Options LiquidityMatrix December 2019

The traditional exchange-liked option industry volume finished the year a tad under 4.9 billion contacts, down slightly from 2018’s record 5.1 billion. Despite the drop, this represents a very strong year for the industry as 2018 was a tough comparable. 2020 is starting out on a positive foot with early trends pointing to the industry surpassing 5 billion contracts. The options on futures volume at CME group was up slightly in 2019, with average daily volume up 2.3% versus 2018. The interest rate complex was the big winner with volume up 14.6% on a year over year basis.

TABB Group’s monthly Options LiquidityMatrix™ includes volume statistics from all option exchanges in the US, along with data segmenting volume trends based on the various underlying markets. The report consistently features a look at volume and liquidity, as well as periodic deep dives as warranted.