By John D'Antona Editor, Traders Magazine

OCC Cleared Contract Volume Down 24 Percent in August

09.02.2016 By John D'Antona Editor, Traders Magazine

theocc.org – CHICAGO – OCC, the world’s largest equity derivatives clearing organization, announced today that cleared contract volume in August was 331,447,840 contracts, down 24 percent from August 2015 record volume of 434,313,474 contracts. OCC’s year-to-date average daily cleared contract volume is down three percent from 2015 with 16,375,448 contracts in 2016.


Options: Exchange-listed options volume reached 322,742,142 contracts in August, a 24 percent decrease from August 2015 volume of 426,328,677 contracts. Year-to-date average daily options volume is down three percent from 2015 with 15,987,364 contracts.


Equity options volume in August was 289,166,952 contracts, a 23 percent decrease from August 2015. This includes cleared ETF options volume of 121,440,823 contracts last month, a 30 percent decrease over August 2015 volume of 173,056,826 contracts. Index options volume in August was down 36 percent with 33,575,190 contracts.


Futures: OCC cleared futures volume in August reached 8,705,698 contracts, a nine percent increase from the August 2015 volume of 7,984,797 contracts. OCC’s year-to-date average daily cleared futures volume is up 52 percent with 388,085 contracts.


Securities Lending: OCC’s securities lending CCP activity in August 2016 was up 35 percent in new loans from August 2015 with 160,798 transactions. Year-to-date stock loan activity is up 41 percent from 2015 with 1,253,270 new loan transactions in 2016. The average daily loan value cleared by OCC in August was $149,691,696,378.


For 2016 monthly exchange market share information, click here.


  August 2016 Total Contract Volume August 2015 Total Contract Volume August Total Contract % Change vs. 2015 YTD. Avg. Daily Contract 2016 YTD. Avg. Daily Contract 2015 Avg. Daily Contract % Change vs. 2015
Equity Options 289,166,952 373,616,786 -22.6% 14,271,285 14,922,712 -4.37%
Index Options 33,575,190 52,711,891 -36.3% 1,716,079 1,631,508 5.18%
Total Options 322,742,142 426,328,677 -24.3% 15,987,364 16,554,220 -3.42%
Total Futures 8,705,698 7,984,797 9.03% 388,085 255,643 51.8%
Total Volume 331,447,840 434,313,474 -23.7% 16,375,448 16,809,864 -2.58%

@OptionsClearing    The Options Clearing Corporation

About OCC OCC is the world’s largest equity derivatives clearing organization. Founded in 1973, OCC operates under the jurisdiction of both the U.S. Securities and Exchange Commission (SEC) as a Registered Clearing Agency, and the U.S. Commodity Futures Trading Commission (CFTC) as a Derivatives Clearing Organization. Named 2016 Clearinghouse of the Year by Global Investor/ISF Magazine, OCC now provides central counterparty (CCP) clearing and settlement services to 19 exchanges and trading platforms for options, financial futures, security futures, and securities lending transactions. More information about OCC is available www.theocc.com.

Related articles

  1. The clearinghouses will be using a VaR methodology.

  2. Auerbach Grayson Launches U.S. Equities Trading Business
    Daily Email Feature

    FTX US Boosts Equities Business

    The US regulated cryptocurrency exchange has acquired Embed Clearing.

  3. BIS Warns on Asset Management

    'Crypto carnage’ has shown how meaningful protections for investors, markets, and the public are needed.

  4. Banks' Risk Management Seen as Lagging

    The enhanced margining model strengthens resilience and boosts capital efficiency.

  5. Pace of FX TCA Quickens

    Nearly all cleared activity is in non-deliverable forwards (NDFs).

Wordpress Management by Creating Digital.