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Table
D1
Structure
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Exchange-traded futures and options, by location of exchange
Notional principal, in billions of US dollars
«
‹
Q4 2020
›
»
Open interest
Daily average turnover
Dec 2019
Sep 2020
Dec 2020
2019
2020
Aug 2020
Sep 2020
Oct 2020
Nov 2020
Dec 2020
Futures
All markets
35,043
30,174
28,995
7,030
5,415
4,036
4,081
3,631
4,339
4,009
Interest rate
34,771
29,901
28,668
6,903
5,281
3,904
3,924
3,502
4,213
3,851
short-term
31,921
27,506
26,287
6,050
4,507
3,063
3,252
2,897
3,360
3,193
long-term
2,849
2,395
2,381
853
774
840
673
605
853
658
Foreign exchange
272
273
326
127
133
132
157
129
126
158
North America
23,886
20,214
18,839
5,097
3,691
2,629
2,190
2,059
2,765
2,279
Interest rate
23,706
20,041
18,644
5,022
3,621
2,562
2,103
1,996
2,710
2,190
short-term
21,800
18,596
17,193
4,508
3,175
2,020
1,833
1,687
2,186
1,914
long-term
1,906
1,445
1,451
514
446
542
270
309
524
276
Foreign exchange
180
173
195
75
70
67
88
63
55
89
Europe
8,166
8,051
8,065
1,564
1,461
1,193
1,613
1,347
1,326
1,479
Interest rate
8,159
8,039
8,053
1,562
1,457
1,189
1,607
1,343
1,321
1,474
short-term
7,516
7,437
7,447
1,317
1,218
971
1,321
1,122
1,080
1,199
long-term
643
602
606
245
239
218
286
220
241
275
Foreign exchange
7
12
12
2
4
4
5
5
5
5
Asia and Pacific
1,894
1,219
1,252
265
180
129
188
138
165
164
Interest rate
1,868
1,192
1,221
250
164
115
173
122
148
148
short-term
1,575
850
903
156
75
35
56
48
61
41
long-term
293
341
318
94
89
80
117
75
87
107
Foreign exchange
25
27
31
15
16
14
16
15
17
16
Other Markets
1,097
689
839
103
82
85
90
87
83
88
Interest rate
1,037
629
750
68
39
37
42
40
34
40
short-term
1,030
623
744
68
39
37
42
40
33
40
long-term
7
6
7
0
0
0
0
1
0
0
Foreign exchange
60
61
89
35
43
48
48
47
50
48
Options
All markets
60,770
42,618
36,955
2,094
1,414
598
787
713
811
626
Interest rate
60,654
42,490
36,831
2,081
1,403
587
776
702
801
615
short-term
59,862
42,043
36,278
1,942
1,308
515
715
617
715
542
long-term
792
447
553
139
95
72
61
85
86
73
Foreign exchange
116
128
124
13
11
10
11
10
11
12
North America
45,417
29,288
23,713
1,758
1,113
458
437
525
591
433
Interest rate
45,358
29,213
23,651
1,753
1,108
455
433
522
588
430
short-term
44,759
28,913
23,334
1,646
1,034
397
389
455
523
381
long-term
599
301
317
107
74
58
44
66
65
49
Foreign exchange
59
74
62
6
4
3
4
4
3
4
Europe
13,760
12,588
12,112
304
279
122
331
168
200
165
Interest rate
13,758
12,587
12,111
304
279
122
331
168
200
164
short-term
13,574
12,445
11,880
275
259
109
314
151
180
141
long-term
184
142
231
29
20
13
16
17
20
23
Foreign exchange
2
1
1
0
0
0
0
0
0
0
Asia and Pacific
10
7
8
8
6
7
6
7
6
6
Interest rate
8
3
4
3
1
1
1
1
1
1
short-term
0
0
0
0
0
0
0
0
0
0
long-term
8
3
4
3
1
1
1
1
1
1
Foreign exchange
3
4
4
5
5
5
5
5
5
6
Other Markets
1,583
735
1,122
24
17
11
13
12
14
22
Interest rate
1,531
687
1,065
22
15
9
11
11
12
20
short-term
1,529
686
1,064
22
15
9
11
11
12
20
long-term
2
1
1
0
0
0
0
0
0
0
Foreign exchange
52
48
57
2
2
2
2
1
2
2