Exchange-traded futures and options, by currency

Notional principal, in billions of US dollars Table D2

Open interest Daily average turnover

Market risk category / Dec Dec Mar Nov Dec Jan Feb Mar
currency 2017 2018
2017 2018 2019 2018 2018 2019 2019 2019
Interest rate 80,572 94,368 105,486 7,444 8,791 8,455 9,710 8,474 7,801 10,141
AUD 1,379 1,352 2,130 139 142 114 154 139 188 238
BRL 1,595 979 1,001 59 54 39 31 45 53 59
CAD 724 753 955 98 102 95 137 96 90 123
CHF 252 290 346 25 29 22 22 22 19 29
CNY 17 12 13 9 6 1 7 7 6 7
DKK 0 0 0 0 0 0 0 0 0 0
EUR 12,341 15,023 15,043 1,238 1,489 1,253 1,414 1,336 1,240 1,599
GBP 6,137 7,394 8,186 621 715 853 640 586 627 817
HKD 0 0 0 0 0 0 0 0 0 0
HUF 0 0 0 0 0 0 0 0 0 0
INR 0 0 0 0 0 0 0 0 0 0
JPY 225 203 200 38 47 40 69 39 34 55
KRW 29 38 44 12 14 12 17 11 10 18
MXN 1 0 0 0 0 0 0 0 0 0
NOK 14 3 6 0 0 0 0 0 0 0
NZD 86 109 129 4 5 7 7 4 7 9
PLN 0 0 0 0 0 0 0 0 0 0
RUB 0 0 1 0 0 0 0 0 0 0
SEK 170 184 138 4 5 4 5 2 3 3
SGD 0 0 0 0 0 0 0 0 0 0
TRY 0 0 0 0 0 0 0 0 0 0
TWD 0 0 0 0 0 0 0 0 0 0
USD 57,593 68,019 77,284 5,195 6,182 6,016 7,205 6,186 5,523 7,184
ZAR 9 7 7 0 0 0 0 1 0 0
Other currencies 0 0 0 0 0 0 0 0 0 0
Foreign exchange 412 396 399 130 162 142 154 129 128 167
AUD 15 14 15 8 9 8 8 7 8 8
BRL 86 120 116 24 39 35 33 33 36 41
CAD 16 18 17 6 7 6 8 5 5 7
CHF 13 10 11 4 4 3 4 3 2 4
CNY 6 7 8 1 3 4 5 5 5 4
DKK 0 0 0 0 0 0 0 0 0 0
EUR 145 119 118 38 47 36 43 31 28 45
GBP 36 35 29 11 12 13 12 10 10 15
HKD 0 0 0 0 0 0 0 0 0 0
HUF 1 1 1 0 0 0 0 0 0 0
INR 11 6 12 8 12 12 12 11 12 13
JPY 42 42 32 20 18 15 20 15 13 18
KRW 9 7 8 3 3 3 3 3 3 3
MXN 14 7 10 2 2 2 2 1 1 3
NOK 1 0 1 0 0 0 0 0 0 0
NZD 3 2 3 2 2 2 2 2 2 2
PLN 1 0 0 0 0 0 0 0 0 0
RUB 9 5 7 3 2 2 3 2 2 2
SEK 1 0 0 0 0 0 0 0 0 0
SGD 0 0 0 0 0 0 0 0 0 0
TRY 2 2 5 0 0 0 0 0 0 0
TWD 0 0 0 0 0 0 0 0 0 0
USD 391 382 384 127 159 140 151 128 126 164
ZAR 13 8 14 1 1 1 0 0 0 1
Other currencies 10 7 7 1 1 1 2 1 1 2