OCC, the world's largest equity derivatives clearing organization, announced today that total cleared contract volume in August was 395,912,022 contracts, up 19 percent from August 2016 volume of 331,447,840 contracts. Cleared futures reached a record volume with 14,923,607 contracts in August. OCC's year-to-date average daily cleared contract volume is up four percent from 2016 with 17,068,192 contracts in 2017.
Options: Exchange-listed options volume reached 380,988,415 contracts in August, an 18 percent increase from August 2016 volume of 322,742,142 contracts. Year-to-date average daily options volume is up three percent from 2016 with 16,497,270 contracts.
Equity options volume in August was 329,256,007 contracts, a 14 percent increase from August 2016. This includes cleared ETF options volumne of 153,638,751 contracts, a 27 percent increase over August 2016 volume of 121,440,823 contracts. Index options volume in August was up 54 percent with 51,732,408 contracts.
Futures: OCC cleared futures volume set a record in August with 14,923,607 contracts, a 71 percent increase from the August 2016 volume of 8,705,698 contracts. OCC's year-to-date average daily cleared futures volume is up 47 percent with 570,923 contracts.
Securities Lending: OCC's securities lending CCP activity in August 2017 was up 25 percent in new loans from August 2016 with 200,844 transactions. Year-to-date stock loan activity is up 22 percent from 2016 with 1,526,762 new loan transactions in 2017. The average daily loan value cleared by OCC in August was $141,528,979,748.
For 2017 monthly exchange market share information, click here.
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OCC CLEARED CONTRACT VOLUME AUGUST 2017
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|---|---|---|---|---|---|---|
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August 2017 Total Contract Volume
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August 2016 Total Contract Volume
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August 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 |
329,256,007
|
289,166,952
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13.9%
|
14,552,024
|
14,271,285
|
2.0%
|
| ETF Options |
153,638,751
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121,440,823
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26.5%
|
6,450,842
|
6,475,449
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-0.4%
|
| Index Options |
51,732,408
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33,575,190
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54.1%
|
1,945,246
|
1,716,079
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13.4%
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| Total Options |
380,988,415
|
322,742,142
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18.0%
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16,497,270
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15,987,364
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3.2%
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| Total Futures |
14,923,607
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8,705,698
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71.4%
|
570,923
|
388,085
|
47.1%
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| Total Volume |
395,912,022
|
331,447,840
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19.4%
|
17,068,192
|
16,375,448
|
4.2%
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