BIS Statistics Explorer: Table D3

Exchange-traded futures, by currency

Notional principal, in billions of US dollars

« ‹ Q1 2020 › »	Open interest			Daily average turnover
	Dec 2018	Dec 2019	Mar 2020	2018	2019	Nov 2019	Dec 2019	Jan 2020	Feb 2020	Mar 2020
Futures	39,125	35,043	32,398	7,130	7,030	5,360	4,787	5,860	9,693	12,230
Interest rate	38,868	34,771	32,150	6,984	6,903	5,249	4,648	5,747	9,549	12,034
short-term	35,996	31,921	29,786	6,137	6,050	4,265	3,922	5,048	8,202	10,879
Australian Dollar	1,192	1,405	1,060	111	147	118	111	114	184	161
Brazilian Real	538	813	434	42	49	73	64	44	55	60
Canadian Dollar	604	768	563	90	89	64	102	99	135	130
Swiss Franc	289	224	189	29	26	21	15	29	31	28
EUR	5,920	4,560	3,738	1,042	836	590	635	863	1,002	1,313
Pound Sterling	2,670	2,683	2,214	564	464	384	401	638	535	719
Yen	94	54	35	5	3	3	2	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	3	3	2	0	0	0	0	0	0	0
New Zealand Dollar	109	116	98	5	6	6	5	5	7	8
Swedish Krona	119	70	0	4	2	1	1	1	1	0
US Dollar	24,457	21,225	21,452	4,245	4,427	3,007	2,583	3,255	6,251	8,458
Rand	0	0	0	0	0	0	0	0	0	0
Other currencies	1	1	0	0	0	0	0	0	0	0
long-term	2,872	2,849	2,364	847	853	984	726	700	1,347	1,155
Australian Dollar	160	164	130	32	32	25	45	23	29	49
Brazilian Real	0	0	0	0	0	0	0	0	0	0
Canadian Dollar	39	51	45	9	11	14	8	10	20	13
Swiss Franc	0	0	0	0	0	0	0	0	0	0
EUR	692	555	419	251	216	176	237	178	252	301
Pound Sterling	98	87	51	33	29	37	21	27	45	34
Yen	102	74	65	39	37	32	43	26	33	50
Won	38	34	34	14	16	17	16	19	22	26
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	1,855	1,593	462	503	668	342	404	932	667
Rand	6	7	6	0	0	0	0	1	0	0
Other currencies	12	22	23	6	9	15	13	12	14	15
Foreign exchange	257	272	248	146	127	111	139	112	144	196
Australian Dollar	9	12	9	8	7	6	7	6	8	10
Brazilian Real	63	59	61	38	34	36	32	32	34	40
Canadian Dollar	13	14	9	6	6	5	7	5	7	9
Swiss Franc	10	9	6	4	4	3	5	3	4	8
EUR	86	93	94	42	31	21	39	23	33	56
Pound Sterling	22	22	17	11	10	7	13	8	10	15
Yen	29	24	17	17	15	13	17	15	22	27
Won	7	8	7	3	4	4	3	4	6	6
Mexican Peso	7	13	7	2	2	2	2	1	2	3
Norwegian Krone	0	1	0	0	0	0	0	0	0	0
New Zealand Dollar	2	3	2	2	2	2	2	1	2	3
Swedish Krona	0	0	0	0	0	0	0	0	0	0
US Dollar	243	259	236	144	125	109	136	111	141	192
Rand	2	2	2	1	0	0	0	0	0	0
Other currencies	20	26	28	14	15	13	14	14	18	23