OCC July Cleared Volume Up 7.9 Percent

  • Highest Total Volume Ever for July
  • Index Options Up 14.1 Percent
  • Securities Lending CCP Activity Increased 10.5 Percent
July 31, 2019
Chicago -

OCC, the world's largest equity derivatives clearing organization, announced today that total cleared contract volume in July reached 403,483,838 contracts, a 7.9 percent increase compared to last July, and the highest total volume for July in OCC's history. OCC's year-to-date average daily cleared contract volume is 19,358,621, down 5.8 percent compared to 2018's record-breaking pace.

Options: Overall exchange-listed options volume reached 396,842,810 contracts in July, up 8.0 percent from 367,568,020 in 2018. Equity options volume reached a total of 357,634,292 contracts, a 7.3 percent increase from July 2018. This includes cleared ETF options volume of 128,752,294 contracts last month, a 2.0 percent increase compared to the July 2018 volume of 126,246,601 contracts. Index options volume was up 14.1 percent with 39,208,518 contracts in July, with a year-to-date average daily volume of 1,886,366 contracts.

Futures: Futures cleared by OCC reached 6,641,028 contracts in July, up 3.5 percent from July 2018. OCC's year-to-date average daily cleared futures volume is 304,897 contracts, 28.8 percent lower than 2018.

Securities Lending: OCC's securities lending CCP activity was up 10.5 percent in new loans from July 2018 with 114,818 transactions last month. Year-to-date stock loan activity has decreased 2.1 percent from 2018 with 788,568 new loan transactions in 2019. The average daily loan value at OCC in July was $73,050,633,613, a decrease of 14.0 percent compared to last July.

For 2019 monthly exchange market share information, click here.

 

 

July 2019 Total Contract Volume

July 2018 Total Contract Volume

July Total Contract % Change vs. 2018

YTD Avg. Daily Contract 2019

YTD Avg. Daily Contract 2018

2019 Avg. Daily Contract % Change vs. 2018

Equity Options

357,634,292

333,216,875

7.3%

17,167,358

17,896,665

-4.1%

ETF Options

128,752,294

126,246,601

2.0%

6,843,529

7,788,522

-12.1%

Index Options

39,208,518

34,351,145

14.1%

1,886,366

2,226,710

-15.3%

Total Options

396,842,810

367,568,020

8.0%

19,053,724

20,123,375

-5.3%

Total Futures

6,641,028

6,416,979

3.5%

304,897

428,430

-28.8%

Total Volume

403,483,838

373,984,999

7.9%

19,358,621

20,551,805

-5.8%