OCC, the world’s largest equity derivatives clearing organization, announced today that total cleared contract volume in October reached 451,300,066 contracts, a 20.5 percent decrease compared to last October. OCC’s year-to-date average daily cleared contract volume is 19,728,721 down 4.7 percent compared to 2018’s record-breaking pace.
Options: Overall exchange-listed options volume reached 444,785,648 contracts in October, down 19.9 percent from 555,628,831 in 2018. Equity options volume reached a total of 402,970,144 contracts, an 18.1 percent decrease from October 2018. This includes cleared ETF options volume of 165,115,166 contracts last month, a 28.5 percent decrease, compared to the October 2018 volume of 230,928,177 contracts. Index options volume was down 34 percent with 41,815,504 contracts in October, with a year to date average daily volume of 1,931,267.
Futures: Futures cleared by OCC was 6,514,418 contracts in October, down 46.6 percent from October 2018. OCC's year-to-date average daily cleared futures volume is 314,216 contracts, 25.4 percent lower than 2018.
Securities Lending: OCC's securities lending CCP activity decreased by 25.4 percent in new loans from October 2018 with 104,033 transactions last month. Year-to-date stock loan activity has decreased 4.73 percent from 2018 with 1,106,839 new loan transactions in 2019. The average daily loan value at OCC in October was $72,401,494,380 a decrease of 11.8 percent compared to last October.
For 2019 monthly exchange market share information, click here.
|
October 2019 Total Contract Volume |
October 2018 Total Contract Volume |
October Total Contract % Change vs. 2018 |
YTD Avg. Daily Contract 2019 |
YTD Avg. Daily Contract 2018 |
2019 Avg. Daily Contract % Change vs. 2018 |
|
| Equity Options |
402,970,144 |
492,277,954 |
-18.1% |
17,482,788 |
18,065,214 |
-3.2% |
| Index Options |
41,815,504 |
63,350,877 |
-34.0% |
1,931,267 |
2,211,812 |
-12.7% |
| Total Options |
444,785,648 |
555,628,831 |
-19.9% |
19,414,055 |
20,277,026 |
-4.3% |
| Total Futures |
6,514,418 |
12,204,713 |
-46.6% |
314,216 |
421,033 |
-25.4% |
| Total Volume |
451,300,066 |
567,833,544 |
-20.5% |
19,728,271 |
20,698,059 |
-4.7% |