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OCC Cleared Contract Volume Increased 42 Percent in January

  • Third highest month ever for cleared volume
  • Highest January for cleared volume
  • Securities lending activity percent up 29 percent
  • Index options volume highest month ever
February 01, 2018
Chicago -

OCC, the world's largest equity derivatives clearing organization, announced today that cleared contract volume in January was up 42 percent from January 2017 with 479,812,469 contracts. Average daily volume at OCC is up 35 percent in 2018 with 22,848,213 contracts. OCC cleared futures volume is up 23 percent in January with 11,907,702 contracts. OCC's stock loan program reported strong volume numbers with 233,482 transactions in January, up 29 percent from January 2017.

Options: Exchange-listed options volume reached 467,904,767 contracts in January, a 42 percent increase from January 2017. Year-to-date average daily options volume is up 36 percent from 2017 with 22,281,179 contracts.

Equity options volume in January was 411,650,134 contracts, up 41 percent from January 2017. This includes cleared ETF options volume of 173,248,941 contracts last month, a 40 percent increase from January 2017 volume of 123,515,339 contracts. Index options volume in January was the highest month ever, up 52 percent from a year ago with 56, 254, 633 contracts.

Futures: Cleared futures volume at OCC in January was 11,907,702 contracts, a 23 percent increase from January 2017. This includes cleared Cboe bitcoin futures volume of 150,406 contracts. OCC's year-to-date average daily cleared futures volume is up 17 percent with 567,033 contracts.

Securities Lending: OCC's securities lending CCP activity in January was up 29 percent in new loans from last year with 233,482 transactions. The average daily loan value cleared by OCC in January was $164,504,095,206.

For 2018 monthly exchange market share information, click here.

OCC CLEARED CONTRACT VOLUME JANUARY 2018
 
Jan 2018 Total Contract Volume
Jan 2017 Total Contract Volume
Jan Total Contract % Change vs. 2017
YTD. Avg. Daily Contract 2018
YTD. Avg. Daily Contract 2017
Avg. Daily Contract % Change vs. 2017
Equity Options
411,650,134
291,765,174
41.1%
19,602,387
14,588,259
34.4%
ETF Options
173,248,941
123,515,339
40.3%
8,249,950
6,175,767
33.6%
Index Options
56,254,633
36,918,385
52.4%
2,678,792
1,845,919
45.1%
Total Options
467,904,767
328,683,559
42.4%
22,281,179
16,434,178
35.6%
Total Futures
11,907,702
9,698,029
22.8%
567,033
484,901
16.9%
Total Volume
479,812,469
338,381,588
41.8%
22,848,213
16,919,079
35.0%