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Table
D4
Structure
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Exchange-traded options, 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
Options
38,394
38,914
41,076
1,279
1,502
1,043
1,135
1,176
2,033
1,498
Interest rate
38,263
38,776
40,954
1,265
1,489
1,033
1,124
1,165
2,018
1,486
short-term
37,831
38,223
40,333
1,169
1,403
968
1,040
1,087
1,891
1,386
Australian Dollar
0
0
0
0
0
0
0
0
0
0
Brazilian Real
131
320
380
6
6
5
4
9
4
8
Canadian Dollar
45
24
186
2
2
1
1
5
3
7
Swiss Franc
0
0
0
0
0
0
0
0
0
0
EUR
7,051
2,736
2,618
139
100
22
34
58
79
48
Pound Sterling
4,235
3,634
3,257
75
104
91
47
183
98
36
Yen
0
0
0
0
0
0
0
0
0
0
Won
0
0
0
0
0
0
0
0
0
0
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
26,368
31,510
33,891
947
1,190
849
955
832
1,708
1,287
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
433
552
620
96
86
65
84
78
127
100
Australian Dollar
2
0
1
0
0
0
0
0
0
0
Brazilian Real
0
0
0
0
0
0
0
0
0
0
Canadian Dollar
0
0
0
0
0
0
0
0
0
0
Swiss Franc
0
0
0
0
0
0
0
0
0
0
EUR
165
179
236
35
26
12
27
28
35
35
Pound Sterling
0
0
0
0
0
0
0
0
0
0
Yen
9
18
9
4
4
5
4
2
4
3
Won
0
0
0
0
0
0
0
0
0
0
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
256
355
374
57
56
48
52
47
88
62
Rand
0
0
0
0
0
0
0
0
0
0
Other currencies
-0
-0
0
0
-0
-0
0
0
0
0
Foreign exchange
131
139
122
14
13
10
11
11
15
12
Australian Dollar
4
7
5
0
0
0
1
0
1
0
Brazilian Real
53
55
41
2
2
2
2
2
2
1
Canadian Dollar
4
5
5
0
0
0
0
0
0
0
Swiss Franc
2
1
1
0
0
0
0
0
0
0
EUR
40
33
33
7
4
3
3
3
5
4
Pound Sterling
8
9
7
1
1
1
1
1
1
1
Yen
10
17
18
1
2
1
1
1
2
1
Won
0
0
0
0
0
0
0
0
0
0
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
129
138
122
14
13
10
11
11
15
12
Rand
2
2
1
0
0
0
0
0
0
0
Other currencies
10
10
11
2
3
3
3
3
3
3