OCC, the world's largest equity derivatives clearing organization, announced today that February 2021 total cleared contract volume was 828,558,430 contracts, the second highest month on record after January 2021 and up 45.6 percent compared to February 2020. Year-to-date average daily cleared contract volume through February was 44,002,651 contracts, up 61.4 percent compared to February 2020.
Options: Total exchange-listed options cleared contract volume was 823,412,827, up 47.4 percent compared to February 2020. Equity options cleared contract volume was 786,095,745 contracts, up 54.8 percent compared to February 2020. This includes ETF option cleared contract volume of 213,675,234, a 2.4 percent increase compared to February 2020. Index options volume was 37,317,082, a 26.5 percent decrease compared to February 2020. OCC's year-to-date average daily cleared options volume is 43,730,332 contracts.
Futures: Total futures cleared contract volume was 5,145,603, a 49.0 percent decrease compared to February 2020. OCC's year-to-date average daily cleared futures volume is 272,319 contracts.
Securities Lending: The average daily loan value at OCC in February 2021 was $115,720,498,494, a 43.4 percent increase compared to February 2020. Securities lending CCP activity increased by 17.8 percent in new loans from February 2020 with 115,069 transactions last month.
For 2021 monthly exchange market share information, click here.
|
February 2021 Total Contract Volume |
February 2020 Total Contract Volume |
February Total Contract % Change vs 2020 |
YTD Avg Daily Contract 2021 |
YTD Avg Daily Contract 2020 |
% Change vs 2020 |
Equity Options |
786,095,745 |
508,015,456 |
54.8% |
41,745,397 |
24,494,679 |
70.4% |
Index Options |
37,317,082 |
50,786,959 |
-26.5% |
1,984,935 |
2,357,087 |
-15.8% |
Total Options |
823,412,827 |
558,802,415 |
47.4% |
43,730,332 |
26,851,766 |
62.9% |
Futures |
5,145,603 |
10,096,693 |
-49.0% |
272,319 |
413,907 |
-34.2% |
Total Volume |
828,558,430 |
568,899,108 |
45.6% |
44,002,651 |
27,265,673 |
61.4% |