OCC, the worlds largest equity derivatives clearing organization, announced today that total cleared contract volume in August reached 433,740,316 contracts, up 10 percent compared to August 2017 volume of 395,912,022. OCC’s year-to-date average daily cleared contract volume is up 19 percent with 20,321,325 contracts compared to 17,068,192 contracts in 2017.
Options: Overall exchange-listed options volume reached 426,237,903 contracts in August, up 12 percent from August 2017. Equity options volume reached a total of 384,002,068 contracts, a 17 percent increase from August 2017. This includes cleared ETF options volume of 145,281,116 contracts last month, a five percent decrease compared to August 2017 volume of 153,638,751 contracts. Index options volume was down 18 percent with 42,235,835 contracts in August, but year-to-date average daily volume was up 12 percent from August 2017.
Futures: Futures cleared by OCC reached 7,502,413 contracts in August, down 50 percent from August 2017. OCCs year-to-date average daily cleared futures volume is 414,516 contracts, 27 percent less than 2017.
Securities Lending: OCC’s securities lending CCP activity was up 17 percent in new loans from August 2017 with 235,780 transactions last month. Year-to-date stock loan activity increased 21 percent from 2017 with 1,847,162 new loan transactions in 2018. The average daily loan value at OCC in August was $160,653,020,057.
For 2018 monthly exchange market share information, click here.
|
August 2018 Total Contract Volume |
August 2017 Total Contract Volume |
August Total Contract % Change vs. July 2017 |
YTD Avg. Daily Contract 2018 |
YTD Avg. Daily Contract 2017 |
YTD Avg. Daily Contract % Change vs. YTD 2017 |
Equity Options |
384,002,068 |
329,256,007 |
16.6% |
17,733,226 |
14,552,024 |
21.9% |
ETF Options |
145,281,116 |
153,638,751 |
-5.4% |
7,588,197 |
6,450,842 |
17.6% |
Index Options |
42,235,835 |
51,731,408 |
-18.4% |
2,173,583 |
1,945,246 |
11.7% |
Total Options |
426,237,903 |
380,988,415 |
11.9% |
19,906,809 |
16,497,269 |
20.7% |
Total Futures |
7,502,413 |
14,923,607 |
-49.7% |
414,516 |
570,923 |
-27.4% |
Total Volume |
433,740,316 |
395,912,022 |
9.6% |
20,321,325 |
17,068,192 |
19.1% |