BIS Statistics Explorer: Table D1

Exchange-traded futures and options, by location of exchange

Notional principal, in billions of US dollars

« ‹ Q4 2009 › »	Open interest			Daily average turnover
	Dec 2008	Sep 2009	Dec 2009	2008	2009	Aug 2009	Sep 2009	Oct 2009	Nov 2009	Dec 2009
Futures
All markets	18,847	20,311	20,835	5,601	4,097	4,030	4,532	4,616	4,475	4,172
Interest rate	18,719	20,159	20,689	5,496	3,999	3,930	4,417	4,495	4,353	4,056
short-term	17,722	19,051	19,609	4,794	3,524	3,429	3,864	3,962	3,770	3,545
long-term	997	1,108	1,079	702	475	502	553	533	582	511
Foreign exchange	128	153	146	105	98	99	115	120	122	116
North America	9,873	10,093	10,373	3,154	2,232	2,273	2,405	2,447	2,271	2,181
Interest rate	9,812	9,994	10,282	3,071	2,154	2,196	2,310	2,351	2,169	2,087
short-term	9,403	9,537	9,827	2,798	1,971	1,956	2,129	2,144	1,906	1,923
long-term	408	457	454	273	183	240	181	207	262	164
Foreign exchange	61	99	91	83	78	77	95	97	102	94
Europe	6,262	7,241	7,620	2,129	1,636	1,523	1,876	1,900	1,961	1,738
Interest rate	6,256	7,238	7,617	2,128	1,636	1,523	1,875	1,900	1,961	1,738
short-term	5,766	6,728	7,128	1,761	1,391	1,305	1,561	1,623	1,692	1,451
long-term	490	510	489	368	245	218	315	277	268	287
Foreign exchange	5	3	3	1	0	0	0	0	0	0
Asia and Pacific	2,329	2,541	2,321	256	177	186	198	210	194	200
Interest rate	2,321	2,531	2,311	254	175	184	196	208	191	197
short-term	2,224	2,391	2,175	193	128	140	139	158	140	137
long-term	98	141	136	61	47	43	57	50	52	61
Foreign exchange	8	10	10	1	2	2	2	3	3	2
Other Markets	384	437	522	63	52	47	54	58	49	54
Interest rate	330	396	479	43	34	28	36	37	32	34
short-term	329	396	478	42	34	27	36	37	32	34
long-term	1	1	1	0	0	0	0	0	0	0
Foreign exchange	54	40	43	20	18	19	18	21	17	19
Options
All markets	34,116	42,135	46,582	2,081	1,716	1,668	1,926	1,548	1,925	1,528
Interest rate	33,987	42,027	46,435	2,070	1,708	1,660	1,917	1,539	1,915	1,519
short-term	33,693	41,707	46,104	1,982	1,644	1,602	1,856	1,462	1,850	1,468
long-term	294	320	331	88	64	58	61	77	64	51
Foreign exchange	129	108	147	11	8	8	9	9	10	9
North America	17,834	20,186	21,883	1,095	751	830	808	741	822	660
Interest rate	17,789	20,141	21,817	1,092	748	828	805	738	819	656
short-term	17,619	19,980	21,616	1,054	723	806	783	714	795	631
long-term	170	160	201	38	25	23	22	24	24	25
Foreign exchange	45	45	65	4	3	2	3	3	3	4
Europe	15,888	21,304	23,913	956	937	807	1,090	773	1,071	835
Interest rate	15,887	21,303	23,913	956	937	807	1,090	773	1,071	835
short-term	15,768	21,144	23,783	916	909	785	1,061	734	1,045	817
long-term	119	159	130	40	28	22	28	39	26	18
Foreign exchange	1	0	0	0	0	0	0	0	0	0
Asia and Pacific	84	18	7	16	12	13	11	15	14	9
Interest rate	84	18	7	16	12	13	11	15	14	9
short-term	79	18	7	6	0	0	0	0	0	0
long-term	5	0	0	10	11	13	11	14	14	9
Foreign exchange	0	0	0	0	0	0	0	0	0	0
Other Markets	311	627	779	14	17	18	17	20	17	25
Interest rate	227	564	697	7	11	12	11	14	10	20
short-term	227	564	697	7	11	12	11	14	10	20
long-term	0	0	0	0	0	0	0	0	0	0
Foreign exchange	84	63	82	8	5	6	6	6	7	5