OCC, the world's largest equity derivatives clearing organization, announced today that total cleared contract volume in February reached 354,013,604 contracts. This was a decline of 25.9 percent compared to last February, which was the fifth-highest volume month in OCC's history. OCC's year-to-date average daily cleared contract volume is 19,415,614, down 18.9 percent compared to 2018's record-breaking pace.
Options: Overall exchange-listed options volume reached 349,117,021 contracts in February, down 24.9 percent from 464,869,500 in 2018. Equity options vvolume reached a total of 316,391,081 contracts, a 20.5 percent decrease from February 2018. This includes cleared ETF options volume of 119,258,683 contracts last month, a 39.9 percent decrease compared to February 2018 volume of 198,333,703 contracts. Index options volume was down 51.1 percent with 32,725,940 contracts in February, with a year-to-date average daily volume of 1,844,448 contracts.
Futures: Futures cleared by OCC reached 4,896,583 contracts in February, down 61.5 percent from February 2018. OCC's year-to-date average daily cleared futures volume is 280,814 contracts, 54.4 percent less than 2018.
Securities Lending: OCC's securities lending CCP activity was down 5.5 percent in new loans from February 2018 with 105,993 transactions last month. Year-to-date stock loan activity decreased 3.5 percent from 2018 with 220,933 new loan transactions in 2019. The average daily loan value at OCC in February was $69,881,482,507.62.
For 2019 monthly exchange market share information, click here.
|
February 2019 Total Contract Volume |
February 2018 Total Contract Volume |
February Total Contract % Change vs. 2018 |
YTD Avg. Daily Contract 2019 |
YTD Avg. Daily Contract 2018 |
2019 Avg. Daily Contract % Change vs. 2018 |
|
| Equity Options |
316,391,081 |
398,009,570 |
-20.5% |
17,290,351 |
20,241,493 |
-14.6% |
| ETF Options |
119,258,683 |
198,333,703 |
-39.9% |
6,930,223 |
9,289,566 |
-25.4% |
| Index Options |
32,725,940 |
66,859,930 |
-51.1% |
1,844,448 |
3,077,864 |
-40.1% |
| Total Options |
349,117,021 |
464,869,500 |
-24.9% |
19,134,799 |
23,319,357 |
-17.9% |
| Total Futures |
4,896,583 |
12,717,855 |
-61.5% |
280,814 |
615,639 |
-54.4% |
| Total Volume |
354,013,604 |
477,587,355 |
-25.9% |
19,415,614 |
23,934,996 |
-18.9% |