BIS Statistics Explorer: Table D1

Exchange-traded futures and options, by location of exchange

Notional principal, in billions of US dollars

« ‹ Q4 2010 › »	Open interest			Daily average turnover
	Dec 2009	Sep 2010	Dec 2010	2009	2010	Aug 2010	Sep 2010	Oct 2010	Nov 2010	Dec 2010
Futures
All markets	20,835	23,402	21,248	4,097	5,004	3,999	4,830	4,378	5,787	4,565
Interest rate	20,689	23,182	21,076	3,999	4,862	3,876	4,688	4,231	5,632	4,437
short-term	19,609	21,985	20,004	3,524	4,245	3,276	4,009	3,664	4,901	3,905
long-term	1,079	1,198	1,072	475	617	600	679	566	731	533
Foreign exchange	146	220	172	98	142	123	142	148	155	127
North America	10,373	12,302	11,466	2,232	2,721	2,224	2,434	2,168	3,421	2,746
Interest rate	10,282	12,184	11,351	2,154	2,607	2,125	2,317	2,054	3,296	2,642
short-term	9,827	11,657	10,879	1,971	2,340	1,812	2,069	1,826	2,956	2,427
long-term	454	527	472	183	268	313	248	228	340	215
Foreign exchange	91	118	115	78	113	99	117	114	124	104
Europe	7,620	7,247	5,813	1,636	1,943	1,444	2,011	1,854	1,933	1,464
Interest rate	7,617	7,245	5,811	1,636	1,942	1,443	2,010	1,851	1,930	1,462
short-term	7,128	6,750	5,361	1,391	1,657	1,218	1,668	1,577	1,614	1,220
long-term	489	495	449	245	285	225	342	274	315	242
Foreign exchange	3	2	3	0	1	1	1	2	3	2
Asia and Pacific	2,321	2,963	3,050	177	248	241	313	279	326	232
Interest rate	2,311	2,953	3,048	175	241	236	305	270	319	227
short-term	2,175	2,778	2,899	128	177	174	216	206	243	152
long-term	136	175	149	47	64	62	89	64	76	75
Foreign exchange	10	10	2	2	6	5	8	9	7	5
Other Markets	522	890	920	52	92	91	72	78	108	122
Interest rate	479	800	867	34	72	72	56	55	87	106
short-term	478	799	865	34	72	72	56	55	87	106
long-term	1	1	1	0	0	0	0	0	0	0
Foreign exchange	43	90	53	18	21	19	16	23	21	16
Options
All markets	46,582	47,939	41,062	1,716	1,857	1,439	1,649	1,587	1,650	1,265
Interest rate	46,435	47,791	40,917	1,708	1,845	1,428	1,638	1,576	1,639	1,255
short-term	46,104	47,234	40,485	1,644	1,768	1,351	1,542	1,486	1,531	1,186
long-term	331	556	432	64	77	76	96	89	108	69
Foreign exchange	147	148	144	8	12	12	11	12	11	10
North America	21,883	24,154	22,143	751	897	848	805	765	1,017	749
Interest rate	21,817	24,064	22,070	748	891	842	799	758	1,009	744
short-term	21,616	23,771	21,839	723	858	804	757	721	963	715
long-term	201	293	232	25	33	38	43	38	46	29
Foreign exchange	65	90	72	3	6	6	6	7	8	6
Europe	23,913	22,378	17,285	937	915	545	809	782	580	468
Interest rate	23,913	22,378	17,285	937	915	545	809	782	580	468
short-term	23,783	22,115	17,085	909	882	518	768	741	533	440
long-term	130	263	200	28	34	26	41	41	47	28
Foreign exchange	0	0	0	0	0	0	0	0	0	0
Asia and Pacific	7	18	4	12	11	13	12	11	15	12
Interest rate	7	18	4	12	11	13	12	11	14	12
short-term	7	17	3	0	0	1	0	0	0	0
long-term	0	1	1	11	10	12	12	11	14	12
Foreign exchange	0	0	0	0	0	0	0	0	0	0
Other Markets	779	1,389	1,630	17	34	34	22	30	38	35
Interest rate	697	1,331	1,558	11	28	28	17	25	35	31
short-term	697	1,331	1,558	11	28	28	17	25	35	31
long-term	0	0	0	0	0	0	0	0	0	0
Foreign exchange	82	58	71	5	6	6	5	5	4	4