Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

OCC Cleared Contract Volume Down Nine Percent In September - Securities Lending Activity Up 13 Percent In September And 21 Percent Year-To-Date - Cleared Futures Volume Up One Percent In September And 42 Percent Year-To-Date

Date 02/10/2017

OCC, the world's largest equity derivatives clearing organization, announced today that cleared contract volume in September was 335,867,813 contracts, down nine percent from September 2016 volume of 367,641,787 contracts. OCC's year-to-date average daily cleared contract volume is up three percent from 2016 with 17,038,958 contracts in 2017.

Options: Exchange-listed options volume reached 325,116,389 contracts in September, down nine percent from September 2016 volume of 357,041,027 contracts. Year-to-date average daily options volume is up two percent from 2016 with 16,471,583 contracts in 2017.

Equity options volume in September was 282,159,560 contracts, a 12 percent decrease from September 2016. This includes cleared ETF options volume of 122,563,903 contracts last month, a 16 percent decrease from September 2016 volume of 145,850,238 contracts. Index options volume in September was up 13 percent with 42,956,829 contracts.

Futures: OCC cleared futures volume in September reached 10,751,424 contracts, a one percent increase from the September 2016 volume of 10,600,760 contracts. OCC's year-to-date average daily cleared futures volume is up 42 percent from 2016 with 567,375 contracts in 2017.

Securities Lending: OCC's securities lending CCP activity in September 2017 was up 13 percent in new loans from September 2016 with 190,544 transactions. Year-to-date stock loan activity is up 21 percent from 2016 with 1,717,306 new loan transactions in 2017. The average daily loan value cleared by OCC in September was $146,710,753,014.

For 2017 monthly exchange market share information, click here.

 

OCC CLEARED CONTRACT VOLUME SEPTEMBER 2017
 
September 2017 Total Contract Volume
September 2016 Total Contract Volume
September Total Contract % Change vs. 2016
YTD. Avg. Daily Contract 2017
YTD. Avg. Daily Contract 2016
Avg. Daily Contract % Change vs. 2016
Equity Options
282,159,560
319,042,080
-11.6%
14,504,785
14,373,640
0.91%
ETF Options
122,563,903
145,850,238
-16.0%
6,416,518
6,527,649
-1.70%
Index Options
42,956,829
37,998,947
13.0%
1,966,798
1,726,456
13.9%
Total Options
325,116,389
357,041,027
-8.94%
16,471,583
16,100,096
2.31%
Total Futures
10,751,424
10,600,760
1.42%
567,375
401,053
41.5%
Total Volume
335,867,813
367,641,787
-8.64%
17,038,958
16,501,149
3.26%