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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 2017
›
»
Open interest
Daily average turnover
Dec 2016
Sep 2017
Dec 2017
2016
2017
Aug 2017
Sep 2017
Oct 2017
Nov 2017
Dec 2017
Interest rate
66,898
85,544
80,572
6,535
7,444
5,759
8,163
7,038
6,706
6,082
Australian Dollar
1,197
1,438
1,379
147
139
105
181
128
126
154
Brazilian Real
1,043
1,478
1,595
42
59
61
77
58
59
51
Canadian Dollar
915
929
724
87
98
71
154
87
73
94
Swiss Franc
216
205
252
22
25
17
23
18
20
19
Renminbi
12
21
17
5
9
7
6
8
11
6
Danish Krone
0
0
0
0
0
0
0
0
0
0
EUR
6,738
13,017
12,341
900
1,238
890
1,401
1,102
846
1,203
Pound Sterling
4,745
7,372
6,137
533
621
437
910
616
725
494
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
212
225
41
38
32
56
35
40
51
Won
23
25
29
14
12
11
15
15
10
13
Mexican Peso
3
1
1
0
0
0
0
0
0
0
Norwegian Krone
14
26
14
0
0
0
1
0
0
1
New Zealand Dollar
104
92
86
5
4
3
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
127
170
3
4
3
5
6
5
3
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
60,591
57,593
4,736
5,195
4,122
5,329
4,962
4,785
3,988
Rand
6
8
9
0
0
1
0
1
0
0
Other currencies
-0
0
0
0
0
-0
0
0
0
0
Foreign exchange
347
428
412
119
130
124
168
135
134
134
Australian Dollar
13
19
15
8
8
8
11
8
7
7
Brazilian Real
92
102
86
21
24
23
25
28
26
25
Canadian Dollar
12
23
16
6
6
6
9
6
6
7
Swiss Franc
9
8
13
3
4
4
5
3
3
4
Renminbi
7
5
6
1
1
1
2
1
1
1
Danish Krone
0
0
0
0
0
0
0
0
0
0
EUR
99
130
145
33
38
39
52
39
39
43
Pound Sterling
28
36
36
11
11
9
16
12
13
13
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
13
11
7
8
7
10
9
10
8
Yen
44
50
42
19
20
19
28
19
20
17
Won
9
8
9
3
3
3
2
2
2
2
Mexican Peso
12
15
14
2
2
1
2
2
2
2
Norwegian Krone
1
1
1
0
0
0
0
0
0
0
New Zealand Dollar
4
3
3
2
2
2
2
2
2
2
Zloty
0
0
1
0
0
0
0
0
0
0
Russian rouble
6
7
9
4
3
2
3
2
2
2
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
2
2
0
0
0
0
0
0
0
New Taiwan Dollar
0
0
0
0
0
0
0
0
0
0
US Dollar
334
410
391
117
127
122
165
133
132
130
Rand
3
13
13
0
1
1
1
1
1
1
Other currencies
7
8
10
1
1
1
1
1
1
2
