OCC, the world's largest equity derivatives clearing organization, announced today that cleared contract volume in September was 367,641,787 contracts, up two percent from September 2015 volume of 361,537,608 contracts. OCC's year-to-date average daily cleared contract volume is down two percent from 2015 with 16,501,149 contracts in 2016.
Options: Exchange-listed options volume reached 357,041,027 contracts in September, up one percent from September 2015 volume of 354,782,668 contracts. Year-to-date average daily options volume is down three percent from 2015 with 16,100,096 contracts in 2016.
Equity options volume in September was 319,042,080 contracts, a two percent increase from September 2015. This includes cleared ETF options volume of 145,850,238 contracts last month, a six percent decrease over September 2015 volume of 154,382,062 contracts. Index options volume in September was down 11 percent with 37,998,947 contracts.
Futures: OCC cleared futures volume in September reached 10,600,760 contracts, a 57 percent increase from the September 2015 volume of 6,754,940 contracts. OCC's year-to-date average daily cleared futures volume is up 53 percent from 2015 with 401,053 contracts in 2016.
Securities Lending: OCC's securities lending CCP activity in September 2016 was up 29 percent in new loans from September 2015 with 168,460 transactions. Year-to-date stock loan activity is up 39 percent from 2015 with 1,421,730 new loan transactions in 2016. The average daily loan value cleared by OCC in September was $162,587,210,735.
For 2016 monthly exchange market share information, click here.
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OCC CLEARED CONTRACT VOLUME SEPTEMBER 2016
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September 2016 Total Contract Volume
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September 2015 Total Contract Volume
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September 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 |
319,042,080
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311,951,747
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2.3%
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14,373,640
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14,915,132
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-3.6%
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| Index Options |
37,998,947
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42,830,921
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-11.3%
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1,726,456
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1,677,089
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2.9%
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| Total Options |
357,041,027
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354,782,668
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0.7%
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16,100,096
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16,592,221
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-3.0%
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| Total Futures |
10,600,760
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6,754,940
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56.9%
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401,053
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263,018
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52.5%
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| Total Volume |
367,641,787
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361,537,608
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1.7%
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16,501,149
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16,855,238
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-2.1%
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