OCC, the world's largest equity derivatives clearing organization, announced today that total cleared contract volume in September reached 406,444,790 contracts, an 11.3 percent increase compared to last September, and the highest total volume for September on record. OCC's year-to-date average daily cleared contract volume is 19,741,303 down 2.3 percent compared to 2018's record-breaking pace.
Options: Overall exchange-listed options volume reached 400,452,056 contracts in September, up 11.7 percent from 358,572,914 in 2018. Equity options volume reached a total of 360,693,463 contracts, a 11.8 percent increase from September 2018. This includes cleared ETF options volume of 154,022,718 contracts last month, a 31.7 percent increase, compared to the September 2018 volume of 116,971,793 contracts. Index options volume was up 10.4 percent with 39,758,593 contracts in September, with year-to-date average daily volume of 1,945,116 contracts.
Futures: Futures cleared by OCC was 5,992,734 contracts in September, down 8.9 percent from September 2018. OCC's year-to-date average daily cleared futures volume is 318,006 contracts, 22 percent lower than 2018.
Securities Lending: OCC's securities lending CCP activity increased by 1 percent in new loans from September 2018 with 102,863 transactions last month. Year-to-date stock loan activity has decreased 2.21 percent from 2018 with 1,002,806 new loan transactions in 2019. The average daily loan value at OCC in September was $75,863,036,913, a decrease of 7.99 percent compared to last September.
For 2019 monthly exchange market share information, click here.
|
September 2019 Total Contract Volume |
September 2018 Total Contract Volume |
September Total Contract % Change vs. 2018 |
YTD Avg. Daily Contract 2019 |
YTD Avg. Daily Contract 2018 |
2019 Avg. Daily Contract % Change vs. 2018 |
|
| Equity Options |
360,693,463 |
322,566,988 |
11.8% |
17,478,181 |
17,656,820 |
-1.0% |
| Index Options |
39,758,593 |
36,005,926 |
19.6% |
1,945,116 |
2,145,433 |
-9.3% |
| Total Options |
400,452,056 |
358,572,914 |
11.7% |
19,423,297 |
19,802,253 |
-1.9% |
| Total Futures |
5,992,734 |
6,580,024 |
-8.9% |
318,006 |
407,624 |
-22.0% |
| Total Volume |
406,444,790 |
365,152,938 |
11.3% |
19,741,303 |
20,209,877 |
-2.3% |