OCC Cleared Contract Volume Increased Eight Percent in May

  • Equity options volume up 12 percent in May and average daily volume up 26 percent year-to-date
  • ETF options volume up 12 percent in May and average daily volume up 29 percent year-to-date
  • Securities lending activity up 14 percent in May and 23 percent year-to-date
June 01, 2018
Chicago -

OCC, the world's largest equity derivatives clearing organization, announced today that total cleared contract volume in May reached 411,264,931 contracts, an eight percent increase from May 2017 volume of 380,010,098. OCC's year-to-date average daily cleared contract volume is up 25 percent from 2017 with 21,321,765 contracts compared to 17,079,884 contracts in 2017.

Options: Overall exchange-listed options volume reached 403,748,267 contracts in May, up 10 percent from May 2017. Equity options volume reached a total of 366,176,065 contracts, a 12 percent increase from May 2017. This includes cleared ETF options volume of 150,994,638 contracts last month, a 12 percent increase over May 2017 volume of 134,835,545 contracts. Index options volume was down four percent with 37,572,202 contracts in May.

Futures: Futures cleared by OCC reached 7,516,664 contracts in May, down 44 percent from May 2017. OCC's year-to-date average daily cleared futures volume was 465,648 contracts, 15 percent less than 2017.

Securities Lending: OCC's securities lending CCP activity was up 14 percent in new loans from May 2017 with 238,416 transactions last month. Year-to-date stock loan activity increased 23 percent from 2017 with 1,154,218 new loan transactions in 2018. The average daily loan value at OCC in May was $189,658,798,469.

For 2018 monthly exchange market share information, click here.

OCC CLEARED CONTRACT VOLUME MAY 2018
 
May 2018 Total Contract Volume
May 2017 Total Contract Volume
May Total Contract % Change vs. 2017
YTD. Avg. Daily Contract 2018
YTD. Avg. Daily Contract 2017
Avg. Daily Contract % Change vs. 2017
Equity Options
366,176,065
327,284,307
11.9%
18,429,107
14,586,722
26.3%
ETF Options
150,994,638
134,835,545
12.0%
8,352,546
6,471,961
29.1%
Index Options
37,572,202
39,242,705
-4.3%
2,427,010
1,945,098
24.8%
Total Options
403,748,267
366,527,012
10.2%
20,856,117
16,531,820
26.2%
Total Futures
7,516,664
13,483,086
-44.3%
465,648
548,064
-15.0%
Total Volume
411,264,931
380,010,098
8.2%
21,321,765
17,079,884
24.8%