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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 2015
›
»
Open interest
Daily average turnover
Dec 2014
Sep 2015
Dec 2015
2014
2015
Aug 2015
Sep 2015
Oct 2015
Nov 2015
Dec 2015
Interest rate
57,217
61,932
63,120
6,236
5,728
5,842
5,787
5,605
5,714
5,823
Australian Dollar
1,388
1,088
1,193
145
147
137
129
143
139
114
Brazilian Real
1,178
813
653
59
44
44
51
29
26
23
Canadian Dollar
629
547
517
96
75
62
74
74
60
78
Swiss Franc
268
203
184
34
27
20
20
19
23
25
Renminbi
3
6
9
1
4
2
2
9
13
7
Danish Krone
0
0
0
0
0
0
0
0
0
0
EUR
7,871
9,330
11,321
1,209
835
481
773
940
1,206
1,144
Pound Sterling
5,315
6,471
6,714
658
538
516
545
506
566
374
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
1
1
0
0
0
0
0
0
0
Yen
303
271
236
46
40
29
51
29
33
44
Won
24
28
28
12
13
11
14
11
11
11
Mexican Peso
17
15
8
0
0
0
0
0
0
0
Norwegian Krone
16
14
14
0
0
0
0
0
0
1
New Zealand Dollar
58
75
98
4
5
4
5
3
3
7
Zloty
1
0
0
0
0
0
0
0
0
0
Russian rouble
0
0
0
0
0
0
0
0
0
0
Swedish Krona
152
149
129
9
6
6
9
4
6
7
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
39,987
42,916
42,010
3,963
3,993
4,530
4,111
3,837
3,627
3,989
Rand
4
4
4
0
0
0
0
0
0
0
Other currencies
0
0
0
-0
-0
0
0
0
0
0
Foreign exchange
377
359
366
125
122
130
131
108
96
125
Australian Dollar
16
17
11
9
7
8
8
6
6
6
Brazilian Real
98
114
113
20
20
21
23
19
17
19
Canadian Dollar
13
15
17
6
6
6
6
5
4
6
Swiss Franc
13
8
11
6
3
3
3
2
3
4
Renminbi
1
3
4
0
0
1
1
1
0
1
Danish Krone
0
0
0
0
0
0
0
0
0
0
EUR
124
101
107
41
44
44
42
36
35
48
Pound Sterling
27
28
33
12
11
11
11
8
8
10
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
5
5
8
5
6
8
6
6
6
6
Yen
47
36
34
20
16
19
20
16
12
16
Won
6
6
0
2
2
2
2
2
2
2
Mexican Peso
12
10
9
2
2
2
2
1
1
2
Norwegian Krone
1
0
0
0
0
0
0
0
0
0
New Zealand Dollar
2
2
2
1
1
1
1
1
1
1
Zloty
0
0
0
0
0
0
0
0
0
0
Russian rouble
8
6
6
3
3
6
5
4
1
4
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
0
1
1
0
0
0
0
0
0
0
New Taiwan Dollar
0
0
0
0
0
0
0
0
0
0
US Dollar
366
346
351
123
120
129
128
107
95
122
Rand
5
4
4
0
0
0
0
0
0
0
Other currencies
10
14
19
1
1
1
1
1
1
1
