OCC, the world’s largest equity derivatives clearing organization, announced today that total cleared contract volume in September reached 365,152,938 contracts, up 8.7 percent compared to September 2017 volume of 335,867,813. OCC's year-to-date average daily cleared contract volume is up 18.6 percent with 20,209,877 contracts compared to 17,038,958 contracts in 2017.
Options: Overall exchange-listed options volume reached 358,572,914 contracts in September, up 10.3 percent from September 2017. Equity options volume reached a total of 322,566,988 contracts, a 14.3 percent increase from September 2017. This includes cleared ETF options volume of 116,971,793 contracts last month, a 4.6 percent decrease compared to September 2017 volume of 122,563,903 contracts. Index options volume was down 16.2 percent with 36,005,926 contracts in September, but year-to-date average daily volume was up 9.1 percent from September 2017.
Futures: Futures cleared by OCC reached 6,580,024 contracts in September, down 38.8 percent from September 2017. OCC’s year-to-date average daily cleared futures volume is 407,624 contracts, 28.2 percent less than 2017.
Securities Lending: OCC's securities lending CCP activity was up 6.9 percent in new loans from September 2017 with 203,694 transactions last month. Year-to-date stock loan activity increased 17.0 percent from 2017 with 2,009,474 new loan transactions in 2018. The average daily loan value at OCC in September was $164,819,356,772.
For 2018 monthly exchange market share information, click here.
September | ||||||||||||||||||
Total | ||||||||||||||||||
September | September | Contract | YTD Avg. | YTD Avg. | YTD Avg. | |||||||||||||
2018 Total | 2017 Total | % Change | Daily | Daily | Daily Contract | |||||||||||||
Contract | Contract | vs. July | Contract | Contract | % Change vs. | |||||||||||||
Volume | Volume | 2017 | 2018 | 2017 | YTD 2017 | |||||||||||||
Equity Options | 322,566,988 | 282,159,560 | 14.3% | 17,656,820 | 14,504,785 | 21.7% | ||||||||||||
ETF Options | 116,971,793 | 122,563,903 | -4.6% | 7,443,495 | 6,416,518 | 16.0% | ||||||||||||
Index Options | 36,005,926 | 42,956,829 | -16.2% | 2,145,433 | 1,966,798 | 9.1% | ||||||||||||
Total Options | 358,572,914 | 325,116,389 | 10.3% | 18,872,259 | 16,471,583 | 14.6% | ||||||||||||
Total Futures | 6,580,024 | 10,751,424 | -38.8% | 407,624 | 567,375 | -28.2% | ||||||||||||
Total Volume | 365,152,938 | 335,867,813 | 8.7% | 20,209,877 | 17,038,958 | 18.6% | ||||||||||||