BIS
Twitter
YouTube
RSS
BIS alerts
Sitemap
Contact
>
DER
>
Table
D3
Structure
Help
Exchange-traded futures, by currency
Notional principal, in billions of US dollars
«
‹
Q4 2020
›
»
Open interest
Daily average turnover
Dec 2019
Sep 2020
Dec 2020
2019
2020
Aug 2020
Sep 2020
Oct 2020
Nov 2020
Dec 2020
Futures
35,043
30,174
28,995
7,030
5,415
4,036
4,081
3,631
4,339
4,009
Interest rate
34,771
29,901
28,668
6,903
5,281
3,904
3,924
3,502
4,213
3,851
short-term
31,921
27,506
26,287
6,050
4,507
3,063
3,252
2,897
3,360
3,193
Australian Dollar
1,405
686
745
147
67
27
48
40
48
35
Brazilian Real
813
447
539
49
39
37
41
39
33
39
Canadian Dollar
768
784
905
89
68
48
38
65
54
64
Swiss Franc
224
184
201
26
18
12
19
11
11
19
EUR
4,560
4,147
4,026
836
786
652
820
742
684
701
Pound Sterling
2,683
3,092
3,206
464
424
319
494
381
396
486
Yen
54
19
15
3
1
0
1
0
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
145
143
6
7
7
7
8
13
6
Swedish Krona
70
40
39
2
0
0
0
0
1
0
US Dollar
21,225
17,960
16,465
4,427
3,097
1,959
1,785
1,611
2,120
1,844
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
2,395
2,381
853
774
840
673
605
853
658
Australian Dollar
164
193
174
32
30
27
47
25
30
41
Brazilian Real
0
0
0
0
0
0
0
0
0
0
Canadian Dollar
51
51
59
11
11
15
8
9
14
10
Swiss Franc
0
0
0
0
0
0
0
0
0
0
EUR
555
531
542
216
208
183
259
190
199
246
Pound Sterling
87
71
64
29
31
35
27
30
42
30
Yen
74
68
68
37
28
25
35
26
26
35
Won
34
50
41
16
16
12
20
13
13
18
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
1,394
1,392
503
435
528
262
300
510
266
Rand
7
6
6
0
0
0
0
0
0
0
Other currencies
22
31
34
9
15
16
15
11
18
13
Foreign exchange
272
273
326
127
133
132
157
129
126
158
Australian Dollar
12
10
12
7
7
6
8
7
6
8
Brazilian Real
59
55
83
34
42
47
47
46
49
47
Canadian Dollar
14
9
13
6
6
5
7
5
4
6
Swiss Franc
9
8
8
4
4
3
4
3
3
4
EUR
93
112
120
31
30
32
43
27
23
42
Pound Sterling
22
18
17
10
10
8
12
10
7
14
Yen
24
22
28
15
13
11
12
10
11
14
Won
8
8
9
4
4
3
4
4
4
4
Mexican Peso
13
8
8
2
2
1
2
1
1
2
Norwegian Krone
1
0
1
0
0
0
0
0
0
0
New Zealand Dollar
3
2
3
2
2
2
2
1
2
2
Swedish Krona
0
0
1
0
0
0
0
0
0
0
US Dollar
259
261
314
125
131
131
154
128
124
155
Rand
2
2
2
0
0
0
0
0
0
0
Other currencies
26
31
33
15
16
15
17
16
18
17