theocc.com – CHICAGO – OCC, the world’s largest equity derivatives clearing organization, announced that cleared contract volume in September was 367,641,787 contracts, up two percent from September 2015 volume of 361,537,608 contracts. OCC’s year-to-date average daily cleared contract volume is down two percent from 2015 with 16,501,149 contracts in 2016.
Options: Exchange-listed options volume reached 357,041,027 contracts in September, up one percent from September 2015 volume of 354,782,668 contracts. Year-to-date average daily options volume is down three percent from 2015 with 16,100,096 contracts in 2016.
Equity options volume in September was 319,042,080 contracts, a two percent increase from September 2015. This includes cleared ETF options volume of 145,850,238 contracts last month, a six percent decrease over September 2015 volume of 154,382,062 contracts. Index options volume in September was down 11 percent with 37,998,947 contracts.
Futures: OCC cleared futures volume in September reached 10,600,760 contracts, a 57 percent increase from the September 2015 volume of 6,754,940 contracts. OCC’s year-to-date average daily cleared futures volume is up 53 percent from 2015 with 401,053 contracts in 2016.
Securities Lending: OCC’s securities lending CCP activity in September 2016 was up 29 percent in new loans from September 2015 with 168,460 transactions. Year-to-date stock loan activity is up 39 percent from 2015 with 1,421,730 new loan transactions in 2016. The average daily loan value cleared by OCC in September was $162,587,210,735.
For 2016 monthly exchange market share information, click here.
| OCC CLEARED CONTRACT VOLUME SEPTEMBER 2016 | ||||||
| September 2016 Total Contract Volume | September 2015 Total Contract Volume | September Total Contract % Change vs. 2015 | YTD. Avg. Daily Contract 2016 | YTD. Avg. Daily Contract 2015 | Avg. Daily Contract % Change vs. 2015 | |
| Equity Options | 319,042,080 | 311,951,747 | 2.27% | 14,373,640 | 14,915,132 | -3.63% |
| Index Options | 37,998,947 | 42,830,921 | -11.3% | 1,726,456 | 1,677,089 | 2.94% |
| Total Options | 357,041,027 | 354,782,668 | 0.67% | 16,100,096 | 16,592,221 | -2.97% |
| Total Futures | 10,600,760 | 6,754,940 | 56.9% | 401,053 | 263,018 | 52.5% |
| Total Volume | 367,641,787 | 361,537,608 | 1.69% | 16,501,149 | 16,855,238 | -2.10% |