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Table
D4
Structure
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Exchange-traded options, by currency
Notional principal, in billions of US dollars
«
‹
Q4 2020
›
»
Open interest
Daily average turnover
Dec 2019
Sep 2020
Dec 2020
2019
2020
Aug 2020
Sep 2020
Oct 2020
Nov 2020
Dec 2020
Options
60,770
42,618
36,955
2,094
1,414
598
787
713
811
626
Interest rate
60,654
42,490
36,831
2,081
1,403
587
776
702
801
615
short-term
59,862
42,043
36,278
1,942
1,308
515
715
617
715
542
Australian Dollar
0
0
0
0
0
0
0
0
0
0
Brazilian Real
1,529
686
1,064
22
15
9
11
11
12
20
Canadian Dollar
222
51
44
3
2
1
0
2
1
0
Swiss Franc
0
0
0
0
0
0
0
0
0
0
EUR
7,232
5,907
4,674
125
113
48
81
56
49
43
Pound Sterling
6,340
6,522
7,172
149
146
60
233
95
131
98
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
34
0
0
1
0
0
0
1
US Dollar
44,538
28,862
23,290
1,643
1,032
396
389
454
522
381
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
447
553
139
95
72
61
85
86
73
Australian Dollar
4
1
0
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
142
230
29
20
13
16
17
20
23
Pound Sterling
2
0
0
0
0
0
0
0
0
0
Yen
4
2
4
2
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
599
301
317
107
74
58
44
66
65
49
Rand
2
1
1
0
0
0
0
0
0
0
Other currencies
0
-0
0
-0
-0
0
0
0
0
0
Foreign exchange
116
128
124
13
11
10
11
10
11
12
Australian Dollar
5
5
4
0
0
0
0
0
0
0
Brazilian Real
46
41
51
2
1
1
1
1
1
2
Canadian Dollar
5
5
4
0
0
0
0
0
0
0
Swiss Franc
1
1
1
0
0
0
0
0
0
0
EUR
28
41
32
3
3
2
2
2
2
2
Pound Sterling
9
11
13
1
0
0
1
1
0
1
Yen
12
13
8
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
127
124
13
11
10
11
10
11
11
Rand
1
2
1
0
0
0
0
0
0
0
Other currencies
10
10
10
6
5
6
6
6
6
6