Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

OCC Cleared Contract Volume Up Four Percent In May - Securities Lending Activity Up 52 Percent In May And 46 Percent Year-To-Date

Date 01/06/2016

OCC, the world's largest equity derivatives clearing organization, announced that cleared contract volume in May reached 319,533,636 contracts, a four percent increase from the May 2015 volume of 308,639,215 contracts. OCC's year-to-date average daily cleared contract volume is also up four percent from 2015 with 16,734,689 contracts.

Options: Exchange-listed options volume reached 311,177,955 contracts in May, a two percent increase from May 2015. Year-to-date average daily options volume is up three percent, with 16,375,526 contracts.

Equity options volume in May was 278,683,441 contracts, a one percent increase from May 2015. This includes cleared ETF options volume of 120,977,610 contracts last month, a 15 percent increase over May 2015 volume of 105,173,938 contracts. Index options volume in May was up 13 percent from May 2015 with 32,494,514 contracts.

Futures: OCC cleared futures volume in May reached 8,355,681 contracts, an 86 percent increase from the May 2015 volume of 4,505,481 contracts. OCC's year-to-date average daily cleared futures volume is up 66 percent from 2015 with 359,163 contracts.

Securities Lending: OCC's securities lending CCP activity in May was up 52 percent in new loans from May 2015 with 167,054 transactions last month. Year-to-date stock loan activity is up 46 percent from 2015 with 787,220 new loan transactions in 2016. The average daily loan value cleared by OCC in May was $141,315,203,588.

For 2016 monthly exchange market share information, click here.

OCC CLEARED CONTRACT VOLUME MAY 2016

 

May 2016 Total Contract Volume

May 2015 Total Contract Volume

May Total Contract % Change vs. 2015

YTD. Avg. Daily Contract 2016

YTD. Avg. Daily Contract 2015

Avg. Daily Contract % Change vs. 2015

Equity Options

278,683,441

275,408,858

1.19%

14,673,304

14,508,906

1.13%

Index Options

32,494,514

28,724,876

13.1%

1,702,222

1,418,163

20.0%

Total Options

311,177,955

304,133,734

2.32%

16,375,526

15,927,070

2.82%

Total Futures

8,355,681

4,505,481

85.5%

359,163

217,073

65.5%

Total Volume

319,533,636

308,639,215

3.53%

16,734,689

16,144,143

3.66%