OCC, the world's largest equity derivatives clearing organization, announced today that cleared contract volume in September was 335,867,813 contracts, down nine percent from September 2016 volume of 367,641,787 contracts. OCC's year-to-date average daily cleared contract volume is up three percent from 2016 with 17,038,958 contracts in 2017.
Options: Exchange-listed options volume reached 325,116,389 contracts in September, down nine percent from September 2016 volume of 357,041,027 contracts. Year-to-date average daily options volume is up two percent from 2016 with 16,471,583 contracts in 2017.
Equity Options volume in September was 282,159,560 contracts, a 12 percent decrease from September 2016. This includes cleared ETF options volume of 122,563,903 contracts last month, a 16 percent decrease from September 2016 volume of 145,850,238 contracts. Index options volume in September was up 13 percent with 42,956,829 contracts.
Futures: OCC cleared futures volume in September reached 10,751,424 contracts, a one percent increase from the September 2016 volume of 10,600,760 contracts. OCC's year-to-date average daily cleared futures volume is up 42 percent from 2016 with 567,375 contracts in 2017.
Security Lending: OCC's securities lending CCP activity in September 2017 was up 13 percent in new loans from September 2016 with 190,544 transactions. Year-to-date stock loan activity is up 21 percent from 2016 with 1,717,306 new loan transactions in 2017. The average daily loan value cleared by OCC in September was $146,710,753,014.
For 2017 monthly exchange market share information, click here.
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OCC CLEARED CONTRACT VOLUME SEPTEMBER 2017
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|---|---|---|---|---|---|---|
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September 2017 Total Contract Volume
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September 2016 Total Contract Volume
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September 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 |
282,159,560
|
319,042,080
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-11.6%
|
14,504,785
|
14,373,640
|
0.9%
|
| ETF Options |
122,563,903
|
145,850,238
|
-16.0%
|
6,416,518
|
6,527,649
|
-1.7%
|
| Index Options |
42,956,829
|
37,998,947
|
13.0%
|
1,966,798
|
1,726,456
|
13.9%
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| Total Options |
325,116,389
|
357,041,027
|
-8.9%
|
16,471,583
|
16,100,096
|
2.3%
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| Total Futures |
10,751,424
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10,600,760
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1.4%
|
567,375
|
401,053
|
41.5%
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| Total Volume |
335,867,813
|
367,641,787
|
-8.6%
|
17,038,958
|
16,501,149
|
3.3%
|