First chlorinated insecticide is

Structure of DDT:- 

From the structure of DDT it can be observed that it is a chlorinated compound.

DDT (dichloro-diphenyl-trichloroethane) was the first modern synthetic pesticide to be created in the 1939. In 1939, a chemist named Paul Muller discovered it's insecticidal properties. It was first employed successfully in both military and civilian populations to battle malaria, typhus, and other insect-borne human illnesses.

Hence, the correct answer is option (A) DDT.