BIS Statistics Explorer: Table D3

Exchange-traded futures, 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
Futures	26,169	33,610	33,669	5,152	5,877	4,626	6,523	5,310	5,228	4,995
Interest rate	25,944	33,338	33,381	5,046	5,762	4,517	6,372	5,190	5,109	4,872
short-term	24,051	31,113	31,008	4,421	5,065	3,813	5,639	4,578	4,261	4,196
Australian Dollar	1,068	1,271	1,220	120	109	85	135	105	101	110
Brazilian Real	663	748	762	35	45	44	53	45	44	37
Canadian Dollar	696	741	586	79	88	60	145	79	62	87
Swiss Franc	216	204	251	22	25	17	23	18	20	19
EUR	3,347	4,676	5,247	576	860	631	947	771	564	817
Pound Sterling	1,414	2,180	2,193	402	495	345	718	489	553	424
Yen	136	116	119	9	5	4	6	4	4	5
Won	0	0	0	0	0	0	0	0	0	0
Mexican Peso	3	1	0	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
Swedish Krona	92	122	146	3	4	3	5	5	4	3
US Dollar	16,297	20,934	20,382	3,171	3,430	2,621	3,603	3,059	2,904	2,690
Rand	0	0	0	0	0	0	0	0	0	0
Other currencies	0	1	1	0	0	0	0	0	0	0
long-term	1,893	2,225	2,373	625	697	704	733	613	848	676
Australian Dollar	128	167	159	27	30	20	46	23	24	44
Brazilian Real	0	0	0	0	0	0	0	0	0	0
Canadian Dollar	33	45	42	6	7	10	5	5	10	5
Swiss Franc	0	0	0	0	0	0	0	0	0	0
EUR	537	634	700	198	220	159	275	202	198	284
Pound Sterling	74	92	102	27	25	31	27	23	34	19
Yen	70	84	87	28	30	25	46	27	33	43
Won	23	25	29	14	12	11	15	15	10	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	0	0	0	0	0	0	0	0	0	0
US Dollar	1,010	1,149	1,228	319	363	441	313	308	528	262
Rand	6	7	8	0	0	1	0	1	0	0
Other currencies	12	21	17	6	9	8	6	9	12	7
Foreign exchange	225	272	289	106	115	109	151	120	119	123
Australian Dollar	8	12	10	7	7	7	10	8	7	7
Brazilian Real	51	58	54	19	22	21	23	26	25	24
Canadian Dollar	8	15	10	5	6	5	8	6	5	6
Swiss Franc	8	7	13	3	4	4	5	3	3	4
EUR	65	81	99	29	33	32	46	34	33	39
Pound Sterling	21	21	25	10	11	8	15	10	12	13
Yen	26	31	31	17	19	17	26	18	18	16
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
Swedish Krona	1	1	1	0	0	0	0	0	0	0
US Dollar	213	254	269	104	113	107	147	118	118	119
Rand	2	10	9	0	1	1	1	1	1	1
Other currencies	23	26	29	10	10	9	13	10	11	10