OCC Reports Highest September on Record for Cleared Volume10.05.2021
OCC, the world’s largest equity derivatives clearing organization, announced that September 2021 total cleared contract volume was 816,942,764 contracts, up 21.8 percent compared to September 2020 and the highest September on record. Year-to-date average daily cleared contract volume through September 2021 was 38,846,212 contracts, up 34.6 percent compared to September 2020.
OCC announced today that Sept. 2021 total cleared contract volume was 816,942,764 contracts, up 21.8% compared to Sept. 2020 and the highest Sept. on record. YTD average daily cleared contract volume through Sept. 2021 was 38,846,212 contracts. https://t.co/j50hQw8HCh pic.twitter.com/kb8P94vfF7
— OCC (@OptionsClearing) October 4, 2021
Options: Total exchange-listed options cleared contract volume was 811,458,905, up 21.7 percent compared to September 2020. Equity options cleared contract volume was 763,992,378 contracts, up 20.7 percent compared to September 2020. This includes ETF options cleared contract volume of 241,270,297, a 10.3 percent increase compared to September 2020. Index options volume was 47,466,527, up 39.6 percent compared to September 2020. OCC’s year-to-date average daily cleared options volume is 38,613,503 contracts.
Futures: Total futures cleared contract volume was 5,483,859, a 29.3 percent increase compared to September 2020. OCC’s year-to-date average daily cleared futures volume is 232,709 contracts.
Securities Lending: The average daily loan value at OCC in September 2021 was $127,662,406,277, a 74.5 percent increase compared to September 2020. Securities lending CCP activity increased by 54.3 percent in new loans compared to September 2020 with 170,991 transactions last month.
Recognition follows the adoption of a decision on the equivalence of the regulatory frameworks.
Derivatives clearing obligation is being adapted as part of the interest rate benchmark reform.
Initial margin for centrally cleared markets increased by $300bn over March 2020.
LCH SwapAgent said trade highlights its coordination of the transition to risk free rates for non-cleared OTC ...
CPMI and IOSCO encourage work to enhance transparency regarding new access models and facilitate porting.