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Table
D3
Structure
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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