OCC, the world’s largest equity derivatives clearing organization, announced today that January 2020 total cleared contract volume was 521,727,816 contracts, the industry’s highest January ever – up 23.5 percent from January 2019, and the third highest month overall. The highest month was October 2018 with 567,833,544 cleared contracts, followed by August 2011 with 554,842,463 in cleared contract volume.
Options: Total exchange-listed options cleared contract volume reached 515,268,217 in January 2020, up 23.8 percent from 416,274,951 in January 2019. Equity options volume reached a total of 471,771,710 contracts, up 25.7 percent from January 2019. This includes January 2020 ETF option cleared contract volume of 178,989,235, a 13.3 percent increase compared to 157,950,235 ETF options contracts cleared in January 2019. Index options for January 2020 were 43,496,507 up 6 percent over January 2019, with a year-to-date average daily volume of 2,071,262.
Securities Lending: OCC's securities lending CCP activity decreased by 6.56 percent in new loans from January 2019 with 107,395 transactions last month. The average daily loan value at OCC in January 2020 was $81,209,319,432, a 17.88 percent increase compared to last January.
For 2020 monthly exchange market share information, click here.
|
Jan 2020 Total Contract Volume |
Jan 2019 Total Contract Volume |
Jan Total Contract % Change vs 2019 |
YTD Avg Daily Contract 2020 |
YTD Avg Daily Contract 2019 |
% Change vs 2019 |
Equity Options |
471,771,710 |
375,222,959 |
25.7% |
22,465,320 |
17,867,760 |
25.7% |
Index Options |
43,496,507 |
41,051,992 |
6.0% |
2,071,262 |
1,954,857 |
6.0% |
Total Options |
515,268,217 |
416,274,951 |
23.8% |
24,536,582 |
19,822,617 |
23.8% |
Futures |
6,459,599 |
6,335,989 |
2.0% |
307,600 |
301,714 |
2.0% |
Total Volume |
521,727,816 |
422,610,940 |
23.5% |
24,844,182 |
20,125,331 |
23.5% |