BIS Statistics Explorer: Table D1

Exchange-traded futures and options, by location of exchange

Notional principal, in billions of US dollars

« ‹ Q4 2016 › »	Open interest			Daily average turnover
	Dec 2015	Sep 2016	Dec 2016	2015	2016	Aug 2016	Sep 2016	Oct 2016	Nov 2016	Dec 2016
Futures
All markets	25,092	27,889	26,169	4,572	5,152	4,483	5,258	4,785	7,035	5,317
Interest rate	24,857	27,655	25,944	4,463	5,046	4,400	5,139	4,688	6,917	5,206
short-term	23,315	25,872	24,051	3,863	4,421	3,801	4,499	4,151	6,031	4,594
long-term	1,542	1,783	1,893	600	625	599	640	537	886	611
Foreign exchange	235	234	225	108	106	83	119	97	119	112
North America	15,647	18,633	17,910	3,121	3,633	3,339	3,533	2,996	5,323	3,866
Interest rate	15,500	18,489	17,765	3,043	3,559	3,284	3,449	2,932	5,242	3,784
short-term	14,646	17,515	16,723	2,730	3,234	2,893	3,185	2,669	4,707	3,517
long-term	853	974	1,042	313	325	391	264	263	535	267
Foreign exchange	147	144	145	79	73	55	85	64	81	82
Europe	7,086	6,635	5,798	1,166	1,236	938	1,413	1,511	1,408	1,157
Interest rate	7,082	6,630	5,793	1,162	1,231	934	1,409	1,507	1,404	1,154
short-term	6,623	6,053	5,182	946	1,006	781	1,129	1,296	1,130	904
long-term	459	577	611	216	226	153	280	211	274	250
Foreign exchange	4	5	5	4	4	4	4	4	4	4
Asia and Pacific	1,572	1,688	1,568	212	216	156	233	199	218	219
Interest rate	1,562	1,663	1,546	205	208	149	224	191	207	212
short-term	1,337	1,436	1,312	134	134	94	128	128	131	117
long-term	225	227	234	71	74	55	96	63	76	94
Foreign exchange	9	25	22	7	8	7	8	8	10	7
Other Markets	787	934	893	72	68	51	79	79	86	75
Interest rate	713	874	841	53	48	33	57	57	63	56
short-term	709	869	835	53	48	33	57	57	63	56
long-term	4	5	6	0	0	0	0	1	0	0
Foreign exchange	75	60	53	19	20	18	22	21	23	19
Options
All markets	38,394	38,914	41,076	1,279	1,502	1,043	1,135	1,176	2,033	1,498
Interest rate	38,263	38,776	40,954	1,265	1,489	1,033	1,124	1,165	2,018	1,486
short-term	37,831	38,223	40,333	1,169	1,403	968	1,040	1,087	1,891	1,386
long-term	433	552	620	96	86	65	84	78	127	100
Foreign exchange	131	139	122	14	13	10	11	11	15	12
North America	26,734	31,960	34,521	1,016	1,256	904	1,014	890	1,807	1,363
Interest rate	26,669	31,889	34,452	1,006	1,248	898	1,008	884	1,798	1,356
short-term	26,413	31,534	34,078	949	1,192	850	955	836	1,710	1,294
long-term	256	355	374	57	56	48	52	47	88	62
Foreign exchange	66	71	69	10	8	6	6	7	9	7
Europe	11,454	6,550	6,114	249	230	125	108	270	213	120
Interest rate	11,451	6,548	6,111	249	230	125	108	270	213	120
short-term	11,287	6,370	5,875	214	205	113	81	241	178	85
long-term	165	179	236	35	26	12	27	28	35	35
Foreign exchange	3	2	3	0	0	0	0	0	0	0
Asia and Pacific	14	22	13	6	6	7	7	5	7	5
Interest rate	11	18	10	4	4	5	4	3	4	3
short-term	0	0	0	0	0	0	0	0	0	0
long-term	11	18	10	4	4	5	4	3	4	3
Foreign exchange	2	4	4	2	2	2	3	2	3	3
Other Markets	192	382	427	8	9	7	6	11	6	10
Interest rate	132	320	381	6	6	5	4	9	4	8
short-term	131	320	380	6	6	5	4	9	4	8
long-term	0	0	0	0	0	0	0	0	0	0
Foreign exchange	60	62	47	2	2	2	2	2	3	2