OCC, the world's largest equity derivatives clearing organization, announced today that cleared contract volume in November was up 20 percent from November 2015 with 393,515,089 contracts, making it the highest November ever for options volume on record. Average daily volume at OCC is down one percent in 2016 with 16,582,994 contracts. OCC cleared futures volume was up 109 percent in November with 10,313,172 contracts, making it the third highest month ever for cleared futures volume at OCC. OCC's stock loan program reported strong volume numbers up 35 percent in November and year-to-date activity up 38 percent from 2015.
Options: Exchange-listed options volume reached 383,201,917 contracts in November, a 19 percent increase from last November. Year-to-date average daily options volume is down two percent from 2015 with 16,172,011 contracts.
Equity options volume last month was 339,977,187 contracts, a 16 percent increase from November 2015. This includes cleared ETF options volume of 163,480,195 contracts last month, an increase of 55 percent from November 2015 volume of 105,817,976 contracts. Index options volume in November was up 47 percent with 43,224,730 contracts.
Futures: Cleared futures volume at OCC in November was 10,313,172 contracts, a 109 percent increase from November 2015. OCC's year-to-date average daily cleared futures volume is up 58 percent with 410,983 contracts.
Securities Lending: OCC's securities lending CCP activity in November was up 35 percent in new loans from last year with 160,540 transactions. Year-to-date stock loan activity is up 38 percent with 1,741,274 new loan transactions in 2016. The average daily loan value cleared by OCC in November was $145,066,479.966.
For 2016 monthly exchange market share information, click here.
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OCC CLEARED CONTRACT VOLUME NOVEMBER 2016
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Nov 2016 Total Contract Volume
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Nov 2015 Total Contract Volume
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Nov 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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Avg. Daily Contract % Change vs. YTD 2015
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| Equity Options |
339,977,187
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293,853,931
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15.7%
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14,440,418
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14,878,334
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-2.9%
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| Index Options |
43,224,730
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29,481,735
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46.6%
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1,731,593
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1,664,341
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4.0%
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| Total Options |
383,201,917
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323,335,666
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18.5%
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16,172,011
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16,542,674
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-2.2%
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| Total Futures |
10,313,172
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4,937,264
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109%
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410,983
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260,394
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57.8%
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| Total Volume |
393,515,089
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328,272,930
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19.9%
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16,582,994
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16,803,068
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-1.3%
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