- Highest Total Volume Ever for July
- Index Options Up 14.1 Percent
- Securities Lending CCP Activity Increased 10.5 Percent
OCC, the world's largest equity derivatives clearing organization, announced today that total cleared contract volume in July reached 403,483,838 contracts, a 7.9 percent increase compared to last July, and the highest total volume for July in OCC's history. OCC's year-to-date average daily cleared contract volume is 19,358,621, down 5.8 percent compared to 2018's record-breaking pace.
Options: Overall exchange-listed options volume reached 396,842,810 contracts in July, up 8.0 percent from 367,568,020 in 2018. Equity options volume reached a total of 357,634,292 contracts, a 7.3 percent increase from July 2018. This includes cleared ETF options volume of 128,752,294 contracts last month, a 2.0 percent increase compared to the July 2018 volume of 126,246,601 contracts. Index options volume was up 14.1 percent with 39,208,518 contracts in July, with a year-to-date average daily volume of 1,886,366 contracts.
Futures: Futures cleared by OCC reached 6,641,028 contracts in July, up 3.5 percent from July 2018. OCC's year-to-date average daily cleared futures volume is 304,897 contracts, 28.8 percent lower than 2018.
Securities Lending: OCC's securities lending CCP activity was up 10.5 percent in new loans from July 2018 with 114,818 transactions last month. Year-to-date stock loan activity has decreased 2.1 percent from 2018 with 788,568 new loan transactions in 2019. The average daily loan value at OCC in July was $73,050,633,613, a decrease of 14.0 percent compared to last July.
For 2019 monthly exchange market share information, click here.
July 2019 Total Contract Volume
|
July 2018 Total Contract Volume
|
July Total Contract % Change vs. 2018
|
YTD Avg. Daily Contract 2019
|
YTD Avg. Daily Contract 2018
|
2019 Avg. Daily Contract % Change vs. 2018
|
|
Equity Options |
357,634,292
|
333,216,875
|
7.3%
|
17,167,358
|
17,896,665
|
-4.1%
|
ETF Options |
128,752,294
|
126,246,601
|
2.0%
|
6,843,529
|
7,788,522
|
-12.1%
|
Index Options |
39,208,518
|
34,351,145
|
14.1%
|
1,886,366
|
2,226,710
|
-15.3%
|
Total Options |
396,842,810
|
367,568,020
|
8.0%
|
19,053,724
|
20,123,375
|
-5.3%
|
Total Futures |
6,641,028
|
6,416,979
|
3.5%
|
304,897
|
428,430
|
-28.8%
|
Total Volume |
403,483,838
|
373,984,999
|
7.9%
|
19,358,621
|
20,551,805
|
-5.8%
|