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Table
D3
Structure
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Exchange-traded futures, by currency
Notional principal, in billions of US dollars
«
‹
Q3 2020
›
»
Open interest
Daily average turnover
Dec 2019
Jun 2020
Sep 2020
2018
2019
May 2020
Jun 2020
Jul 2020
Aug 2020
Sep 2020
Futures
35,043
31,455
30,174
7,130
7,030
4,715
4,430
3,011
4,036
4,081
Interest rate
34,771
31,211
29,901
6,984
6,903
4,621
4,275
2,899
3,904
3,924
short-term
31,921
28,883
27,506
6,137
6,050
3,788
3,614
2,447
3,063
3,252
Australian Dollar
1,405
702
686
111
147
41
38
26
27
48
Brazilian Real
813
455
447
42
49
31
34
18
37
41
Canadian Dollar
768
660
784
90
89
45
54
32
48
38
Swiss Franc
224
193
184
29
26
14
19
12
12
19
EUR
4,560
3,897
4,147
1,042
836
500
698
631
652
820
Pound Sterling
2,683
2,246
3,092
564
464
275
331
258
319
494
Yen
54
24
19
5
3
1
1
1
0
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
113
145
5
6
6
5
3
7
7
Swedish Krona
70
49
40
4
2
0
1
0
0
0
US Dollar
21,225
20,542
17,960
4,245
4,427
2,875
2,432
1,466
1,959
1,785
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
2,328
2,395
847
853
833
661
452
840
673
Australian Dollar
164
153
193
32
32
19
36
21
27
47
Brazilian Real
0
0
0
0
0
0
0
0
0
0
Canadian Dollar
51
45
51
9
11
13
8
7
15
8
Swiss Franc
0
0
0
0
0
0
0
0
0
0
EUR
555
490
531
251
216
173
230
151
183
259
Pound Sterling
87
60
71
33
29
30
25
22
35
27
Yen
74
65
68
39
37
13
31
20
25
35
Won
34
43
50
14
16
12
19
10
12
20
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
1,453
1,394
462
503
552
303
203
528
262
Rand
7
6
6
0
0
0
0
1
0
0
Other currencies
22
13
31
6
9
20
9
18
16
15
Foreign exchange
272
244
273
146
127
94
155
112
132
157
Australian Dollar
12
7
10
8
7
6
8
6
6
8
Brazilian Real
59
52
55
38
34
44
54
29
47
47
Canadian Dollar
14
9
9
6
6
4
6
4
5
7
Swiss Franc
9
7
8
4
4
3
4
3
3
4
EUR
93
98
112
42
31
2
39
32
32
43
Pound Sterling
22
19
18
11
10
7
10
8
8
12
Yen
24
18
22
17
15
9
13
10
11
12
Won
8
8
8
3
4
4
4
4
3
4
Mexican Peso
13
7
8
2
2
1
2
1
1
2
Norwegian Krone
1
0
0
0
0
0
0
0
0
0
New Zealand Dollar
3
2
2
2
2
2
2
2
2
2
Swedish Krona
0
0
0
0
0
0
0
0
0
0
US Dollar
259
234
261
144
125
93
153
110
131
154
Rand
2
2
2
1
0
0
0
0
0
0
Other currencies
26
25
31
14
15
14
14
13
15
17