intend_clear_b_swap Number US$mn New Trade Turnover
By Product and Intention to Clear
Intended to Clear / Interest Rate Swap – Basis Swap
nt_prod_intend_clear_ff Number US$mn New Trade Turnover
By Product and Intention to Clear
Intended to Clear / Interest Rate Swap – Floating vs. Fixed
nt_prod_intend_clear_oi_swap Number US$mn New Trade Turnover
By Product and Intention to Clear
Intended to Clear / Interest Rate Swap – Overnight Index Swap
nt_prod_not_intend_clear_b_swap Number US$mn New Trade Turnover
By Product and Intention to Clear
Not Intended to Clear / Interest Rate Swap – Basis Swap
nt_prod_not_intend_clear_ff Number US$mn New Trade Turnover
By Product and Intention to Clear
Not Intended to Clear / Interest Rate Swap – Floating vs. Fixed
nt_prod_not_intend_clear_oi_swap Number US$mn New Trade Turnover
By Product and Intention to Clear
Not Intended to Clear / Interest Rate Swap – Overnight Index Swap
nt_prod_usd_b_swap Number US$mn New Trade Turnover
By Product and Currency
USD / Interest Rate Swap – Basis Swap
nt_prod_usd_ff Number US$mn New Trade Turnover
By Product and Currency
USD / Interest Rate Swap – Floating vs. Fixed
nt_prod_usd_oi_swap Number US$mn New Trade Turnover
By Product and Currency
USD / Interest Rate Swap – Overnight Index Swap
nt_prod_cny_b_swap Number US$mn New Trade Turnover
By Product and Currency
CNY / Interest Rate Swap – Basis Swap
nt_prod_cny_ff Number US$mn New Trade Turnover
By Product and Currency
CNY / Interest Rate Swap – Floating vs. Fixed
nt_prod_cny_oi_swap Number US$mn New Trade Turnover
By Product and Currency
CNY / Interest Rate Swap – Overnight Index Swap
nt_prod_eur_b_swap Number US$mn New Trade Turnover
By Product and Currency
EUR / Interest Rate Swap – Basis Swap
nt_prod_eur_ff Number US$mn New Trade Turnover
By Product and Currency
EUR / Interest Rate Swap – Floating vs. Fixed
nt_prod_eur_oi_swap Number US$mn New Trade Turnover
By Product and Currency
EUR / Interest Rate Swap – Overnight Index Swap
nt_prod_gbp_b_swap Number US$mn New Trade Turnover
By Product and Currency
GBP / Interest Rate Swap – Basis Swap
nt_prod_gbp_ff Number US$mn New Trade Turnover
By Product and Currency
GBP / Interest Rate Swap – Floating vs. Fixed
nt_prod_gbp_oi_swap Number US$mn New Trade Turnover
By Product and Currency
GBP / Interest Rate Swap – Overnight Index Swap
nt_prod_jpy_b_swap Number US$mn New Trade Turnover
By Product and Currency
JPY / Interest Rate Swap – Basis Swap
nt_prod_jpy_ff Number US$mn New Trade Turnover
By Product and Currency
JPY / Interest Rate Swap – Floating vs. Fixed
nt_prod_jpy_oi_swap Number US$mn New Trade Turnover
By Product and Currency
JPY / Interest Rate Swap – Overnight Index Swap
nt_prod_hkd_b_swap Number US$mn New Trade Turnover
By Product and Currency
HKD / Interest Rate Swap – Basis Swap
nt_prod_hkd_ff Number US$mn New Trade Turnover
By Product and Currency
HKD / Interest Rate Swap – Floating vs. Fixed
nt_prod_hkd_oi_swap Number US$mn New Trade Turnover
By Product and Currency
HKD / Interest Rate Swap – Overnight Index Swap
nt_prod_other_curr_b_swap Number US$mn New Trade Turnover
By Product and Currency
Others / Interest Rate Swap – Basis Swap
nt_prod_other_curr_ff Number US$mn New Trade Turnover
By Product and Currency
Others / Interest Rate Swap – Floating vs. Fixed
nt_prod_other_curr_oi_swap Number US$mn New Trade Turnover
By Product and Currency
Others / Interest Rate Swap – Overnight Index Swap
nt_prod_0yr_1yr_b_swap Number US$mn New Trade Turnover
By Product and Residual Maturity
0 – 1 Year / Interest Rate Swap – Basis Swap
nt_prod_0yr_1yr_ff Number US$mn New Trade Turnover
By Product and Residual Maturity
0 – 1 Year / Interest Rate Swap – Floating vs. Fixed
nt_prod_0yr_1yr_oi_swap Number US$mn New Trade Turnover
By Product and Residual Maturity
0 – 1 Year / Interest Rate Swap – Overnight Index Swap
nt_prod_1yr_2yr_b_swap Number US$mn New Trade Turnover
By Product and Residual Maturity
1 – 2 Years / Interest Rate Swap – Basis Swap
nt_prod_1yr_2yr_ff Number US$mn New Trade Turnover
By Product and Residual Maturity
1 – 2 Years / Interest Rate Swap – Floating vs. Fixed
nt_prod_1yr_2yr_oi_swap Number US$mn New Trade Turnover
By Product and Residual Maturity
1 – 2 Years / Interest Rate Swap – Overnight Index Swap
nt_prod_2yr_5yr_b_swap Number US$mn New Trade Turnover
By Product and Residual Maturity
2 – 5 Years / Interest Rate Swap – Basis Swap
nt_prod_2yr_5yr_ff Number US$mn New Trade Turnover
By Product and Residual Maturity
2 – 5 Years / Interest Rate Swap – Floating vs. Fixed
nt_prod_2yr_5yr_oi_swap Number US$mn New Trade Turnover
By Product and Residual Maturity
2 – 5 Years / Interest Rate Swap – Overnight Index Swap
nt_prod_5yr_10yr_b_swap Number US$mn New Trade Turnover
By Product and Residual Maturity
5 – 10 Years / Interest Rate Swap – Basis Swap
nt_prod_5yr_10yr_ff Number US$mn New Trade Turnover
By Product and Residual Maturity
5 – 10 Years / Interest Rate Swap – Floating vs. Fixed
nt_prod_5yr_10yr_oi_swap Number US$mn New Trade Turnover
By Product and Residual Maturity
5 – 10 Years / Interest Rate Swap – Overnight Index Swap
nt_prod_10yr_15yr_b_swap Number US$mn New Trade Turnover
By Product and Residual Maturity
10 – 15 Years / Interest Rate Swap – Basis Swap
nt_prod_10yr_15yr_ff Number US$mn New Trade Turnover
By Product and Residual Maturity
10 – 15 Years / Interest Rate Swap – Floating vs. Fixed
nt_prod_10yr_15yr_oi_swap Number US$mn New Trade Turnover
By Product and Residual Maturity
10 – 15 Years / Interest Rate Swap – Overnight Index Swap
nt_prod_15yr_20yr_b_swap Number US$mn New Trade Turnover
By Product and Residual Maturity
15 – 20 Years / Interest Rate Swap – Basis Swap
nt_prod_15yr_20yr_ff Number US$mn New Trade Turnover
By Product and Residual Maturity
15 – 20 Years / Interest Rate Swap – Floating vs. Fixed
nt_prod_15yr_20yr_oi_swap Number US$mn New Trade Turnover
By Product and Residual Maturity
15 – 20 Years / Interest Rate Swap – Overnight Index Swap
nt_prod_20yr_more_b_swap Number US$mn New Trade Turnover
By Product and Residual Maturity
> 20 Years / Interest Rate Swap – Basis Swap
nt_prod_20yr_more_ff Number US$mn New Trade Turnover
By Product and Residual Maturity
> 20 Years / Interest Rate Swap – Floating vs. Fixed
nt_prod_20yr_more_oi_swap Number US$mn New Trade Turnover
By Product and Residual Maturity
> 20 Years / Interest Rate Swap – Overnight Index Swap
num_nt_total_asset_class Number Number of New Trade
Total (Asset Class)
num_nt_prod_b_swap Number Number of New Trade
By Product
Interest Rate Swap – Basis Swap
num_nt_prod_ff Number Number of New Trade
By Product
Interest Rate Swap – Floating vs. Fixed
num_nt_prod_oi_swap Number Number of New Trade
By Product
Interest Rate Swap – Overnight Index Swap
num_nt_prod_intend_clear_b_swap Number Number of New Trade
By Product and Intention to Clear
Intended to Clear / Interest Rate Swap – Basis Swap
num_nt_prod_intend_clear_ff Number Number of New Trade
By Product and Intention to Clear
Intended to Clear / Interest Rate Swap – Floating vs. Fixed
num_nt_prod_intend_clear_oi_swap Number Number of New Trade
By Product and Intention to Clear
Intended to Clear / Interest Rate Swap – Overnight Index Swap
num_nt_prod_not_intend_clear_b_swap Number Number of New Trade
By Product and Intention to Clear
Not Intended to Clear / Interest Rate Swap – Basis Swap
num_nt_prod_not_intend_clear_ff Number Number of New Trade
By Product and Intention to Clear
Not Intended to Clear / Interest Rate Swap – Floating vs. Fixed
num_nt_prod_not_intend_clear_oi_swap Number Number of New Trade
By Product and Intention to Clear
Not Intended to Clear / Interest Rate Swap – Overnight Index Swap
num_nt_prod_usd_b_swap Number Number of New Trade
By Product and Currency
USD / Interest Rate Swap – Basis Swap
num_nt_prod_usd_ff Number Number of New Trade
By Product and Currency
USD / Interest Rate Swap – Floating vs. Fixed
num_nt_prod_usd_oi_swap Number Number of New Trade
By Product and Currency
USD / Interest Rate Swap – Overnight Index Swap
num_nt_prod_cny_b_swap Number Number of New Trade
By Product and Currency
CNY / Interest Rate Swap – Basis Swap
num_nt_prod_cny_ff Number Number of New Trade
By Product and Currency
CNY / Interest Rate Swap – Floating vs. Fixed
num_nt_prod_cny_oi_swap Number Number of New Trade
By Product and Currency
CNY / Interest Rate Swap – Overnight Index Swap
num_nt_prod_eur_b_swap Number Number of New Trade
By Product and Currency
EUR / Interest Rate Swap – Basis Swap
num_nt_prod_eur_ff Number Number of New Trade
By Product and Currency
EUR / Interest Rate Swap – Floating vs. Fixed
num_nt_prod_eur_oi_swap Number Number of New Trade
By Product and Currency
EUR / Interest Rate Swap – Overnight Index Swap
num_nt_prod_gbp_b_swap Number Number of New Trade
By Product and Currency
GBP / Interest Rate Swap – Basis Swap
num_nt_prod_gbp_ff Number Number of New Trade
By Product and Currency
GBP / Interest Rate Swap – Floating vs. Fixed
num_nt_prod_gbp_oi_swap Number Number of New Trade
By Product and Currency
GBP / Interest Rate Swap – Overnight Index Swap
num_nt_prod_jpy_b_swap Number Number of New Trade
By Product and Currency
JPY / Interest Rate Swap – Basis Swap
num_nt_prod_jpy_ff Number Number of New Trade
By Product and Currency
JPY / Interest Rate Swap – Floating vs. Fixed
num_nt_prod_jpy_oi_swap Number Number of New Trade
By Product and Currency
JPY / Interest Rate Swap – Overnight Index Swap
num_nt_prod_hkd_b_swap Number Number of New Trade
By Product and Currency
HKD / Interest Rate Swap – Basis Swap
num_nt_prod_hkd_ff Number Number of New Trade
By Product and Currency
HKD / Interest Rate Swap – Floating vs. Fixed
num_nt_prod_hkd_oi_swap Number Number of New Trade
By Product and Currency
HKD / Interest Rate Swap – Overnight Index Swap
num_nt_prod_other_curr_b_swap Number Number of New Trade
By Product and Currency
Others / Interest Rate Swap – Basis Swap
num_nt_prod_other_curr_ff Number Number of New Trade
By Product and Currency
Others / Interest Rate Swap – Floating vs. Fixed
num_nt_prod_other_curr_oi_swap Number Number of New Trade
By Product and Currency
Others / Interest Rate Swap – Overnight Index Swap
num_nt_prod_0yr_1yr_b_swap Number Number of New Trade
By Product and Residual Maturity
0 – 1 Year / Interest Rate Swap – Basis Swap
num_nt_prod_0yr_1yr_ff Number Number of New Trade
By Product and Residual Maturity
0 – 1 Year / Interest Rate Swap – Floating vs. Fixed
num_nt_prod_0yr_1yr_oi_swap Number Number of New Trade
By Product and Residual Maturity
0 – 1 Year / Interest Rate Swap – Overnight Index Swap
num_nt_prod_1yr_2yr_b_swap Number Number of New Trade
By Product and Residual Maturity
1 – 2 Years / Interest Rate Swap – Basis Swap
num_nt_prod_1yr_2yr_ff Number Number of New Trade
By Product and Residual Maturity
1 – 2 Years / Interest Rate Swap – Floating vs. Fixed
num_nt_prod_1yr_2yr_oi_swap Number Number of New Trade
By Product and Residual Maturity
1 – 2 Years / Interest Rate Swap – Overnight Index Swap
num_nt_prod_2yr_5yr_b_swap Number Number of New Trade
By Product and Residual Maturity
2 – 5 Years / Interest Rate Swap – Basis Swap
num_nt_prod_2yr_5yr_ff Number Number of New Trade
By Product and Residual Maturity
2 – 5 Years / Interest Rate Swap – Floating vs. Fixed
num_nt_prod_2yr_5yr_oi_swap Number Number of New Trade
By Product and Residual Maturity
2 – 5 Years / Interest Rate Swap – Overnight Index Swap
num_nt_prod_5yr_10yr_b_swap Number Number of New Trade
By Product and Residual Maturity
5 – 10 Years / Interest Rate Swap – Basis Swap
num_nt_prod_5yr_10yr_ff Number Number of New Trade
By Product and Residual Maturity
5 – 10 Years / Interest Rate Swap – Floating vs. Fixed
num_nt_prod_5yr_10yr_oi_swap Number Number of New Trade
By Product and Residual Maturity
5 – 10 Years / Interest Rate Swap – Overnight Index Swap
num_nt_prod_10yr_15yr_b_swap Number Number of New Trade
By Product and Residual Maturity
10 – 15 Years / Interest Rate Swap – Basis Swap
num_nt_prod_10yr_15yr_ff Number Number of New Trade
By Product and Residual Maturity
10 – 15 Years / Interest Rate Swap – Floating vs. Fixed
num_nt_prod_10yr_15yr_oi_swap Number Number of New Trade
By Product and Residual Maturity
10 – 15 Years / Interest Rate Swap – Overnight Index Swap
num_nt_prod_15yr_20yr_b_swap Number Number of New Trade
By Product and Residual Maturity
15 – 20 Years / Interest Rate Swap – Basis Swap
num_nt_prod_15yr_20yr_ff Number Number of New Trade
By Product and Residual Maturity
15 – 20 Years / Interest Rate Swap – Floating vs. Fixed
num_nt_prod_15yr_20yr_oi_swap Number Number of New Trade
By Product and Residual Maturity
15 – 20 Years / Interest Rate Swap – Overnight Index Swap
num_nt_prod_20yr_more_b_swap Number Number of New Trade
By Product and Residual Maturity
> 20 Years / Interest Rate Swap – Basis Swap
num_nt_prod_20yr_more_ff Number Number of New Trade
By Product and Residual Maturity
> 20 Years / Interest Rate Swap – Floating vs. Fixed
num_nt_prod_20yr_more_oi_swap Number Number of New Trade
By Product and Residual Maturity
> 20 Years / Interest Rate Swap - Overnight Index Swap

Footnotes:

1. For further details of HKTR data disclosure, please refer to https://hktr.hkma.gov.hk/ContentDetail.aspx?pageName=Data-Disclosure⟨=eng.

API Examples

Javascript Example

$.ajax({
url: 'https://api.hkma.gov.hk/public/financial-market-infra/trade-repository/hktr-data-disclose-ir?segment=positions&offset=0',
dataType:'json',
success:function(data){
alert('results found:'+ data.result.datasize)
}
});

Python Example

import urllib.request
url = 'https://api.hkma.gov.hk/public/financial-market-infra/trade-repository/hktr-data-disclose-ir?segment=positions&offset=0'
with urllib.request.urlopen (url) as req:
print (req.read())

How to use the APIs

To learn more, please visit API documentation.