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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
«
‹
Q2 2020
›
»
Open interest
Daily average turnover
Dec 2019
Mar 2020
Jun 2020
2018
2019
Feb 2020
Mar 2020
Apr 2020
May 2020
Jun 2020
Futures
All markets
35,043
32,398
31,455
7,130
7,030
9,693
12,230
4,943
4,715
4,430
Interest rate
34,771
32,150
31,211
6,984
6,903
9,549
12,034
4,858
4,621
4,275
short-term
31,921
29,786
28,883
6,137
6,050
8,202
10,879
4,343
3,788
3,614
long-term
2,849
2,364
2,328
847
853
1,347
1,155
514
833
661
Foreign exchange
272
248
244
146
127
144
196
86
94
155
North America
23,886
23,651
22,709
4,881
5,097
7,435
9,393
3,503
3,527
2,887
Interest rate
23,706
23,506
22,557
4,790
5,022
7,349
9,267
3,473
3,495
2,806
short-term
21,800
21,869
21,059
4,318
4,508
6,398
8,588
3,171
2,930
2,494
long-term
1,906
1,637
1,498
471
514
951
679
303
565
311
Foreign exchange
180
145
152
91
75
86
126
30
32
82
Europe
8,166
6,599
6,924
1,926
1,564
1,858
2,400
1,243
986
1,301
Interest rate
8,159
6,588
6,913
1,923
1,562
1,854
2,395
1,240
983
1,297
short-term
7,516
6,119
6,363
1,639
1,317
1,556
2,059
1,084
779
1,042
long-term
643
470
550
284
245
298
335
156
204
255
Foreign exchange
7
11
11
3
2
4
6
3
3
4
Asia and Pacific
1,894
1,472
1,137
226
265
310
335
123
127
154
Interest rate
1,868
1,444
1,114
212
250
290
312
109
112
138
short-term
1,575
1,193
839
121
156
193
171
54
48
44
long-term
293
251
275
91
94
98
141
55
64
95
Foreign exchange
25
29
23
14
15
20
23
14
15
16
Other Markets
1,097
676
685
98
103
90
101
75
76
88
Interest rate
1,037
612
628
59
68
56
61
36
31
34
short-term
1,030
606
622
59
68
55
60
35
31
34
long-term
7
6
6
0
0
0
0
1
0
0
Foreign exchange
60
64
58
39
35
35
40
39
45
54
Options
All markets
60,770
64,562
30,849
1,807
2,094
3,256
3,711
1,914
1,185
883
Interest rate
60,654
64,425
30,721
1,791
2,081
3,240
3,698
1,905
1,175
872
short-term
59,862
63,374
30,332
1,653
1,942
3,070
3,538
1,827
1,101
785
long-term
792
1,051
388
138
139
171
160
78
74
87
Foreign exchange
116
137
128
15
13
16
13
8
10
11
North America
45,417
51,481
18,166
1,491
1,758
2,829
3,046
1,572
919
678
Interest rate
45,358
51,404
18,095
1,482
1,753
2,821
3,040
1,569
915
674
short-term
44,759
50,535
17,891
1,383
1,646
2,678
2,909
1,512
860
605
long-term
599
869
204
99
107
143
130
57
55
69
Foreign exchange
59
77
71
8
6
8
7
3
4
4
Europe
13,760
12,280
11,845
294
304
392
632
321
242
182
Interest rate
13,758
12,280
11,844
294
304
392
632
321
242
182
short-term
13,574
12,100
11,663
258
275
368
605
300
223
164
long-term
184
179
181
36
29
24
28
21
19
17
Foreign exchange
2
1
1
0
0
0
0
0
0
0
Asia and Pacific
10
3
5
8
8
8
6
4
4
6
Interest rate
8
0
2
3
3
3
1
1
0
1
short-term
0
0
0
0
0
0
0
0
0
0
long-term
8
0
2
3
3
3
1
1
0
1
Foreign exchange
3
2
3
4
5
4
5
4
4
5
Other Markets
1,583
798
833
14
24
27
26
17
19
18
Interest rate
1,531
740
779
12
22
24
24
15
17
16
short-term
1,529
739
778
12
22
24
24
15
17
16
long-term
2
2
2
0
0
0
0
0
0
0
Foreign exchange
52
57
54
2
2
3
2
1
2
2