OCC, the world's largest equity derivatives clearing organization, announced today that May 2021 total cleared contract volume was 723,741,756 contracts, up 32.7 percent compared to May 2020 and the highest May volume on record. Year-to-date average daily cleared contract volume through May was 39,367,534 contracts, up 41.9 percent compared to May 2020.
Options: Total exchange-listed options cleared contract volume was 718,368,993, up 32.6 percent compared to May 2020. Equity options cleared contract volume was 677,836,592 contracts, up 32.5 percent compared to May 2020. This includes ETF options cleared contract volume of 210,490,322, a 5.1 percent increase compared to May 2020. Index options volume was 40,532,401, up 33.9 percent compared to May 2020. OCC's year-to-date average daily cleared options volume is 39,119,253 contracts.
Futures: Total futures cleared contract volume was 5,372,763, a 59.0 percent increase compared to May 2020. OCC's year-to-date average daily cleared futures volume is 248,281 contracts.
Securities Lending: The average daily loan value at OCC in May 2021 was $120,040,684,754, a 61.3 percent increase compared to May 2020. Securities lending CCP activity increased by 35.8 percent in new loans from May 2020 with 146,703 transactions last month.
For 2021 monthly exchange market share information, click here.
|
May 2021 Total Contract Volume |
May 2020 Total Contract Volume |
May Total Contract % Change vs 2020 |
YTD Avg Daily Contract 2021 |
YTD Avg Daily Contract 2020 |
% Change vs 2020 |
Equity Options |
677,836,592 |
511,622,104 |
32.5% |
37,208,582 |
25,222,965 |
47.5% |
Index Options |
40,532,401 |
30,271,813 |
33.9% |
1,910,671 |
2,230,061 |
-14.3% |
Total Options |
718,368,993 |
541,893,917 |
32.6% |
39,119,253 |
27,453,026 |
42.5% |
Futures |
5,372,763 |
3,378,401 |
59.0% |
248,281 |
295,365 |
-15.9% |
Total Volume |
723,741,756 |
545,272,318 |
32.7% |
39,367,534 |
27,748,391 |
41.9% |