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Table
D3
Structure
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Exchange-traded futures, 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
Futures
26,169
33,190
33,694
4,572
5,152
6,842
7,808
6,001
5,799
6,681
Interest rate
25,944
32,948
33,450
4,463
5,046
6,748
7,686
5,897
5,694
6,557
short-term
24,051
30,942
31,363
3,863
4,421
5,905
6,925
5,323
4,935
5,831
Australian Dollar
1,068
1,115
1,268
123
120
96
113
113
98
124
Brazilian Real
663
654
690
38
35
47
45
45
58
49
Canadian Dollar
696
607
652
68
79
61
89
75
82
152
Swiss Franc
216
252
222
27
22
23
43
32
27
35
EUR
3,347
4,460
4,413
475
576
807
1,396
920
784
1,068
Pound Sterling
1,414
1,960
2,034
434
402
398
532
398
367
880
Yen
136
158
143
7
9
4
10
6
3
6
Won
0
0
0
0
0
0
0
0
0
0
Mexican Peso
3
2
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
Swedish Krona
92
115
107
4
3
2
4
4
4
4
US Dollar
16,297
21,496
21,712
2,682
3,171
4,463
4,687
3,726
3,508
3,508
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
1,893
2,005
2,087
600
625
842
761
574
759
725
Australian Dollar
128
143
147
24
27
22
41
25
24
43
Brazilian Real
0
0
0
0
0
0
0
0
0
0
Canadian Dollar
33
35
38
6
6
12
6
6
12
7
Swiss Franc
0
0
0
0
0
0
0
0
0
0
EUR
537
561
587
186
198
224
277
181
194
274
Pound Sterling
74
86
87
29
27
35
23
17
31
24
Yen
70
73
78
30
28
24
33
22
21
37
Won
23
24
25
13
14
10
16
11
10
16
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
0
0
0
2
0
0
0
0
0
0
US Dollar
1,010
1,069
1,102
307
319
505
355
301
455
314
Rand
6
0
7
0
0
0
0
1
0
0
Other currencies
12
12
16
4
6
10
10
10
12
9
Foreign exchange
225
242
244
108
106
95
122
105
105
124
Australian Dollar
8
12
9
7
7
6
8
6
7
7
Brazilian Real
51
54
52
18
19
19
22
23
24
21
Canadian Dollar
8
10
11
5
5
4
6
5
5
7
Swiss Franc
8
7
7
3
3
2
4
3
4
4
EUR
65
68
77
38
29
26
37
26
27
37
Pound Sterling
21
25
22
10
10
8
12
9
9
13
Yen
26
25
27
15
17
16
20
18
17
20
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
Swedish Krona
1
2
1
0
0
0
0
0
0
0
US Dollar
213
226
227
107
104
93
119
103
103
121
Rand
2
3
3
0
0
0
0
1
0
0
Other currencies
23
26
25
9
10
9
10
9
9
9