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Table
D4
Structure
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Exchange-traded options, by currency
Notional principal, in billions of US dollars
«
‹
Q1 2017
›
»
Open interest
Daily average turnover
Dec 2015
Dec 2016
Mar 2017
2015
2016
Nov 2016
Dec 2016
Jan 2017
Feb 2017
Mar 2017
Options
38,394
41,076
51,130
1,279
1,502
2,033
1,498
1,662
1,959
2,272
Interest rate
38,263
40,954
50,996
1,265
1,489
2,018
1,486
1,650
1,946
2,259
short-term
37,831
40,333
50,014
1,169
1,403
1,891
1,386
1,545
1,826
2,132
Australian Dollar
0
0
0
0
0
0
0
0
0
0
Brazilian Real
131
380
370
6
6
4
8
9
15
9
Canadian Dollar
45
186
189
2
2
3
7
3
1
1
Swiss Franc
0
0
0
0
0
0
0
0
0
0
EUR
7,051
2,618
7,289
139
100
79
48
99
87
311
Pound Sterling
4,235
3,257
4,163
75
104
98
36
113
100
85
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
4
0
0
0
0
0
0
0
US Dollar
26,368
33,891
38,000
947
1,190
1,708
1,287
1,321
1,623
1,726
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
620
982
96
86
127
100
106
120
127
Australian Dollar
2
1
0
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
236
485
35
26
35
35
30
44
37
Pound Sterling
0
0
0
0
0
0
0
0
0
0
Yen
9
9
13
4
4
4
3
3
4
2
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
374
485
57
56
88
62
72
73
87
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
122
135
14
13
15
12
12
12
13
Australian Dollar
4
5
6
0
0
1
0
0
0
1
Brazilian Real
53
41
45
2
2
2
1
2
3
2
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
38
7
4
5
4
3
3
4
Pound Sterling
8
7
9
1
1
1
1
1
1
1
Yen
10
18
18
1
2
2
1
2
2
2
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
122
134
14
13
15
12
12
12
13
Rand
2
1
2
0
0
0
0
0
0
0
Other currencies
10
11
11
2
3
3
3
3
3
4