OCC, the world’s largest equity derivatives clearing organization, announced today that February 2020 total cleared contract volume was 568,899,108 contracts, the U.S. equity options industry’s highest month ever – up 60.7 percent from February 2019 volume and beating the previous record of 567,833,544 cleared contracts set in October 2018 by 0.19 percent. The last six trading days comprised 43 percent of total volume for February 2020, with Friday, February 28 clearing 48,963,585 contracts – the highest cleared contract volume day on record.
Options: Total exchange-listed options cleared contract volume reached 558,802,415 in February 2020, up 60.1 percent from 349,117,021 in February 2019. Equity options volume reached a total of 508,015,456 contracts, up 60.6 percent from February 2019. This includes ETF option cleared contract volume of 208,746,922, a 75 percent increase compared to 119,258,683 ETF options contracts cleared in February 2019. Index options for February 2020 were 50,786,959, up 55.2 percent over February 2019, with a year-to-date average daily volume of 2,357,087 contracts.
Futures: Futures cleared contract volume was 10,096,693 in February 2020, a 106.2 percent increase over February 2019 volume of 4,896,583. OCC's 2020 average daily cleared futures volume is 413,907 contracts.
Securities Lending: The average daily loan value at OCC in February 2020 was $80,711,942,428 a 15.5 percent increase compared to last February. Securities lending CCP activity decreased by 7.83 percent in new loans from February 2019 with 97,696 transactions last month.
For 2020 monthly exchange market share information, click here.
|
|
Feb 2020 Total Contract Volume |
Feb 2019 Total Contract Volume |
Feb Total Contract % Change vs 2019 |
YTD Avg Daily Contract 2020 |
YTD Avg Daily Contract 2019 |
% Change vs 2019 |
|
Equity Options |
508,015,456 |
316,391,081 |
60.6% |
24,494,679 |
17,290,351 |
41.7% |
|
Index Options |
50,786,959 |
32,725,940 |
55.2% |
2,357,087 |
1,844,448 |
27.8% |
|
Total Options |
558,802,415 |
349,117,021 |
60.1% |
26,851,766 |
19,134,799 |
40.3% |
|
Futures |
10,096,693 |
4,896,583 |
106.2% |
413,907 |
280,814 |
47.4% |
|
Total Volume |
568,899,108 |
354,013,604 |
60.7% |
27,265,673 |
19,415,613 |
40.4% |