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Table
D3
Structure
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Exchange-traded futures, by currency
Notional principal, in billions of US dollars
«
‹
Q3 2022
›
»
Open interest
Daily average turnover
Dec 2021
Jun 2022
Sep 2022
2020
2021
May 2022
Jun 2022
Jul 2022
Aug 2022
Sep 2022
Futures
34,130
39,562
38,241
5,415
5,863
7,095
9,011
7,196
7,533
9,506
Interest rate
33,818
39,259
37,924
5,281
5,723
6,949
8,841
7,055
7,393
9,307
short-term
31,144
36,609
35,312
4,507
4,836
5,836
7,859
6,327
6,438
8,335
Australian Dollar
770
726
685
67
51
82
100
74
70
80
Brazilian Real
522
535
574
39
49
51
57
42
52
69
Canadian Dollar
766
577
532
68
88
36
59
47
41
57
Swiss Franc
162
0
0
18
15
0
0
0
0
0
EUR
4,604
4,854
4,320
786
877
1,025
1,524
1,144
1,083
1,516
Pound Sterling
3,032
2,050
1,597
424
577
339
384
242
356
456
Yen
5
2
1
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
110
92
7
5
6
5
4
4
5
Swedish Krona
106
119
82
0
1
1
1
0
0
0
US Dollar
21,103
27,635
27,428
3,097
3,171
4,296
5,730
4,774
4,832
6,152
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
2,651
2,613
774
887
1,113
982
728
955
972
Australian Dollar
143
125
114
30
31
21
37
18
18
32
Brazilian Real
0
0
0
0
0
0
0
0
0
0
Canadian Dollar
68
56
52
11
15
20
15
13
20
15
Swiss Franc
0
0
0
0
0
0
0
0
0
0
EUR
576
639
598
208
244
258
355
212
191
340
Pound Sterling
105
75
61
31
40
43
30
27
36
33
Yen
91
90
87
28
30
21
40
15
16
30
Won
29
35
30
16
19
17
22
13
13
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
1,567
1,602
435
491
710
461
407
629
471
Rand
7
8
7
0
0
0
0
1
0
0
Other currencies
58
57
62
15
17
23
21
23
31
29
Foreign exchange
313
303
316
133
140
146
170
141
141
199
Australian Dollar
14
11
11
7
7
7
8
6
6
9
Brazilian Real
65
66
84
42
48
51
49
48
48
53
Canadian Dollar
12
11
11
6
6
6
8
7
6
9
Swiss Franc
10
8
8
4
3
3
5
3
3
5
EUR
120
107
99
30
31
27
41
30
30
51
Pound Sterling
23
24
24
10
9
9
12
9
9
17
Yen
28
24
25
13
12
13
18
13
15
22
Won
9
9
9
4
4
5
5
5
5
6
Mexican Peso
11
15
18
2
2
1
3
1
1
3
Norwegian Krone
0
0
1
0
0
0
0
0
0
0
New Zealand Dollar
3
4
4
2
2
2
2
2
2
3
Swedish Krona
0
1
1
0
0
0
0
0
0
0
US Dollar
294
288
301
131
138
147
169
140
141
197
Rand
2
3
2
0
0
0
0
0
0
0
Other currencies
34
35
35
16
17
19
18
17
16
21