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OCC Cleared Contract Volume Declined 3% In May - Securities Lending CCP Activity Up 9 Percent From May 2014 And Up 11 Percent Year-To-Date

Date 01/06/2015

OCC, the world’s largest equity derivatives clearing organization, announced today that cleared contract volume in May reached 308,639,215 contracts, a 3 percent decrease from the May 2014 volume of319,742,239 contracts. OCC’s year-to-date average daily cleared contract volume is down 7 percent from 2014 with16,144,143 contracts in 2015.

Options: Exchange-listed options volume reached 304,133,734 contracts in May, a 4 percent decrease from the May2014 volume of 315,630,235 contracts. Year-to-date average daily options volume is down 7 percent from 2014 with15,927,070 contracts in 2015.

Equity options volume in May was 275,408,858 contracts, a 3 percent decrease from May 2014. Index options volume in May was down 9 percent from May 2014 with 28,724,876 contracts.

Futures: OCC cleared futures volume in May reached 4,505,481 contracts, a 10 percent increase from the May 2014 volume of 4,112,004 contracts. OCC’s year-to-date average daily cleared futures volume is down 18 percent from 2014 with 217,073 contracts in 2015. 

Securities Lending: OCC's securities lending CCP activity in May 2015 was up 9 percent in new loans from May 2014 with 109,626 transactions last month. Year-to-date stock loan activity is up 11 percent from 2014 with 540,068 new loan transactions in 2015. The average daily loan value cleared by OCC in May was $196,205,110,255.

OCC CLEARED CONTRACT VOLUME MAY 2015

 

May 2015 Total Contract Volume

May 2014 Total Contract Volume

May Total Contract % Change vs. 2014

YTD. Avg. Daily Contract 2015

YTD. Avg. Daily Contract 2014

Avg. Daily Contract % Change vs. 2014

Equity Options

275,408,858

284,062,162

-3.05%

14,508,906

15,423,391

-5.93%

Index Options

28,724,876

31,568,073

-9.01%

1,418,163

1,680,811

-15.63%

Total Options

304,133,734

315,630,235

-3.64%

15,927,070

17,104,202

-6.88%

Total Futures

4,505,481

4,112,004

9.57%

217,073

265,500

-18.24%

Total Volume

308,639,215

319,742,239

-3.47%

16,144,143

17,369,702

-7.06%