OCC, the world's largest equity derivatives clearing organization, announced today that cleared contract volume in November was up one percent from November 2016 with 396,779,462 contracts. Average daily volume at OCC is up four percent in 2017 with 17,236,237 contracts. OCC cleared futures volume was up six percent in November with 10,887,050 contracts. OCC's stock loan program reported strong volume numbers, up 34 percent in November and year-to-date activity up 22 percent from 2016.
Options: Exchange-listed options volume reached 385,892,412 contracts in November, a one percent increase from November 2016. Year-to-date average daily options volume is up three percent from 2016 with 16,682,201 contracts.
Equity options volume last month was 340,420,039 contracts, up slightly from November 2016. This includes cleared ETF options volume of 134,905,417 contracts last month, a decrease of 18 percent from November 2016 volume of 163,480,195 contracts. Index options volume in November was up five percent with 45,472,373 contracts.
Futures: Cleared futures volume at OCC in November was 10,887,050 contracts, a six percent increase from November 2016. OCC's year-to-date average daily cleared futures volume is up 35 percent with 554,036 contracts.
Securities Lending: OCC's securities lending CCP activity in November was up 34 percent in new loans from last year with 214,606 transactions. Year-to-date stock loan activity is up 22 percent with 2,128,758 new loan transactions in 2017. The average daily loan value cleared by OCC in November was $150,968,466,032.
For 2017 monthly exchange market share information, click here.
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OCC CLEARED CONTRACT VOLUME NOVEMBER 2017
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Nov 2017 Total Contract Volume
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Nov 2016 Total Contract Volume
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Nov 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 |
340,420,039
|
339,977,187
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0.1%
|
14,692,608
|
14,440,418
|
1.8%
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| ETF Options |
134,905,417
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163,480,195
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-17.5%
|
6,351,272
|
6,569,129
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-3.3%
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| Index Options |
45,472,373
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43,224,730
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5.2%
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1,989,593
|
1,731,593
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14.9%
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| Total Options |
385,892,412
|
383,201,917
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0.7%
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16,682,201
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16,172,011
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3.2%
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| Total Futures |
10,887,050
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10,313,172
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5.6%
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554,036
|
410,983
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34.8%
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| Total Volume |
396,779,462
|
393,515,089
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0.8%
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17,236,237
|
16,582,994
|
3.9%
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