BIS Statistics Explorer: Table D3

Exchange-traded futures, 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
Futures	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
Australian Dollar	1,085	1,129	1,068	123	120	80	111	120	117	106
Brazilian Real	522	640	663	38	35	23	44	45	50	43
Canadian Dollar	442	540	696	68	79	63	78	103	83	84
Swiss Franc	183	228	216	27	22	18	28	20	35	21
EUR	3,716	3,656	3,347	475	576	440	685	679	712	626
Pound Sterling	2,419	1,981	1,414	434	402	320	409	590	377	249
Yen	146	216	136	7	9	9	13	6	10	7
Won	0	0	0	0	0	0	0	0	0	0
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
Swedish Krona	120	92	92	4	3	1	2	4	3	2
US Dollar	14,564	17,285	16,297	2,682	3,171	2,843	3,123	2,580	4,641	3,451
Rand	0	0	0	0	0	0	0	0	0	0
Other currencies	0	0	0	0	0	0	0	0	0	0
long-term	1,542	1,783	1,893	600	625	599	640	537	886	611
Australian Dollar	106	125	128	24	27	16	38	26	26	36
Brazilian Real	0	0	0	0	0	0	0	0	0	0
Canadian Dollar	31	32	33	6	6	8	5	6	10	5
Swiss Franc	0	0	0	0	0	0	0	0	0	0
EUR	389	506	537	186	198	124	256	184	239	233
Pound Sterling	60	71	74	29	27	29	24	28	36	16
Yen	81	59	70	30	28	23	36	17	27	33
Won	28	31	23	13	14	10	19	16	18	13
Mexican Peso	0	0	0	0	0	0	0	0	0	0
Norwegian Krone	0	0	0	0	0	0	0	0	0	0
New Zealand Dollar	0	0	0	0	0	0	0	0	0	0
Swedish Krona	9	0	0	2	0	0	0	0	0	0
US Dollar	822	942	1,010	307	319	383	259	257	525	262
Rand	4	5	6	0	0	0	0	1	0	0
Other currencies	10	11	12	4	6	5	4	3	6	13
Foreign exchange	235	234	225	108	106	83	119	97	119	112
Australian Dollar	8	10	8	7	7	7	9	7	8	6
Brazilian Real	61	58	51	18	19	17	21	21	23	18
Canadian Dollar	13	8	8	5	5	5	7	5	6	5
Swiss Franc	9	7	8	3	3	2	4	3	4	4
EUR	67	60	65	38	29	20	33	24	30	36
Pound Sterling	25	25	21	10	10	7	11	11	10	10
Yen	24	22	26	15	17	12	19	14	21	18
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
Swedish Krona	1	1	1	0	0	0	0	0	0	0
US Dollar	222	219	213	107	104	82	116	96	117	109
Rand	2	2	2	0	0	0	0	0	0	0
Other currencies	28	26	23	9	10	8	10	8	12	9