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OCC June Volume Rises 80%

Written by Terry Flanagan | Jul 1, 2020 6:04:44 PM

OCC June 2020 Total Volume Up Nearly 81 Percent from a Year Ago

 

CHICAGO (July 1, 2020) – OCC, the world’s largest equity derivatives clearing organization, announced today that June 2020 total cleared contract volume was 693,042,180 contracts, the U.S. equity options industry’s highest month ever – up 80.7 percent from June 2019 volume and beating the previous record of 670,646,998 cleared contracts set in March 2020 by 3.34 percent. Three trading days in June landed within the top five trading days on record, with Friday, June 11 clearing 48,039,191 contracts – the second highest cleared contract volume day in OCC’s history.

View a graph of OCC’s Top 5 Trading Days herehttps://www.theocc.com/getmedia/5ebf7424-adde-4eb2-9180-baf7abad8140/OCC_PR_Social_June_1220x628_v4.jpg

Options: Total exchange-listed options cleared contract volume was 688,544,510, up 82.2 percent from 377,890,573 contracts in June 2019. Equity options volume was 651,089,358 contracts, up 91 percent from June 2019. This includes ETF option cleared contract volume of 245,472,882, a 69.7 percent increase compared to June 2019. Index options volume was 37,455,152, a 1.1 percent increase from June 2019.

Futures: Futures cleared contract volume was 4,497,670, a 19.5 percent decrease from June 2019.  OCC's year-to-date average daily cleared futures volume is 279,362 contracts.

Securities Lending: The average daily loan value at OCC in June 2020 was $76,216,532,318.42, an 8.19 percent decrease compared to June 2019. Securities lending CCP activity increased by 16.44 percent in new loans from June 2019 with 124,083 transactions last month.

For 2020 monthly exchange market share information, click here.

 

 

June 2020 Total Contract Volume

June 2019 Total Contract Volume

June Total Contract % Change

vs 2019

YTD Avg Daily Contract 2020

YTD Avg Daily Contract 2019

% Change

vs 2019

Equity Options

651,089,358

340,857,459

91.0%

25,992,438

17,329,032

50.0%

Index Options

37,455,152

37,033,114

1.1%

2,137,212

1,904,846

12.2%

Total Options

688,544,510

377,890,573

82.2%

28,129,650

19,233,878

46.3%

Futures

4,497,670

5,584,194

-19.5%

279,362

305,435

-8.5%

Total Volume

693,042,180

383,474,767

80.7%

28,409,012

19,539,313

45.4%