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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
«
‹
Q2 2017
›
»
Open interest
Daily average turnover
Dec 2016
Mar 2017
Jun 2017
2015
2016
Feb 2017
Mar 2017
Apr 2017
May 2017
Jun 2017
Interest rate
66,898
83,943
85,264
5,728
6,535
8,694
9,945
8,129
7,330
8,252
Australian Dollar
1,197
1,259
1,415
147
147
118
154
138
123
167
Brazilian Real
1,043
1,023
1,177
44
42
62
53
68
68
57
Canadian Dollar
915
831
803
75
87
73
96
83
97
163
Swiss Franc
216
253
222
27
22
23
43
32
27
35
Renminbi
12
12
16
4
5
10
10
9
12
9
Danish Krone
0
0
0
0
0
0
0
0
0
0
EUR
6,738
12,795
13,247
835
900
1,161
2,022
1,356
1,164
1,487
Pound Sterling
4,745
6,209
6,857
538
533
533
640
490
466
1,085
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
0
0
0
0
0
0
0
0
0
0
Yen
215
244
237
40
41
32
45
31
27
46
Won
23
24
25
13
14
10
16
11
10
16
Mexican Peso
3
3
2
0
0
0
0
0
0
0
Norwegian Krone
14
26
16
0
0
1
0
0
0
0
New Zealand Dollar
104
95
105
5
5
4
5
3
5
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
92
120
112
6
3
2
4
4
4
4
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
51,572
61,050
61,023
3,993
4,736
6,664
6,856
5,902
5,328
5,177
Rand
6
0
7
0
0
0
0
1
0
0
Other currencies
-0
0
0
-0
0
0
0
-0
-0
0
Foreign exchange
347
377
387
122
119
107
135
120
119
139
Australian Dollar
13
18
15
7
8
6
8
7
7
8
Brazilian Real
92
99
104
20
21
22
24
26
26
23
Canadian Dollar
12
14
18
6
6
5
6
5
6
8
Swiss Franc
9
7
7
3
3
2
4
3
4
4
Renminbi
7
6
6
0
1
1
1
1
1
1
Danish Krone
0
0
0
0
0
0
0
0
0
0
EUR
99
107
115
44
33
29
41
32
32
42
Pound Sterling
28
34
34
11
11
9
12
10
9
14
Hong Kong Dollar
0
0
0
0
0
0
0
0
0
0
Forint
1
1
1
0
0
0
0
0
0
0
Indian Rupee
10
12
11
6
7
7
7
8
8
7
Yen
44
44
42
16
19
17
22
20
18
22
Won
9
8
8
2
3
3
2
3
3
3
Mexican Peso
12
14
15
2
2
1
2
2
2
2
Norwegian Krone
1
1
1
0
0
0
0
0
0
0
New Zealand Dollar
4
3
5
1
2
2
2
1
1
2
Zloty
0
1
1
0
0
0
0
0
0
0
Russian rouble
6
7
7
3
4
3
3
3
3
3
Swedish Krona
1
2
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
2
0
0
0
0
0
0
0
New Taiwan Dollar
0
0
0
0
0
0
0
0
0
0
US Dollar
334
361
369
120
117
106
132
118
118
135
Rand
3
4
4
0
0
0
1
1
0
1
Other currencies
7
9
8
1
1
1
1
1
1
1
