OCC, the world's largest equity derivatives clearing organization, announced today that cleared contract volume in July was 324,718,888 contracts, up two percent from the July 2016 volume of 317,045,566 contracts. OCC's year-to-date average daily cleared contract volume is also up two percent with 17,045,133 contracts in 2017.
Options: Exchange-listed options volume reached 313,372,650 contracts in July, a one percent increase from July 2016 volume of 308,897,552 contracts. Year-to-date average daily options volume is up one percent from 2016 with 16,486,572 contracts in 2017.
Equity options volume in July was 276,744,805 contracts, a one percent increase from July 2016. This includes cleared ETF options volume of 113,596,199 contracts last month, a seven percent decrease over July 2016 volume of 122,362,162 contracts. Index options volume in July was up seven percent with 36,627,845 contracts.
Futures: OCC cleared futures volume in July reached 11,346,238 contracts, a 39 percent increase from the July 2016 volume of 8,148,014 contracts. OCC's year-to-date average daily cleared futures volume is up 43 percent from 2016 with 558,561 contracts in 2017.
Securities Lending: OCC's securities lending CCP activity in July 2017 was up 27 percent in new loans from July 2016 with 183,210 transactions. Year-to-date stock loan activity is up 21 percent from 2016 with 1,325,918 new loan transactions in 2017. The average daily loan value cleared by OCC in July was $151,903,162,399.
For 2017 monthly exchange market share information, click here.
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OCC CLEARED CONTRACT VOLUME JULY 2017
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|---|---|---|---|---|---|---|
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July 2017 Total Contract Volume
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July 2016 Total Contract Volume
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July Total Contract % Change vs. 2016
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YTD. Avg. Daily Contract 2017
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YTD. Avg. Daily Contract 2016
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Avg. Daily Contract % Change vs. 2016
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|
| Equity Options |
276,744,805
|
274,773,760
|
0.7%
|
14,589,545
|
14,540,751
|
0.3%
|
| ETF Options |
113,596,199
|
122,362,162
|
-7.2%
|
6,414,502
|
6,665,066
|
-3.8%
|
| Index Options |
36,627,845
|
34,123,792
|
7.3%
|
1,897,027
|
1,756,731
|
8.0%
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| Total Options |
313,372,650
|
308,897,552
|
1.5%
|
16,486,572
|
16,297,482
|
1.2%
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| Total Futures |
11,346,238
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8,148,014
|
39.3%
|
558,561
|
389,604
|
43.4%
|
| Total Volume |
324,718,888
|
317,045,566
|
2.4%
|
17,045,133
|
16,687,086
|
2.2%
|