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
«
‹
Q1 2022
›
»
Open interest
Daily average turnover
Dec 2020
Dec 2021
Mar 2022
2020
2021
Nov 2021
Dec 2021
Jan 2022
Feb 2022
Mar 2022
Futures
28,995
34,130
40,738
5,415
5,863
7,128
5,017
7,521
10,431
9,615
Interest rate
28,668
33,818
40,403
5,281
5,723
6,995
4,878
7,396
10,289
9,443
short-term
26,287
31,144
37,714
4,507
4,836
5,902
4,191
6,592
8,969
8,417
Australian Dollar
745
770
825
67
51
57
44
41
71
79
Brazilian Real
539
522
524
39
49
41
41
40
42
58
Canadian Dollar
905
766
720
68
88
84
69
64
59
65
Swiss Franc
201
162
0
18
15
20
11
0
0
0
EUR
4,026
4,604
4,629
786
877
870
606
910
1,699
1,241
Pound Sterling
3,206
3,032
2,501
424
577
427
260
369
542
398
Yen
15
5
3
1
0
0
0
0
0
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
2
0
0
0
0
0
0
0
0
0
New Zealand Dollar
143
74
88
7
5
5
4
3
5
6
Swedish Krona
39
106
140
0
1
2
1
2
3
2
US Dollar
16,465
21,103
28,285
3,097
3,171
4,394
3,155
5,162
6,549
6,569
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
2,674
2,689
774
887
1,093
687
804
1,320
1,025
Australian Dollar
174
143
142
30
31
20
32
18
25
36
Brazilian Real
0
0
0
0
0
0
0
0
0
0
Canadian Dollar
59
68
57
11
15
21
11
12
25
14
Swiss Franc
0
0
0
0
0
0
0
0
0
0
EUR
542
576
603
208
244
226
223
204
315
341
Pound Sterling
64
105
89
31
40
52
23
29
53
31
Yen
68
91
75
28
30
27
35
30
32
39
Won
41
29
37
16
19
14
15
18
17
23
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
1,598
1,617
435
491
710
328
472
830
515
Rand
6
7
8
0
0
0
0
1
0
0
Other currencies
34
58
61
15
17
23
19
21
23
26
Foreign exchange
326
313
336
133
140
133
138
125
142
172
Australian Dollar
12
14
12
7
7
7
7
6
7
7
Brazilian Real
83
65
87
42
48
41
38
42
46
49
Canadian Dollar
13
12
13
6
6
6
7
6
6
7
Swiss Franc
8
10
8
4
3
4
4
3
3
4
EUR
120
120
114
30
31
29
38
25
31
48
Pound Sterling
17
23
25
10
9
9
11
8
10
13
Yen
28
28
29
13
12
14
13
12
12
17
Won
9
9
9
4
4
4
4
4
4
5
Mexican Peso
8
11
12
2
2
1
2
1
2
2
Norwegian Krone
1
0
0
0
0
0
0
0
0
0
New Zealand Dollar
3
3
3
2
2
2
2
2
2
2
Swedish Krona
1
0
1
0
0
0
0
0
0
0
US Dollar
314
294
320
131
138
132
135
124
139
169
Rand
2
2
2
0
0
0
0
0
0
0
Other currencies
33
34
36
16
17
18
17
18
21
19