theocc.com – CHICAGO – OCC, the world’s largest equity derivatives clearing organization, announced 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 | Avg. Daily Contract % Change vs. 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% |
NEWSLETTER SIGN UP
And receive exclusive articles on securities markets
As Technology Evolves, Asset Managers Adapt and Innovate
Citi Changes Organizational Structure
SEC Charges Virtu for Disclosures Relating to Information Barriers
ICE Futures Singapore Partners with CoinDesk Indices
Related articles
-
Investor interest in virtual asset ETFs has grown since virtual asset futures ETFs were launched in 2022.
-
Total market share of active ETFs has grown to 8.5%.
-
The asset manager wants to list the trust as a spot Ethereum ETF.
-
Criteria for both Northbound and Southbound ETF trading will be relaxed.
-
Q1 net inflows were reported at $398 billion