Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index: 98,575.90 -348.46

OCC Announces Total Cleared Contract Volume Down Nine Percent In January - Securities Lending Activity Up 32 Percent In January

Date 01/02/2017

OCC, the world’s largest equity derivatives clearing organization, announced today that total cleared contract volume in January was down nine percent from January 2016 with 338,381,588 contracts. Average daily volume at OCC was down 14 percent from January 2016 with 16,919,079 contracts. OCC's stock loan program reported strong volume numbers in January with year-to-date activity up 32 percent.

Options: Exchange-listed options volume reached 328,683,559 contracts in January, down 10 percent from January 2016. Equity options volume last month was 291,765,174 contracts, an 11 percent decrease from January 2016. This includes cleared ETF options volume of 123,515,339 contracts last month, down 20 percent from January 2016 volume of 155,019,391 contracts. Index options volume in January was down four percent from a year ago with 36,918,385 contracts.

Futures: OCC total cleared futures volume in January was 9,698,029 contracts, a 35 percent increase from January 2016. OCC's year-to-date average daily cleared futures volume is up 28 percent with 484,901 contracts last month.

Securities Lending: OCC's securities lending CCP activities saw a 32 percent increase in new loans from January 2016 with 180,624 transactions last month. The average daily loan value cleared by OCC in January was $146,631,441,680.

For 2017 monthly exchange market share information, click here.

 

Jan 2017 Total Contract Volume

Jan 2016 Total Contract Volume

Jan Total Contract % Change vs. 2016

YTD. Avg. Daily Contract 2017

YTD. Avg. Daily Contract 2016

Avg. Daily Contract % Change vs. 2016

Equity Options

291,765,174

326,368,339

-10.6%

14,588,259

17,177,281

-15.1%

Index Options

36,918,385

38,303,494

-3.62%

1,845,919

2,015,973

-8.44%

Total Options

328,683,559

364,671,833

-9.87%

16,434,178

19,193,254

-14.4%

Total Futures

9,698,029

7,198,254

34.7%

484,901

378,855

28.0%

Total Volume

338,381,588

371,870,087

-9.01%

16,919,079

19,572,110

-13.6%