BIS Statistics Explorer: Table D3

Exchange-traded futures, 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
Futures	25,580	26,754	25,092	5,047	4,572	4,768	4,695	4,168	4,246	4,408
Interest rate	25,346	26,537	24,857	4,934	4,463	4,652	4,576	4,072	4,162	4,295
short-term	23,736	24,897	23,315	4,291	3,863	3,984	3,997	3,599	3,529	3,756
Australian Dollar	1,285	989	1,085	117	123	116	101	125	119	85
Brazilian Real	683	562	522	49	38	41	48	25	25	22
Canadian Dollar	537	470	442	89	68	51	69	69	51	72
Swiss Franc	267	203	183	34	27	20	20	19	23	25
EUR	3,569	3,641	3,716	751	475	275	410	516	626	612
Pound Sterling	2,365	2,502	2,419	485	434	415	444	364	429	306
Yen	203	184	146	11	7	5	9	6	8	7
Won	0	0	0	0	0	0	0	0	0	0
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
Swedish Krona	130	124	120	6	4	4	5	3	4	6
US Dollar	14,604	16,118	14,564	2,745	2,682	3,053	2,885	2,470	2,240	2,614
Rand	0	0	0	0	0	0	0	0	0	0
Other currencies	1	0	0	0	0	0	0	0	0	0
long-term	1,610	1,640	1,542	643	600	668	579	473	633	539
Australian Dollar	103	97	106	27	24	21	28	18	20	28
Brazilian Real	0	0	0	0	0	0	0	0	0	0
Canadian Dollar	35	30	31	6	6	9	4	5	7	4
Swiss Franc	1	0	0	0	0	0	0	0	0	0
EUR	419	416	389	215	186	138	216	148	170	216
Pound Sterling	64	69	60	29	29	34	26	25	34	20
Yen	83	79	81	31	30	21	40	20	23	35
Won	24	28	28	12	13	11	14	11	11	11
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	22	25	9	3	2	2	3	1	2	1
US Dollar	850	884	822	320	307	430	245	237	352	216
Rand	4	3	4	0	0	0	0	0	0	0
Other currencies	4	6	10	1	4	2	2	9	13	7
Foreign exchange	234	218	235	113	108	116	119	96	85	112
Australian Dollar	10	11	8	8	7	7	7	6	6	6
Brazilian Real	66	67	61	18	18	19	21	18	15	18
Canadian Dollar	9	11	13	5	5	5	6	4	4	6
Swiss Franc	10	7	9	5	3	3	3	2	3	4
EUR	69	56	67	36	38	37	38	30	30	42
Pound Sterling	17	19	25	11	10	10	10	8	7	10
Yen	26	20	24	18	15	17	19	14	11	15
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
Swedish Krona	1	1	1	0	0	0	0	0	0	0
US Dollar	223	207	222	111	107	114	117	95	83	109
Rand	3	1	2	0	0	0	0	0	0	0
Other currencies	14	19	28	7	9	13	11	10	6	9