Clicky

Skip to main Content

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%

Back to News