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