OCC, the world’s largest equity derivatives clearing organization, announced today that total cleared contract volume in November reached 395,903,344 contracts, a 9.6 percent decrease compared to last November. OCC’s year-to-date average daily cleared contract volume is 19,734,063 down 4.7 percent compared to 2018’s record-breaking pace.
Options: Overall exchange-listed options volume reached 390,695,941 contracts in November, down 9.1 percent from 429,670,901 in 2018. Equity options volume reached a total of 357,882,106 contracts, a 6.8 percent decrease from November 2018. This includes cleared ETF options volume of 123,874,652 contracts last month, a 30.8 percent decrease, compared to the November 2018 volume of 179,002,180 contracts. Index options volume was down 28.4 percent with 32,813,835 contracts in November with a year to date average daily volume of 1,906,109.
Futures: Futures volume cleared by OCC was 5,207,403 contracts in November, down 37.7 percent from November 2018. OCC's year-to-date average daily cleared futures volume is 309,554 contracts, 26.1 percent lower than 2018.
Securities Lending: OCC's securities lending CCP activity decreased by 17.6 percent in new loans from November 2018 with 92,138 transactions last month. Year-to-date stock loan activity has decreased 5.38 percent from 2018 with 1,198,977 new loan transactions in 2019. The average daily loan value at OCC in November was $77,644,843,720, a decrease of 2.49 percent compared to last November.
For 2019 monthly exchange market share information, click here.
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|
November 2019 Total Contract Volume |
November 2018 Total Contract Volume |
November Total Contract % Change vs. 2018 |
YTD Avg. Daily Contract 2019 |
YTD Avg. Daily Contract 2018 |
2019 Avg. Daily Contract % Change vs. 2018 |
|
Equity Options |
357,882,106 |
383,838,299 |
-6.8% |
17,518,400 |
18,084,476 |
-3.1% |
|
Index Options |
32,813,835 |
45,832,602 |
-28.4% |
1,906,109 |
2,209,159 |
-13.7% |
|
Total Options |
390,695,941 |
429,670,901 |
-9.1% |
19,424,509 |
20,293,635 |
-4.3% |
|
Total Futures |
5,207,403 |
8,356,684 |
-37.7% |
309,554 |
418,942 |
-26.1% |
|
Total Volume |
395,903,344 |
438,027,585 |
-9.6% |
19,734,063 |
20,712,577 |
-4.7% |