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OCC Cleared Contract Volume Down 24 Percent in August

  • Securities Lending CCP Activity Grew 35 Percent in August and 41 Percent Year-to-Date
September 01, 2016
Chicago -

OCC, the world's largest equity derivatives clearing organization, announced today that cleared contract volume in August was 331,447,840 contracts, down 24 percent from August 2015 record volume of 434,313,474 contracts. OCC's year-to-date average daily cleared contract volume is down three percent from 2015 with 16,375,448 contracts in 2016.

Options: Exchange-listed options volume reached 322,742,142 contracts in August, a 24 percent decrease from August 2015 volume of 426,328,677 contracts. Year-to-date average daily options volume is down three percent from 2015 with 15,987,364 contracts.

Equity options volume in August was 289,166,952 contracts, a 23 percent decrease from August 2015. This includes cleared ETF options volume of 121,440,823 contracts last month, a 30 percent decrease over August 2015 volume of 173,056,826 contracts. Index options volume in August was down 36 percent with 33,575,190 contracts.

Futures: OCC cleared futures volume in August reached 8,705,698 contracts, a nine percent increase from the August 2015 volume of 7,984,797 contracts. OCC's year-to-date average daily cleared futures volume is up 52 percent with 388,085 contracts.

Securities Lending: OCC's securities lending CCP activity in August 2016 was up 35 percent in new loans from August 2015 with 160,798 transactions. Year-to-date stock loan activity is up 41 percent from 2015 with 1,253,270 new loan transactions in 2016. The average daily loan value cleared by OCC in August was $149,691,696,378.

For 2016 monthly exchange market share information, click here.

OCC CLEARED CONTRACT VOLUME AUGUST 2016
 
August 2016 Total Contract Volume
August 2015 Total Contract Volume
August Total Contract % Change vs. 2015
YTD. Avg. Daily Contract 2016
YTD. Avg. Daily Contract 2015
YTD Avg. Daily Contract % Change vs. YTD 2015
Equity Options
289,166,952
373,616,786
-22.6%
14,271,285
14,922,712
-4.4%
Index Options
33,575,190
52,711,891
-36.3%
1,716,079
1,631,508
5.2%
Total Options
322,742,142
426,328,677
-24.3%
15,987,364
16,554,220
-3.4%
Total Futures
8,705,698
7,984,797
9.0%
388,085
255,643
51.8%
Total Volume
331,447,840
434,313,474
-23.7%
16,375,448
16,809,864
-2.6%

This web site discusses exchange-traded options issued by The Options Clearing Corporation. No statement in this web site is to be construed as an endorsement, recommendation or solicitation to purchase or sell a security, or to provide investment advice. Options involve risk and are not suitable for all investors. Prior to buying or selling an option, a person must receive a copy of the disclosure document, Characteristics and Risks of Standardized Options. Individuals should not enter into option transactions until they have read and understood this document. To obtain copies, contact your broker, any exchange on which options are traded, or The Options Clearing Corporation, 125 S. Franklin Street, Suite 1200, Chicago, IL 60606 (investorservices@theocc.com).