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Table
D2
Structure
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Exchange-traded futures and options, by currency
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
Interest rate
63,120
66,431
66,898
5,728
6,535
5,433
6,263
5,853
8,935
6,692
Australian Dollar
1,193
1,255
1,197
147
147
97
149
146
143
142
Brazilian Real
653
960
1,043
44
42
28
48
54
54
51
Canadian Dollar
517
596
915
75
87
71
84
114
95
97
Swiss Franc
184
228
216
27
22
18
29
20
35
21
Renminbi
9
11
12
4
5
5
3
3
5
12
Danish Krone
0
0
0
0
0
0
0
0
0
0
EUR
11,321
7,076
6,738
835
900
598
1,002
949
1,065
943
Pound Sterling
6,714
5,686
4,745
538
533
440
480
801
511
302
Hong Kong Dollar
0
0
0
0
0
0
0
0
0
0
Forint
0
0
0
0
0
0
0
0
0
0
Indian Rupee
1
0
0
0
0
0
0
0
0
0
Yen
236
294
215
40
41
37
53
26
41
43
Won
28
31
23
13
14
10
19
16
18
13
Mexican Peso
8
4
3
0
0
0
0
0
0
0
Norwegian Krone
14
17
14
0
0
0
1
0
0
0
New Zealand Dollar
98
84
104
5
5
4
4
3
4
4
Zloty
0
0
0
0
0
0
0
0
0
0
Russian rouble
0
0
0
0
0
0
0
0
0
0
Swedish Krona
129
92
92
6
3
1
2
4
3
2
Singapore Dollar
0
0
0
0
0
0
0
0
0
0
New Turkish Lira
0
0
0
0
0
0
0
0
0
0
New Taiwan Dollar
0
0
0
0
0
0
0
0
0
0
US Dollar
42,010
50,092
51,572
3,993
4,736
4,123
4,389
3,716
6,961
5,062
Rand
4
5
6
0
0
0
0
1
0
0
Other currencies
0
0
-0
-0
0
-0
0
0
-0
0
Foreign exchange
366
373
347
122
119
93
130
108
133
123
Australian Dollar
11
16
13
7
8
7
9
7
9
7
Brazilian Real
113
113
92
20
21
19
23
22
25
20
Canadian Dollar
17
13
12
6
6
5
7
6
6
6
Swiss Franc
11
8
9
3
3
2
4
3
4
4
Renminbi
4
5
7
0
1
0
0
1
1
1
Danish Krone
0
0
0
0
0
0
0
0
0
0
EUR
107
93
99
44
33
23
36
27
36
40
Pound Sterling
33
34
28
11
11
8
12
12
11
11
Hong Kong Dollar
0
0
0
0
0
0
0
0
0
0
Forint
0
1
1
0
0
0
0
0
0
0
Indian Rupee
8
14
10
6
7
6
8
6
9
7
Yen
34
39
44
16
19
14
20
15
23
20
Won
0
10
9
2
3
3
3
3
3
2
Mexican Peso
9
14
12
2
2
2
3
1
2
2
Norwegian Krone
0
1
1
0
0
0
0
0
0
0
New Zealand Dollar
2
4
4
1
2
1
2
2
2
2
Zloty
0
1
0
0
0
0
0
0
0
0
Russian rouble
6
6
6
3
4
3
3
3
3
3
Swedish Krona
1
1
1
0
0
0
0
0
0
0
Singapore Dollar
0
0
0
0
0
0
0
0
0
0
New Turkish Lira
1
1
1
0
0
0
0
0
0
0
New Taiwan Dollar
0
0
0
0
0
0
0
0
0
0
US Dollar
351
357
334
120
117
92
127
107
132
121
Rand
4
4
3
0
0
0
0
0
0
0
Other currencies
19
8
7
1
1
1
1
1
1
1