Year-to-date cleared contract volume through end of September up 35 percent year-over-year
October 04, 2021
Chicago – OCC, the world’s largest equity derivatives clearing organization, announced today that September 2021 total cleared contract volume was 816,942,764 contracts, up 21.8 percent compared to September 2020 and the highest September on record. Year-to-date average daily cleared contract volume through September 2021 was 38,846,212 contracts, up 34.6 percent compared to September 2020.
Options: Total exchange-listed options cleared contract volume was 811,458,905, up 21.7 percent compared to September 2020. Equity options cleared contract volume was 763,992,378 contracts, up 20.7 percent compared to September 2020. This includes ETF options cleared contract volume of 241,270,297, a 10.3 percent increase compared to September 2020. Index options volume was 47,466,527, up 39.6 percent compared to September 2020. OCC’s year-to-date average daily cleared options volume is 38,613,503 contracts.
Futures: Total futures cleared contract volume was 5,483,859, a 29.3 percent increase compared to September 2020. OCC’s year-to-date average daily cleared futures volume is 232,709 contracts.
Securities Lending: The average daily loan value at OCC in September 2021 was $127,662,406,277, a 74.5 percent increase compared to September 2020. Securities lending CCP activity increased by 54.3 percent in new loans compared to September 2020 with 170,991 transactions last month.
For 2021 monthly exchange market share information, click here.
| September 2021 Total Contract Volume | September 2020 Total Contract Volume | September 2021 Total Contract % Change vs 2020 | YTD Avg Daily Contract 2021 | YTD Avg Daily Contract 2020 | September 2021 % Change vs 2020 | |
| Equity Options | 763,992,378 | 632,751,329 | 20.7% | 36,684,447 | 26,701,159 | 37.4% |
| Index Options | 47,466,527 | 34,001,475 | 39.6% | 1,929,056 | 1,904,297 | 1.3% |
| Total Options | 811,458,905 | 666,752,804 | 21.7% | 38,613,503 | 28,605,456 | 35.0% |
| Futures | 5,483,859 | 4,241,241 | 29.3% | 232,709 | 247,945 | -6.1% |
| Total Volume | 816,942,764 | 670,994,045 | 21.8% | 38,846,212 | 28,853,401 | 34.6% |
About OCC
The Options Clearing Corporation (OCC) is the world’s largest equity derivatives clearing organization. Founded in 1973, OCC is dedicated to promoting stability and market integrity by delivering clearing and settlement services for options, futures and securities lending transactions. As a Systemically Important Financial Market Utility (SIFMU), OCC operates under the jurisdiction of the U.S. Securities and Exchange Commission (SEC), the U.S. Commodity Futures Trading Commission (CFTC), and the Board of Governors of the Federal Reserve System. OCC has more than 100 clearing members and provides central counterparty (CCP) clearing and settlement services to 19 exchanges and trading platforms. More information about OCC is available at www.theocc.com.
