Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

OCC Cleared Contract Volume Up Two Percent In September - Securities Lending Activity Up 29 Percent In September And 39 Percent Year-To-Date

Date 03/10/2016

OCC, the world's largest equity derivatives clearing organization, announced today that cleared contract volume in September was 367,641,787 contracts, up two percent from September 2015 volume of 361,537,608 contracts. OCC's year-to-date average daily cleared contract volume is down two percent from 2015 with 16,501,149 contracts in 2016.

Options: Exchange-listed options volume reached 357,041,027 contracts in September, up one percent from September 2015 volume of 354,782,668 contracts. Year-to-date average daily options volume is down three percent from 2015 with 16,100,096 contracts in 2016.

Equity options volume in September was 319,042,080 contracts, a two percent increase from September 2015. This includes cleared ETF options volume of 145,850,238 contracts last month, a six percent decrease over September 2015 volume of 154,382,062 contracts. Index options volume in September was down 11 percent with 37,998,947 contracts.

Futures: OCC cleared futures volume in September reached 10,600,760 contracts, a 57 percent increase from the September 2015 volume of 6,754,940 contracts. OCC's year-to-date average daily cleared futures volume is up 53 percent from 2015 with 401,053 contracts in 2016.

Securities Lending: OCC's securities lending CCP activity in September 2016 was up 29 percent in new loans from September 2015 with 168,460 transactions. Year-to-date stock loan activity is up 39 percent from 2015 with 1,421,730 new loan transactions in 2016. The average daily loan value cleared by OCC in September was $162,587,210,735.

For 2016 monthly exchange market share information, click here.

OCC CLEARED CONTRACT VOLUME SEPTEMBER 2016
 
September 2016 Total Contract Volume
September 2015 Total Contract Volume
September Total Contract % Change vs. 2015
YTD. Avg. Daily Contract 2016
YTD. Avg. Daily Contract 2015
YTD Avg. Daily Contract % Change vs. YTD 2015
Equity Options
319,042,080
311,951,747
2.27%
14,373,640
14,915,132
-3.63%
Index Options
37,998,947
42,830,921
-11.3%
1,726,456
1,677,089
2.94%
Total Options
357,041,027
354,782,668
0.67%
16,100,096
16,592,221
-2.97%
Total Futures
10,600,760
6,754,940
56.9%
401,053
263,018
52.5%
Total Volume
367,641,787
361,537,608
1.69%
16,501,149
16,855,238
-2.10%