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Table
D4
Structure
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Exchange-traded options, by currency
Notional principal, in billions of US dollars
«
‹
Q4 2019
›
»
Open interest
Daily average turnover
Dec 2018
Sep 2019
Dec 2019
2018
2019
Aug 2019
Sep 2019
Oct 2019
Nov 2019
Dec 2019
Options
55,724
72,843
60,770
1,807
2,094
2,312
2,110
1,932
1,449
1,263
Interest rate
55,585
72,714
60,654
1,791
2,081
2,296
2,097
1,920
1,437
1,252
short-term
54,663
71,746
59,862
1,653
1,942
2,134
1,932
1,763
1,301
1,132
Australian Dollar
0
0
0
0
0
0
0
0
0
0
Brazilian Real
440
844
1,529
12
22
18
17
27
23
11
Canadian Dollar
110
190
222
3
3
3
6
6
2
4
Swiss Franc
0
0
0
0
0
0
0
0
0
0
EUR
8,159
7,512
7,232
138
125
126
111
126
68
88
Pound Sterling
4,637
8,619
6,340
119
149
150
333
245
121
82
Yen
0
0
0
0
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
0
0
0
0
0
0
0
0
0
0
Swedish Krona
65
7
2
0
0
0
0
0
0
0
US Dollar
41,251
54,574
44,538
1,380
1,643
1,836
1,464
1,358
1,086
947
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
923
968
792
138
139
162
165
157
136
120
Australian Dollar
0
3
4
0
0
0
0
0
0
0
Brazilian Real
0
0
0
0
0
0
0
0
0
0
Canadian Dollar
0
0
0
0
0
0
0
0
0
0
Swiss Franc
0
0
0
0
0
0
0
0
0
0
EUR
252
276
182
36
29
33
42
34
24
18
Pound Sterling
1
0
2
0
0
0
0
0
0
0
Yen
7
6
4
3
2
3
4
3
3
3
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
0
0
0
0
0
0
0
0
0
0
Swedish Krona
0
0
0
0
0
0
0
0
0
0
US Dollar
660
680
599
99
107
126
118
120
109
99
Rand
1
1
2
0
0
0
0
0
0
0
Other currencies
-0
0
0
-0
-0
0
0
0
0
-0
Foreign exchange
139
129
116
15
13
15
14
13
12
11
Australian Dollar
5
5
5
0
0
0
0
0
0
0
Brazilian Real
57
43
46
2
2
2
1
2
2
1
Canadian Dollar
5
4
5
1
0
0
0
0
0
0
Swiss Franc
0
1
1
0
0
0
0
0
0
0
EUR
33
39
28
5
3
4
4
2
2
2
Pound Sterling
13
11
9
1
1
0
1
1
0
1
Yen
13
15
12
1
1
1
1
1
1
1
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
0
0
0
0
0
0
0
0
0
0
Swedish Krona
0
0
0
0
0
0
0
0
0
0
US Dollar
138
127
115
15
13
15
14
13
12
11
Rand
6
4
1
0
0
0
0
0
0
0
Other currencies
8
9
10
5
6
7
6
5
6
6