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OCC Announces Cleared Contract Volume Down One Percent In February

  • Securities lending up eight percent in February and 19 percent year-to-date
  • Index options volume up 11 percent in February and four percent year-to-date
  • Cleared futures volume up 57 percent in February and 45 percent year-to-date

CHICAGO (March 1, 2017) – OCC, the world's largest equity derivatives clearing organization, announced today that total cleared contract volume in February was 333,411,251 contracts, down one percent from February 2016 volume of 338,300,969 contracts. OCC's year-to-date average daily cleared contract volume is down five percent from 2016 with 17,225,457 contracts.

Options: Overall exchange-listed options volume reached 323,406,114 contracts in February, down three percent from February 2016. Equity options volume reached a total of 284,159,084 contracts, a four percent decrease from February 2016. This includes cleared ETF options of 121,535,845 contracts last month, a ten percent decrease over February 2016 cleared volume of 135,080,392 contracts. Index options volume was up 11 percent with 39,247,030 contracts in February.

Year-to-date average daily equity options volume is down eight percent with 14,767,289 contracts in 2017, while year-to-date average daily index options volume is up four percent with 1,952,959 contracts this year.

Futures: OCC cleared futures volume in February was 10,005,137 contracts, a 57 percent increase from February 2016. OCC's year-to-date average daily cleared futures volume is up 45 percent from 2016 with 505,209 contracts.

Securities Lending: OCC's securities lending CCP activity was up eight percent in new loans from February 2016 with 161,782 transactions last month. Year-to-date stock loan activity is up 19 percent from 2016 with 342,406 new loan transactions in 2017. The average daily loan value cleared by OCC in February was $152,956,455,933.

For 2017 monthly exchange market share information, click here.

 
Feb 2017 Total Contract Volume
Feb 2016
Total Contract Volume
Feb Total Contract % Change vs. 2016
YTD. Avg. Daily Contract 2017
YTD. Avg. Daily Contract 2016
Avg. Daily Contract % Change vs. 2016
Equity Options
284,159,084
296,684,498
-4.22%
14,767,289
15,975,714
-7.56%
Index Options
39,247,030
35,233,762
11.4%
1,952,959
1,885,571
3.57%
Total Options
323,406,114
331,918,260
-2.56%
16,720,248
17,861,285
-6.39%
Total Futures
10,005,137
6,382,709
56.8%
505,209
348,230
45.1%
Total Volume
333,411,251
338,300,969
-1.45%
17,225,457
18,209,514
-5.40%

 

About OCC

OCC is the world's largest equity derivatives clearing organization and the foundation for secure markets. Founded in 1973, OCC operates under the jurisdiction of both the U.S. Securities and Exchange Commission (SEC) and the U.S. Commodity Futures Trading Commission (CFTC) as a Derivatives Clearing Organization. Named 2016 Clearinghouse of the Year - The Americas by FOW Magazine and 2016 Clearinghouse of the Year by Global Investor/ISF Magazine, OCC now provides central counterparty (CCP) clearing and settlement services to 20 exchanges and trading platforms for options, financial futures, security futures, and securities lending transactions. More information about OCC is available at www.theocc.com.