OCC Has Second Highest Monthly Volume
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 OCCâ€™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|
FIA PTG said a viable agency clearing model can increase market resiliency, liquidity and transparency.
TriOptima compressed SGD 1.7 trillion notional at LCH in first half.
First Korean bank clears at LCH ForexClear as phase 5 of uncleared margin rules approach.
This comes ahead of LIBORâ€™s cessation on 31 December 2021.
A briefing paper supports alignment of the clearing obligation under the EMIR and MiFID II.