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Table
D3
Structure
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Exchange-traded futures, by currency
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
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
Australian Dollar
1,405
1,060
702
111
147
184
161
47
41
38
Brazilian Real
813
434
455
42
49
55
60
35
31
34
Canadian Dollar
768
563
660
90
89
135
130
53
45
54
Swiss Franc
224
189
193
29
26
31
28
15
14
19
EUR
4,560
3,738
3,897
1,042
836
1,002
1,313
823
500
698
Pound Sterling
2,683
2,214
2,246
564
464
535
719
251
275
331
Yen
54
35
24
5
3
2
2
1
1
1
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
2
0
0
0
0
0
0
0
New Zealand Dollar
116
98
113
5
6
7
8
5
6
5
Swedish Krona
70
0
49
4
2
1
0
1
0
1
US Dollar
21,225
21,452
20,542
4,245
4,427
6,251
8,458
3,111
2,875
2,432
Rand
0
0
0
0
0
0
0
0
0
0
Other currencies
1
0
0
0
0
0
0
0
0
0
long-term
2,849
2,364
2,328
847
853
1,347
1,155
514
833
661
Australian Dollar
164
130
153
32
32
29
49
18
19
36
Brazilian Real
0
0
0
0
0
0
0
0
0
0
Canadian Dollar
51
45
45
9
11
20
13
7
13
8
Swiss Franc
0
0
0
0
0
0
0
0
0
0
EUR
555
419
490
251
216
252
301
136
173
230
Pound Sterling
87
51
60
33
29
45
34
20
30
25
Yen
74
65
65
39
37
33
50
11
13
31
Won
34
34
43
14
16
22
26
12
12
19
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
1,855
1,593
1,453
462
503
932
667
296
552
303
Rand
7
6
6
0
0
0
0
1
0
0
Other currencies
22
23
13
6
9
14
15
15
20
9
Foreign exchange
272
248
244
146
127
144
196
86
94
155
Australian Dollar
12
9
7
8
7
8
10
5
6
8
Brazilian Real
59
61
52
38
34
34
40
39
44
54
Canadian Dollar
14
9
9
6
6
7
9
4
4
6
Swiss Franc
9
6
7
4
4
4
8
3
3
4
EUR
93
94
98
42
31
33
56
2
2
39
Pound Sterling
22
17
19
11
10
10
15
6
7
10
Yen
24
17
18
17
15
22
27
9
9
13
Won
8
7
8
3
4
6
6
4
4
4
Mexican Peso
13
7
7
2
2
2
3
1
1
2
Norwegian Krone
1
0
0
0
0
0
0
0
0
0
New Zealand Dollar
3
2
2
2
2
2
3
1
2
2
Swedish Krona
0
0
0
0
0
0
0
0
0
0
US Dollar
259
236
234
144
125
141
192
84
93
153
Rand
2
2
2
1
0
0
0
0
0
0
Other currencies
26
28
25
14
15
18
23
13
14
14