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 2023
› »
Open interest
Daily average turnover
Dec 2022
Sep 2023
Dec 2023
2022
2023
Aug 2023
Sep 2023
Oct 2023
Nov 2023
Dec 2023
Futures
36,540
36,259
37,336
8,045
9,248
8,163
8,468
8,833
9,869
9,136
Interest rate
36,220
35,941
36,994
7,892
9,107
8,031
8,300
8,683
9,726
8,972
short-term
33,607
32,583
33,643
6,952
8,059
6,817
7,340
7,651
8,194
7,970
Australian Dollar
798
861
1,090
77
109
92
95
111
124
116
Brazilian Real
551
551
772
51
66
78
78
90
66
57
Canadian Dollar
492
855
739
54
78
73
80
83
73
62
Swiss Franc
0
0
1
0
1
1
2
2
5
4
EUR
4,122
4,343
5,135
1,200
1,321
1,034
1,300
1,154
1,413
1,779
Pound Sterling
1,548
1,944
2,133
353
484
439
545
420
533
543
Yen
0
11
11
0
1
1
1
1
1
0
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
0
0
0
0
0
0
0
0
0
0
New Zealand Dollar
105
94
97
5
6
5
5
5
7
7
Swedish Krona
54
15
21
1
0
0
0
0
0
0
US Dollar
25,937
23,909
23,645
5,211
5,993
5,093
5,233
5,785
5,972
5,404
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
2,613
3,358
3,350
940
1,049
1,214
961
1,032
1,532
1,002
Australian Dollar
48
119
121
23
25
19
32
24
22
36
Brazilian Real
0
0
0
0
0
0
0
0
0
0
Canadian Dollar
48
56
54
16
17
20
13
16
23
15
Swiss Franc
0
0
0
0
0
0
0
0
0
0
EUR
597
559
531
260
289
233
332
284
334
345
Pound Sterling
47
60
66
31
27
31
25
24
35
22
Yen
99
124
136
26
27
18
40
25
31
47
Won
35
42
42
17
17
16
22
17
15
21
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
1,680
2,323
2,328
540
618
842
462
605
1,031
514
Rand
8
7
0
0
0
0
0
1
0
0
Other currencies
50
68
72
27
28
34
33
37
41
1
Foreign exchange
320
319
342
153
140
132
168
149
143
164
Australian Dollar
10
15
12
7
7
6
9
7
7
8
Brazilian Real
69
75
95
48
38
40
40
48
39
39
Canadian Dollar
11
14
15
7
6
5
8
7
5
7
Swiss Franc
6
11
11
4
3
2
4
3
3
5
EUR
117
109
117
34
33
26
43
31
29
42
Pound Sterling
21
24
21
10
9
8
12
9
9
10
Yen
20
28
29
15
16
12
17
15
16
19
Won
9
10
10
5
5
4
4
4
5
5
Mexican Peso
21
6
16
2
2
2
3
2
2
3
Norwegian Krone
0
1
1
0
0
0
0
0
0
0
New Zealand Dollar
2
4
3
2
2
2
3
2
2
2
Swedish Krona
1
1
0
0
0
0
0
0
0
0
US Dollar
306
304
323
153
138
131
164
147
141
160
Rand
21
2
3
0
0
0
0
0
0
0
Other currencies
27
33
27
19
22
26
26
23
26
27