OCC, the world’s largest equity derivatives clearing organization, has announced that October 2021 total cleared contract volume was 825,572,627 contracts, and total cleared contract volume to date in 2021 reached 8,128,660,661, surpassing the U.S. exchange-listed annual options volume record of 7.52 billion contracts set in 2020.
OCC’s October 2021 total cleared contract volume was the fifth highest month on record and the highest October ever, up 29.7 percent compared to October 2020. Year-to-date average daily cleared contract volume through October 2021 was 38,893,113 contracts, up 34.8 percent compared to October 2020.
- Options: Total exchange-listed options cleared contract volume was 821,102,002, up 29.6 percent compared to October 2020. Equity options cleared contract volume was 777,425,367 contracts, up 30.0 percent compared to October 2020. This includes ETF options cleared contract volume of 232,816,391, a 19.5 percent increase compared to October 2020. Index options volume was 43,676,635, up 23.4 percent compared to October 2020. OCC’s year-to-date average daily cleared options volume is 38,662,396 contracts.
- Futures: Total futures cleared contract volume was 4,470,625, a 33.7 percent increase compared to October 2020. OCC’s year-to-date average daily cleared futures volume is 230,718 contracts.
- Securities Lending: The average daily loan value at OCC in October 2021 was $130,863,324,895, a 73.4 percent increase compared to October 2020. Securities lending CCP activity increased by 52.3 percent in new loans compared to October 2020 with 165,581 transactions last month.
For 2021 monthly exchange market share information, click here.
