OCC August Volume Increases 30.8 Percent

OCC August 2021 Total Volume Up 30.8 Percent Compared to August 2020

Securities lending average daily loan value up 83.7 percent year over year

September 02, 2021

Chicago – OCC, the world’s largest equity derivatives clearing organization, announced today that August 2021 total cleared contract volume was 805,713,175 contracts, up 30.8 percent compared to August 2020 and the highest August on record. Year-to-date average daily cleared contract volume through August was 38,839,193 contracts, up 36.4 percent compared to August 2020.

Options: Total exchange-listed options cleared contract volume was 801,578,079, up 31.0 percent compared to August 2020. Equity options cleared contract volume was 761,891,872 contracts, up 30.8 percent compared to August 2020. This includes ETF options cleared contract volume of 199,457,005, a 5.1 percent increase compared to August 2020. Index options volume was 39,686,207, up 35.0 percent compared to August 2020. OCC’s year-to-date average daily cleared options volume is 38,610,059 contracts.

Futures: Total futures cleared contract volume was 4,135,096, a 1.3 percent decrease compared to August 2020. OCC’s year-to-date average daily cleared futures volume is 229,135 contracts.

Securities Lending: The average daily loan value at OCC in August 2021 was $126,230,820,638, an 83.7 percent increase compared to August 2020. Securities lending CCP activity increased by 59.5 percent in new loans compared to August 2020 with 170,026 transactions last month.

For 2021 monthly exchange market share information, click here.

 August 2021 Total Contract VolumeAugust 2020 Total Contract VolumeAugust 2021 Total Contract % Change
vs 2020
YTD Avg Daily Contract 2021YTD Avg Daily Contract 2020August 2021 % Change vs 2020
Equity Options761,891,872582,394,73230.8%36,722,65726,272,42739.8%
Index Options39,686,20729,389,88335.0%1,887,4021,939,944-2.7%
Total Options801,578,079611,784,61531.0%38,610,05928,212,37136.9%
Futures4,135,0964,187,787-1.3%229,135253,693-9.7%
Total Volume805,713,175615,972,40230.8%38,839,19328,466,06436.4%