OCC, the world’s largest equity derivatives clearing organization, announced hat June 2021 total cleared contract volume was 870,149,871 contracts, the second highest month in OCC’s history and up 32.7 percent compared to June 2020. Year-to-date average daily cleared contract volume through June was 39,400,310 contracts, up 25.6 percent compared to June 2020.

Options: Total exchange-listed options cleared contract volume was 866,099,522, up 25.8 percent compared to June 2020. Equity options cleared contract volume was 826,487,445 contracts, up 26.9 percent compared to June 2020. This includes ETF options cleared contract volume of 203,065,100, a 17.3 percent decrease compared to June 2020. Index options volume was 39,612,077, up 5.8 percent compared to June 2020. OCC’s year-to-date average daily cleared options volume is 39,163,414 contracts.

Futures: Total futures cleared contract volume was 4,050,349, a 9.9 percent decrease compared to June 2020. OCC’s year-to-date average daily cleared futures volume is 236,895 contracts.

Securities Lending: The average daily loan value at OCC in June 2021 was $128,437,950,629, a 68.5 percent increase compared to June 2020. Securities lending CCP activity increased by 38.5 percent in new loans from June 2020 with 171,873 transactions last month.

For 2021 monthly exchange market share information, click here.

 

	June 2021 Total Contract Volume	June 2020 Total Contract Volume	June 2021 Total Contract % Change vs 2020	YTD Avg Daily Contract 2021	YTD Avg Daily Contract 2020	June 2021 % Change vs 2020
Equity Options	826,487,445	651,089,358	26.9%	37,272,281	25,992,438	43.4%
Index Options	39,612,077	37,455,152	5.8%	1,891,133	2,137,212	-11.5%
Total Options	866,099,522	688,544,510	25.8%	39,163,414	28,129,650	39.2%
Futures	4,050,349	4,497,670	-9.9%	236,895	279,362	-15.2%
Total Volume	870,149,871	693,042,180	25.6%	39,400,310	28,409,012	38.7%

 Source: OCC