OCC, the world's largest equity derivatives clearing organization, announced today that cleared contract volume in July was 317,045,566 contracts, down 18 percent from July 2015 volume of 385,404,937 contracts. OCC's year-to-date average daily cleared contract volume is up three percent with 16,687,086 contracts in 2016.
Options: Exchange-listed options volume reached 308,897,552 contracts in July, a 19 percent decrease from July 2015 volume of 379,194,963 contracts. Year-to-date average daily options volume is up two percent from 2015 with 16,297,482 contracts in 2016.
Equity options volume in July was 274,773,760 contracts, a 19 percent decrease from July 2015. This includes cleared ETF options volume of 122,362,162 contracts last month, an 11 percent decrease over July 2015 volume of 137,697,836 contracts. Index options volume in July was down 13 percent with 34,123,792 contracts.
Futures: OCC cleared futures volume in July reached 8,148,014 contracts, a 31 percent increase from the July 2015 volume of 6,209,974 contracts. OCC's year-to-date average daily cleared futures volume is up 64 percent from 2015 with 389,604 contracts in 2016.
Securities Lending: OCC's securities lending CCP activity activity in July 2016 was up 24 percent in new loans from July 2015 with 143,994 transactions. Year-to-date stock loan activity is up 41 percent from 2015 with 1,092,472 new loan transactions in 2016. The average daily loan value cleared by OCC in July was $149,043,508,193.
For 2016 monthly exchange market share information, click here.
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July 2016 Total Contract Volume
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July 2015 Total Contract Volume
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July Total Contract % Change vs. 2015
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YTD. Avg. Daily Contract 2016
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YTD. Avg. Daily Contract 2015
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YTD Avg. Daily Contract % Change vs. YTD 2015
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| Equity Options |
274,773,760
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340,149,220
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-19.2%
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14,540,751
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14,510,111
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0.2%
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| Index Options |
34,123,792
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39,045,743
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-12.6%
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1,756,731
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1,505,137
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16.7%
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| Total Options |
308,897,552
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379,194,963
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-18.5%
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16,297,482
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16,015,248
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1.8%
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| Total Futures |
8,148,014
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6,209,974
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31.2%
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389,604
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237,723
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63.9%
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| Total Volume |
317,045,566
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385,404,937
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-17.7%
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16,687,086
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16,252,971
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2.7%
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