OCC June 2020 Total Volume Up Nearly 81 Percent from a Year Ago

 

CHICAGO (July 1, 2020) – OCC, the world’s largest equity derivatives clearing organization, announced today that June 2020 total cleared contract volume was 693,042,180 contracts, the U.S. equity options industry’s highest month ever – up 80.7 percent from June 2019 volume and beating the previous record of 670,646,998 cleared contracts set in March 2020 by 3.34 percent. Three trading days in June landed within the top five trading days on record, with Friday, June 11 clearing 48,039,191 contracts – the second highest cleared contract volume day in OCC’s history.

View a graph of OCC’s Top 5 Trading Days here: https://www.theocc.com/getmedia/5ebf7424-adde-4eb2-9180-baf7abad8140/OCC_PR_Social_June_1220x628_v4.jpg

Options: Total exchange-listed options cleared contract volume was 688,544,510, up 82.2 percent from 377,890,573 contracts in June 2019. Equity options volume was 651,089,358 contracts, up 91 percent from June 2019. This includes ETF option cleared contract volume of 245,472,882, a 69.7 percent increase compared to June 2019. Index options volume was 37,455,152, a 1.1 percent increase from June 2019.

Futures: Futures cleared contract volume was 4,497,670, a 19.5 percent decrease from June 2019.  OCC’s year-to-date average daily cleared futures volume is 279,362 contracts.

Securities Lending: The average daily loan value at OCC in June 2020 was $76,216,532,318.42, an 8.19 percent decrease compared to June 2019. Securities lending CCP activity increased by 16.44 percent in new loans from June 2019 with 124,083 transactions last month.

For 2020 monthly exchange market share information, click here.

 

	June 2020 Total Contract Volume	June 2019 Total Contract Volume	June Total Contract % Change vs 2019	YTD Avg Daily Contract 2020	YTD Avg Daily Contract 2019	% Change vs 2019
Equity Options	651,089,358	340,857,459	91.0%	25,992,438	17,329,032	50.0%
Index Options	37,455,152	37,033,114	1.1%	2,137,212	1,904,846	12.2%
Total Options	688,544,510	377,890,573	82.2%	28,129,650	19,233,878	46.3%
Futures	4,497,670	5,584,194	-19.5%	279,362	305,435	-8.5%
Total Volume	693,042,180	383,474,767	80.7%	28,409,012	19,539,313	45.4%