04.02.2018

OCC Cleared Contract Volume Up 15% in March

04.02.2018

The OCC, the world’s largest equity derivatives clearing organization, announced today that total cleared contract volume in March reached 442,945,572 contracts, a 15 percent increase from March 2017. OCC’s year-to-date volume is up 32 percent with 1,400,345,396 cleared contracts in the first quarter of 2018, compared to 1,058,670,212 contracts in the first quarter of 2017.

Options: Overall exchange-listed options volume reached 434,032,307 contracts in March, up 16 percent from March 2017. Equity options volume reached a total of 384,613,937 contracts, a 17 percent increase from March 2017. This includes cleared ETF options volume of 181,592,017 contracts last month, a 15 percent increase over March 2017 volume of 157,358,886 contracts. Index options volume was up 10 percent with 49,418,370 contracts in March.

Futures: Futures cleared by OCC reached 8,913,265 contracts in March, down 28 percent from March 2017. OCC’s average daily cleared futures volume in the first quarter was 549,817 contracts, six percent higher than the first quarter of 2017.

Securities Lending: OCC’s securities lending CCP activity was up 13 percent in new loans from March 2017 with 236,202 transactions last month. Year-to-date stock loan activity increased 26 percent from 2017 with 694,058 new loan transactions in the first quarter of 2018. The average daily loan value at OCC in March was $182,740,398,438.

For 2018 monthly exchange market share information, click here.

Mar 2018 Total Contract Volume Mar 2017 Total Contract Volume Mar Total Contract % Change vs. Mar 2017 YTD Avg. Daily Contract 2018 YTD Avg. Daily Contract 2017 YTD Avg. Daily Contract % Change vs. YTD 2017
Equity Options 384,613,937 329,657,794 16.7% 19,578,256 14,606,162 34.0%
ETF Options 181,592,017 157,358,886 15.4% 9,068,437 6,490,485 39.7%
Index Options 49,418,370 44,824,001 10.2% 2,828,409 1,951,442 44.5%
Total Options 434,032,307 374,481,795 15.9% 22,406,665 16,557,604 35.3%
Total Futures 8,913,265 12,395,578 -28.1% 549,817 517,722 6.20%
Total Volume 442,945,572 386,877,373 14.5% 22,956,482 17,075,326 34.4%

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