BIS Statistics Explorer: Table D3

Exchange-traded futures, by currency

Notional principal, in billions of US dollars

« ‹ Q4 2019 › »	Open interest			Daily average turnover
	Dec 2018	Sep 2019	Dec 2019	2018	2019	Aug 2019	Sep 2019	Oct 2019	Nov 2019	Dec 2019
Futures	39,125	37,004	35,043	7,130	7,030	8,322	7,651	6,301	5,360	4,787
Interest rate	38,868	36,745	34,771	6,984	6,903	8,186	7,507	6,183	5,249	4,648
short-term	35,996	33,920	31,921	6,137	6,050	7,039	6,642	5,507	4,265	3,922
Australian Dollar	1,192	1,399	1,405	111	147	121	147	117	118	111
Brazilian Real	538	603	813	42	49	59	49	54	73	64
Canadian Dollar	604	744	768	90	89	88	97	99	64	102
Swiss Franc	289	259	224	29	26	34	38	21	21	15
EUR	5,920	4,509	4,560	1,042	836	818	896	641	590	635
Pound Sterling	2,670	2,655	2,683	564	464	488	470	421	384	401
Yen	94	64	54	5	3	2	3	2	3	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	3	2	3	0	0	0	0	0	0	0
New Zealand Dollar	109	120	116	5	6	7	7	5	6	5
Swedish Krona	119	77	70	4	2	1	2	2	1	1
US Dollar	24,457	23,486	21,225	4,245	4,427	5,421	4,931	4,146	3,007	2,583
Rand	0	0	0	0	0	0	0	0	0	0
Other currencies	1	1	1	0	0	0	0	0	0	0
long-term	2,872	2,826	2,849	847	853	1,147	866	675	984	726
Australian Dollar	160	166	164	32	32	26	49	22	25	45
Brazilian Real	0	0	0	0	0	0	0	0	0	0
Canadian Dollar	39	47	51	9	11	16	9	10	14	8
Swiss Franc	0	0	0	0	0	0	0	0	0	0
EUR	692	547	555	251	216	201	257	163	176	237
Pound Sterling	98	78	87	33	29	36	26	27	37	21
Yen	102	94	74	39	37	35	56	25	32	43
Won	38	37	34	14	16	16	22	18	17	16
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	1,724	1,830	1,855	462	503	807	437	397	668	342
Rand	6	6	7	0	0	0	0	1	0	0
Other currencies	12	19	22	6	9	9	9	12	15	13
Foreign exchange	257	258	272	146	127	136	144	119	111	139
Australian Dollar	9	12	12	8	7	6	7	6	6	7
Brazilian Real	63	61	59	38	34	41	32	34	36	32
Canadian Dollar	13	10	14	6	6	6	7	6	5	7
Swiss Franc	10	10	9	4	4	4	5	4	3	5
EUR	86	83	93	42	31	27	41	26	21	39
Pound Sterling	22	23	22	11	10	9	13	13	7	13
Yen	29	21	24	17	15	19	18	13	13	17
Won	7	8	8	3	4	4	4	4	4	3
Mexican Peso	7	10	13	2	2	2	2	1	2	2
Norwegian Krone	0	0	1	0	0	0	0	0	0	0
New Zealand Dollar	2	5	3	2	2	2	2	1	2	2
Swedish Krona	0	0	0	0	0	0	0	0	0	0
US Dollar	243	245	259	144	125	135	141	117	109	136
Rand	2	2	2	1	0	0	0	0	0	0
Other currencies	20	27	26	14	15	19	16	12	13	14