BIS Statistics Explorer: Table D3

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