Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

OCC Cleared Contract Volume Grew 4% In June - Securities Lending CCP Activity Up 15 Percent For June And 12 Percent Year-To-Date

Date 01/07/2015

OCC, the world’s largest equity derivatives clearing organization, announced today that cleared contract volume in June reached 340,826,276 contracts, up 4 percent from June 2014 volume of 327,922,056 contracts. OCC’s year-to-date average daily cleared contract volume is down 6 percent from 2014 with 16,028,458 contracts in 2015.

Options: Exchange-listed options volume reached 334,470,144 contracts in June, a 4 percent increase from June 2014 volume of 321,358,397 contracts. Year-to-date average daily options volume is down 6 percent from 2014 with 15,798,639 contracts in 2015.

Equity options volume in June was 298,418,532 contracts, a 4 percent increase from June 2014. Index options volume in June was up 9 percent from June 2014 with 36,051,612 contracts.

Futures: OCC cleared futures volume in June reached 6,356,132 contracts, a 3 percent decrease from the June 2014 volume of 6,563,659 contracts. OCC’s year-to-date average daily cleared futures volume is down 16 percent from 2014 with 229,819 contracts in 2015.

Securities Lending: OCC's securities lending CCP activity in June 2015 was up 15 percent in new loans from June 2014 with 115,658 transactions. Year-to-date stock loan activity is up 12 percent from 2014 with 655,726 new loan transactions in 2015. The average daily loan value cleared by OCC in June was $192,212,078,842.

OCC CLEARED CONTRACT VOLUME JUNE 2015

 

June 2015 Total Contract Volume

June 2014 Total Contract Volume

June Total Contract % Change vs. 2014

YTD. Avg. Daily Contract 2015

YTD. Avg. Daily Contract 2014

Avg. Daily Contract % Change vs. 2014

Equity Options

298,418,532

288,321,310

3.50%

14,341,347

15,136,537

-5.25%

Index Options

36,051,612

33,037,087

9.12%

1,457,292

1,662,586

-12.35%

Total Options

334,470,144

321,358,397

4.08%

15,798,639

16,799,123

-5.96%

Total Futures

6,356,132

6,563,659

-3.16%

229,819

273,469

-15.96%

Total Volume

340,826,276

327,922,056

3.94%

16,028,458

17,072,592

-6.12%