OCC, the world's largest equity derivatives clearing organization, announced today that cleared contract volume in October was 381,467,272 contracts, a 20 percent increase from October 2016 monthly volume of 318,439,491 contracts. Average daily volume at OCC is up four percent year-to-date in 2017 with 17,070,435 contracts. OCC's stock loan program reported that securities lending activity was up 30 percent in October and 21 percent year-to-date.
Options: Exchange-listed options volume reached 371,038,407 contracts in October, a 20 percent increase from October 2016. Year-to-date average daily options volume is up three percent from 2016 with 16,512,838 contracts.
Equity options volume last month was 326,672,894 contracts, a 17 percent increase from October 2016. This includes cleared ETF options volume of 125,932,951 contracts last month, up five percent from October 2016 volume of 120,263,018 contracts. Index options volume in October was up 46 percent from last year with 44,365,513 contracts.
Futures: Cleared futures volume at OCC in October was 10,428,865 contracts, an 18 percent increase from October 2016. OCC's year-to-date average daily cleared futures volume is up 38 percent with 557,597 contracts.
Securities Lending: OCC's securities lending CCP activity in October 2017 was up 30 percent in new loans from October 2016 with 206,550 transactions last month. Year-to-date stock loan activity is up 21 percent from 2016 with 1,914,152 new loan transactions in 2017. The average daily loan value cleared by OCC in October was $144,281,672,085.
For 2017 monthly exchange market share information, click here.
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OCC CLEARED CONTRACT VOLUME OCTOBER 2017
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October 2017 Total Contract Volume
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October 2016 Total Contract Volume
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October 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 |
326,672,894
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279,141,501
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17.0%
|
14,540,821
|
14,265,521
|
1.9%
|
| ETF Options |
125,932,951
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120,263,018
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4.7%
|
6,343,992
|
6,447,565
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-1.6%
|
| Index Options |
44,365,513
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30,473,214
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45.6%
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1,972,017
|
1,698,921
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16.1%
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| Total Options |
371,038,407
|
309,614,715
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19.8%
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16,512,838
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15,964,442
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3.4%
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| Total Futures |
10,428,865
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8,824,776
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18.2%
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557,597
|
402,970
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38.4%
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| Total Volume |
381,467,272
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318,439,491
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19.8%
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17,070,435
|
16,367,412
|
4.3%
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