Mondo Visione Worldwide Financial Markets Intelligence

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OCC Cleared Contract Volume Declined 26% In October - Securities Lending Activity Up 12% In October And 15% Year-To-Date

Date 02/11/2015

OCC, the world's largest equity derivatives clearing organization, announced today that cleared contract volume in October was 367,647,983 contracts, a 26 percent decrease from the October 2014 monthly volume of 499,598,951 contracts. Average daily volume at OCC is down 3 percent in 2015 with 16,840,156 contracts. OCC's stock loan program reported strong volume numbers in October with year-to-date activity up 15 percent.

Options: Exchange-listed options volume reached 362,142,042 contracts in October, a 26 percent decrease from October 2014. Year-to-date average daily options volume is down 3 percent from 2014 with 16,578,474 contracts.

Equity options volume last month was 324,118,226 contracts, a 26 percent decrease from October 2014. Index options volume in October was down 30 percent with 38,023,816 contracts.

Futures: Cleared futures volume at OCC in October was 5,505,941 contracts, a 33 percent decrease from October 2014. OCC's year-to-date average daily cleared futures volume is down 4 percent with 261,682 contracts.

Securities Lending: OCC's securities lending CCP activity in October 2015 was up 12 percent in new loans from October 2014 with 119,764 transactions last month. Year-to-date stock loan activity is up 15 percent from 2014 with 1,142,224 new loan transactions in 2015. The average daily loan value cleared by OCC in October was $175,175,535,641.

OCC CLEARED CONTRACT VOLUME OCTOBER 2015

 

October 2015 Total Contract Volume

October 2014 Total Contract Volume

October Total Contract % Change vs. 2014

YTD. Avg. Daily Contract 2015

YTD. Avg. Daily Contract 2014

Avg. Daily Contract % Change vs. 2014

Equity Options

324,118,226

436,855,058

-25.80%

14,896,014

15,435,956

-3.50%

Index Options

38,023,816

54,539,096

-30.28%

1,682,460

1,701,440

-1.12%

Total Options

362,142,042

491,394,154

-26.30%

16,578,474

17,137,396

-3.26%

Total Futures

5,505,941

8,204,797

-32.89%

261,682

273,828

-4.44%

Total Volume

367,647,983

499,598,951

-26.41%

16,840,156

17,411,224

-3.28%