Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

OCC Cleared Contract Volume Up Four Percent In March - Securities Lending Activity Up 47 Percent In March And 43 Percent Year-To-Date - ETF Options Volume Up 11 Percent From 2015

Date 01/04/2016

OCC, the world’s largest equity derivatives clearing organization, announced today that total cleared contract volume in March reached 354,445,999 contracts, a four percent increase from March 2015. OCC's year-to-date volume is up six percent with 1,064,617,055 cleared contracts in the first quarter of 2016 compared to 1,006,510,362 contracts in the first quarter of 2015.

Options: Overall exchange-listed options volume reached 347,068,227 contracts in March, up three percent from March 2015. Equity options volume reached a total of 309,006,428 contracts, a slight increase of 0.26 percent from March 2015. This includes cleared ETF options volume of 142,234,845 contracts last month, an 11 percent increase over March 2015 volume of 128,377,098 contracts. Index options volume was up 32 percent with 38,061,799 contracts in March.

Futures: Futures cleared by OCC reached 7,377,772 contracts in March, up 62 percent from March 2015. OCC’s average daily cleared futures volume in the first quarter was 343,586 contracts, 53 percent higher than the first quarter of 2015. 

Securities Lending:  OCC's securities lending CCP activity was up 47 percent in new loans from March 2015 with 168,026 transactions last month. Year-to-date stock loan activity increased 43 percent from 2015 with 455,124 new loan transactions in 2016. The average daily loan value at OCC in March was $145,017,184,282.

For 2016 monthly exchange market share information, click here.

 

Mar 2016 Total Contract Volume

Mar 2015 Total Contract Volume

Mar Total Contract % Change vs. Mar 2015

YTD Avg. Daily Contract 2016

YTD Avg. Daily Contract 2015

YTD Avg. Daily  Contract % Change vs. YTD 2015

Equity Options

309,006,428

308,209,312

0.26%

15,279,660

14,822,313

3.09%

Index Options

38,061,799

28,825,276

32.0%

1,829,493

1,453,547

25.9%

Total Options

347,068,227

337,034,588

2.98%

17,109,153

16,275,861

5.12%

Total Futures

     7,377,772

4,558,413

61.8%

343,586

224,309

53.2%

Total Volume

354,445,999

341,593,001

3.76%

17,452,739

16,500,170

5.77%