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Table
D3
Structure
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Exchange-traded futures, by currency
Notional principal, in billions of US dollars
«
‹
Q4 2021
›
»
Open interest
Daily average turnover
Dec 2020
Sep 2021
Dec 2021
2020
2021
Aug 2021
Sep 2021
Oct 2021
Nov 2021
Dec 2021
Futures
28,995
35,055
34,130
5,415
5,863
4,462
5,342
7,790
7,128
5,017
Interest rate
28,668
34,738
33,818
5,281
5,723
4,337
5,184
7,657
6,995
4,878
short-term
26,287
32,077
31,144
4,507
4,836
3,446
4,320
6,785
5,902
4,191
Australian Dollar
745
656
770
67
51
33
48
101
57
44
Brazilian Real
539
602
522
39
49
54
64
67
41
41
Canadian Dollar
905
927
766
68
88
53
85
154
84
69
Swiss Franc
201
239
162
18
15
7
17
24
20
11
EUR
4,026
5,000
4,604
786
877
578
825
1,320
870
606
Pound Sterling
3,206
4,147
3,032
424
577
401
611
662
427
260
Yen
15
6
5
1
0
0
0
0
0
0
Won
0
0
0
0
0
0
0
0
0
0
Mexican Peso
0
1
0
0
0
0
0
0
0
0
Norwegian Krone
2
0
0
0
0
0
0
0
0
0
New Zealand Dollar
143
90
74
7
5
7
6
5
5
4
Swedish Krona
39
47
106
0
1
0
1
4
2
1
US Dollar
16,465
20,362
21,103
3,097
3,171
2,312
2,663
4,448
4,394
3,155
Rand
0
0
0
0
0
0
0
0
0
0
Other currencies
0
0
0
-0
0
0
0
0
0
0
long-term
2,381
2,662
2,674
774
887
891
865
872
1,093
687
Australian Dollar
174
150
143
30
31
20
39
30
20
32
Brazilian Real
0
0
0
0
0
0
0
0
0
0
Canadian Dollar
59
59
68
11
15
19
13
14
21
11
Swiss Franc
0
0
0
0
0
0
0
0
0
0
EUR
542
599
576
208
244
179
307
251
226
223
Pound Sterling
64
108
105
31
40
47
38
43
52
23
Yen
68
74
91
28
30
19
43
27
27
35
Won
41
41
29
16
19
16
25
17
14
15
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
1,392
1,582
1,598
435
491
572
385
476
710
328
Rand
6
6
7
0
0
0
0
1
0
0
Other currencies
34
43
58
15
17
19
16
14
23
19
Foreign exchange
326
316
313
133
140
125
157
133
133
138
Australian Dollar
12
14
14
7
7
6
9
7
7
7
Brazilian Real
83
68
65
42
48
52
48
49
41
38
Canadian Dollar
13
10
12
6
6
5
8
6
6
7
Swiss Franc
8
10
10
4
3
3
5
3
4
4
EUR
120
119
120
30
31
21
40
25
29
38
Pound Sterling
17
22
23
10
9
7
11
8
9
11
Yen
28
31
28
13
12
10
16
13
14
13
Won
9
10
9
4
4
5
5
4
4
4
Mexican Peso
8
9
11
2
2
1
2
1
1
2
Norwegian Krone
1
0
0
0
0
0
0
0
0
0
New Zealand Dollar
3
2
3
2
2
2
2
2
2
2
Swedish Krona
1
0
0
0
0
0
0
0
0
0
US Dollar
314
300
294
131
138
123
154
131
132
135
Rand
2
2
2
0
0
0
0
0
0
0
Other currencies
33
33
34
16
17
14
16
17
18
17