10.04.2016

OCC Cleared Contract Volume Up Two Percent in September

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%

 

 

 

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