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Table
D3
Structure
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Exchange-traded futures, by currency
Notional principal, in billions of US dollars
«
‹
Q2 2022
›
»
Open interest
Daily average turnover
Dec 2021
Mar 2022
Jun 2022
2020
2021
Feb 2022
Mar 2022
Apr 2022
May 2022
Jun 2022
Futures
34,130
40,738
39,562
5,415
5,863
10,431
9,615
7,167
7,095
9,011
Interest rate
33,818
40,403
39,259
5,281
5,723
10,289
9,443
7,031
6,949
8,841
short-term
31,144
37,714
36,609
4,507
4,836
8,969
8,417
6,162
5,836
7,859
Australian Dollar
770
825
726
67
51
71
79
80
82
100
Brazilian Real
522
524
535
39
49
42
58
45
51
57
Canadian Dollar
766
720
577
68
88
59
65
46
36
59
Swiss Franc
162
0
0
18
15
0
0
0
0
0
EUR
4,604
4,629
4,854
786
877
1,699
1,241
1,000
1,025
1,524
Pound Sterling
3,032
2,501
2,050
424
577
542
398
265
339
384
Yen
5
3
2
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
0
0
0
0
0
0
0
0
0
0
New Zealand Dollar
74
88
110
7
5
5
6
4
6
5
Swedish Krona
106
140
119
0
1
3
2
1
1
1
US Dollar
21,103
28,285
27,635
3,097
3,171
6,549
6,569
4,722
4,296
5,730
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
2,674
2,689
2,651
774
887
1,320
1,025
869
1,113
982
Australian Dollar
143
142
125
30
31
25
36
25
21
37
Brazilian Real
0
0
0
0
0
0
0
0
0
0
Canadian Dollar
68
57
56
11
15
25
14
13
20
15
Swiss Franc
0
0
0
0
0
0
0
0
0
0
EUR
576
603
639
208
244
315
341
240
258
355
Pound Sterling
105
89
75
31
40
53
31
27
43
30
Yen
91
75
90
28
30
32
39
21
21
40
Won
29
37
35
16
19
17
23
20
17
22
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
1,598
1,617
1,567
435
491
830
515
502
710
461
Rand
7
8
8
0
0
0
0
1
0
0
Other currencies
58
61
57
15
17
23
26
21
23
21
Foreign exchange
313
336
303
133
140
142
172
136
146
170
Australian Dollar
14
12
11
7
7
7
7
6
7
8
Brazilian Real
65
87
66
42
48
46
49
46
51
49
Canadian Dollar
12
13
11
6
6
6
7
6
6
8
Swiss Franc
10
8
8
4
3
3
4
3
3
5
EUR
120
114
107
30
31
31
48
26
27
41
Pound Sterling
23
25
24
10
9
10
13
9
9
12
Yen
28
29
24
13
12
12
17
14
13
18
Won
9
9
9
4
4
4
5
5
5
5
Mexican Peso
11
12
15
2
2
2
2
1
1
3
Norwegian Krone
0
0
0
0
0
0
0
0
0
0
New Zealand Dollar
3
3
4
2
2
2
2
2
2
2
Swedish Krona
0
1
1
0
0
0
0
0
0
0
US Dollar
294
320
288
131
138
139
169
136
147
169
Rand
2
2
3
0
0
0
0
0
0
0
Other currencies
34
36
35
16
17
21
19
17
19
18