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Table
D4
Structure
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Exchange-traded options, by currency
Notional principal, in billions of US dollars
«
‹
Q3 2020
›
»
Open interest
Daily average turnover
Dec 2019
Jun 2020
Sep 2020
2018
2019
May 2020
Jun 2020
Jul 2020
Aug 2020
Sep 2020
Options
60,770
30,849
42,618
1,807
2,094
1,185
883
621
598
787
Interest rate
60,654
30,721
42,490
1,791
2,081
1,175
872
611
587
776
short-term
59,862
30,332
42,043
1,653
1,942
1,101
785
553
515
715
Australian Dollar
0
0
0
0
0
0
0
0
0
0
Brazilian Real
1,529
778
686
12
22
17
16
5
9
11
Canadian Dollar
222
83
51
3
3
2
1
1
1
0
Swiss Franc
0
0
0
0
0
0
0
0
0
0
EUR
7,232
7,437
5,907
138
125
115
103
36
48
81
Pound Sterling
6,340
4,209
6,522
119
149
108
61
69
60
233
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
2
17
17
0
0
0
0
0
1
0
US Dollar
44,538
17,808
28,862
1,380
1,643
859
604
442
396
389
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
792
388
447
138
139
74
87
59
72
61
Australian Dollar
4
0
1
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
182
181
142
36
29
19
17
16
13
16
Pound Sterling
2
0
0
0
0
0
0
0
0
0
Yen
4
2
2
3
2
0
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
599
203
301
99
107
55
69
42
58
44
Rand
2
2
1
0
0
0
0
0
0
0
Other currencies
0
0
-0
-0
-0
0
0
0
0
0
Foreign exchange
116
128
128
15
13
10
11
10
10
11
Australian Dollar
5
5
5
0
0
0
0
0
0
0
Brazilian Real
46
47
41
2
2
1
1
1
1
1
Canadian Dollar
5
5
5
1
0
0
0
0
0
0
Swiss Franc
1
1
1
0
0
0
0
0
0
0
EUR
28
39
41
5
3
2
3
3
2
2
Pound Sterling
9
8
11
1
1
0
0
0
0
1
Yen
12
14
13
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
115
128
127
15
13
10
11
10
10
11
Rand
1
2
2
0
0
0
0
0
0
0
Other currencies
10
8
10
5
6
4
5
5
6
6