the world’s largest equity derivatives clearing organization, announced today that total cleared contract volume in October reached 451,300,066 contracts, a 20.5 percent decrease compared to last October. OCC’s year-to-date average daily cleared contract volume is 19,728,721 down 4.7 percent compared to 2018’s record-breaking pace.
Options: Overall exchange-listed options volume reached 444,785,648 contracts in October, down 19.9 percent from 555,628,831 in 2018. Equity options volume reached a total of 402,970,144 contracts, an 18.1 percent decrease from October 2018. This includes cleared ETF options volume of 165,115,166 contracts last month, a 28.5 percent decrease, compared to the October 2018 volume of 230,928,177 contracts. Index options volume was down 34 percent with 41,815,504 contracts in October, with a year to date average daily volume of 1,931,267.
Futures: Futures cleared by OCC was 6,514,418 contracts in October, down 46.6 percent from October 2018. OCC's year-to-date average daily cleared futures volume is 314,216 contracts, 25.4 percent lower than 2018.
Securities Lending: OCC's securities lending CCP activity decreased by 25.4 percent in new loans from October 2018 with 104,033 transactions last month. Year-to-date stock loan activity has decreased 4.73 percent from 2018 with 1,106,839 new loan transactions in 2019. The average daily loan value at OCC in October was $72,401,494,380 a decrease of 11.8 percent compared to last October.
For 2019 monthly exchange market share information, click here.
October 2019 Total Contract Volume
October 2018 Total Contract Volume
October
Total Contract
% Change vs. 2018
YTD Avg. Daily Contract 2019
YTD Avg. Daily Contract 2018
2019 Avg. DailyContract % Change vs. 2018
Equity Options
402,970,144
492,277,954
-18.1%
17,482,788
18,065,214
-3.2%
Index Options
41,815,504
63,350,877
-34.0%
1,931,267
2,211,812
-12.7%
Total Options
444,785,648
555,628,831
-19.9%
19,414,055
20,277,026
-4.3%
Total Futures
6,514,418
12,204,713
-46.6%
314,216
421,033
-25.4%
Total Volume
451,300,066
567,833,544
-20.5%
19,728,271
20,698,059
-4.7%
Options: Overall exchange-listed options volume reached 444,785,648 contracts in October, down 19.9 percent from 555,628,831 in 2018. Equity options volume reached a total of 402,970,144 contracts, an 18.1 percent decrease from October 2018. This includes cleared ETF options volume of 165,115,166 contracts last month, a 28.5 percent decrease, compared to the October 2018 volume of 230,928,177 contracts. Index options volume was down 34 percent with 41,815,504 contracts in October, with a year to date average daily volume of 1,931,267.
Futures: Futures cleared by OCC was 6,514,418 contracts in October, down 46.6 percent from October 2018. OCC's year-to-date average daily cleared futures volume is 314,216 contracts, 25.4 percent lower than 2018.
Securities Lending: OCC's securities lending CCP activity decreased by 25.4 percent in new loans from October 2018 with 104,033 transactions last month. Year-to-date stock loan activity has decreased 4.73 percent from 2018 with 1,106,839 new loan transactions in 2019. The average daily loan value at OCC in October was $72,401,494,380 a decrease of 11.8 percent compared to last October.
For 2019 monthly exchange market share information, click here.
October 2019 Total Contract Volume
October 2018 Total Contract Volume
October
Total Contract
% Change vs. 2018
YTD Avg. Daily Contract 2019
YTD Avg. Daily Contract 2018
2019 Avg. DailyContract % Change vs. 2018
Equity Options
402,970,144
492,277,954
-18.1%
17,482,788
18,065,214
-3.2%
Index Options
41,815,504
63,350,877
-34.0%
1,931,267
2,211,812
-12.7%
Total Options
444,785,648
555,628,831
-19.9%
19,414,055
20,277,026
-4.3%
Total Futures
6,514,418
12,204,713
-46.6%
314,216
421,033
-25.4%
Total Volume
451,300,066
567,833,544
-20.5%
19,728,271
20,698,059
-4.7%