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OCC November Cleared Volume Down 9.6 Percent

OCC, the world's largest equity derivatives clearing organization, announced today that total cleared contract volume in November reached 395,903,344 contracts, a 9.6 percent decrease compared to last November. OCC's year-to-date average daily cleared contract volume is 19,734,063 down 4.7 percent compared to 2018's record-breaking pace.

Options: Overall exchange-listed options volume reached 390,695,941 contracts in November, down 9.1 percent from 429,670,901 in 2018. Equity options volume reached a total of 357,882,106 contracts, a 6.8 percent decrease from November 2018. This includes cleared ETF options volume of 123,874,652 contracts last month, a 30.8 percent decrease, compared to the November 2018 volume of 179,002,180 contracts. Index options volume was down 28.4 percent with 32,813,835 contracts in November with a year to date average daily volume of 1,906,109.

Futures: Futures cleared by OCC was 5,207,403 contracts in November, down 37.7 percent from November 2018. OCC's year-to-date average daily cleared futures volume is 309,554 contracts, 26.1 percent lower than 2018.

Securities Lending: OCC's securities lending CCP activity decreased by 17.6 percent in new loans from November 2018 with 92,138 transactions last month. Year-to-date stock loan activity has decreased 5.38 percent from 2018 with 1,198,977 new loan transactions in 2019. The average daily loan value at OCC in November was $77,644,843,720, a decrease of 2.49 percent compared to last November.

For 2019 monthly exchange market share information, click here.

 

 
November 2019 Total Contract Volume
November 2018 Total Contract Volume
November Total Contract % Change vs. 2018
YTD Avg. Daily Contract 2019
YTD Avg. Daily Contract 2018
2019 Avg. Daily Contract % Change vs. 2018
Equity Options
357,882,106
383,838,299
-6.8%
17,518,400
18,084,476
-3.1%
Index Options
32,813,835
45,832,602
-28.4%
1,906,109
2,209,159
-13.7%
Total Options
390,695,941
429,670,901
-9.1%
19,424,509
20,293,635
-4.3%
Total Futures
5,207,403
8,356,684
-37.7%
309,554
418,942
-26.1%
Total Volume
395,903,344
438,027,585
-9.6%
19,734,063
20,712,577
-4.7%

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