OCC October Cleared Volume Down 20.5 Percent

OCC, the world's largest equity derivatives clearing organization, announced today that total cleared contract volume in October reached 451,300,066 contracts, a 20.5 percent decrease compared to last October. OCC's year-to-date average daily cleared contract volume is 19,728,721, down 4.7 percent compared to 2018's record-breaking pace.

Options: Overall exchange-listed options 444,785,648 contracts in October, down 19.9 percent from 555,628,831 in 2018. Equity options volume reached a total of 402,970,144 contracts, an 18.1 percent decrease from October 2018. This includes cleared ETF options volume of 165,115,166 contracts last month, a 28.5 percent decrease, compared to the October 2018 volume of 230,928,177 contracts. Index options volume was down 34 percent with 41,815,504 contracts in October, with a year to date average daily volume of 1,931,267.

Futures: Futures cleared by OCC was 6,514,418 contracts in October, down 46.6 percent from October 2018. OCC's year-to-date average daily cleared futures volume is 314,216 contracts, 25.4 percent lower than 2018.

Securities Lending: OCC's securities lending CCP activity decreased by 25.4 percent in new loans from October 2018 with 104,033 transactions last month. Year-to-date stock loan activity has decreased 4.73 percent from 2018 with 1,106,839 new loan transactions in 2019. The average daily loan value at OCC in October was $72,401,494,380, a decrease of 11.8 percent compared to last October.

For 2019 monthly exchange market share information, click here.