Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

OCC Cleared Contract Volume Increased 10% In November - Securities Lending Activity Up 27% In November And 16% Year-To-Date

Date 01/12/2015

OCC, the world’s largest equity derivatives clearing organization, announced today that cleared contract volume in November was 328,272,930 contracts, a 10 percent increase from the November 2014 monthly volume of 298,563,036 contracts. Average daily volume at OCC is down three percent in 2015 with 16,803,068 contracts. OCC’s stock loan program reported strong volume numbers in November with year-to-date activity up 16 percent.

 

Options: Exchange-listed options volume reached 323,335,666 contracts in November, a 10 percent increase from November 2014.Year-to-date average daily options volume is down three percent from 2014 with 16,542,674 contracts.

Equity options volume last month was 293,853,931 contracts, a nine percent increase from November 2014. Index options volume in November was up 19 percent with 29,481,735 contracts.

 

Futures: Cleared futures volume at OCC in November was 4,937,264 contracts, a 30 percent increase from November 2014. OCC’s year-to-date average daily cleared futures volume is down three percent with 260,394 contracts. 

Securities Lending: OCC's securities lending CCP activity in November 2015 was up 27 percent in new loans from November 2014 with 119,384 transactions. Year-to-date stock loan activity is up 16 percent from 2014 with 1,261,608 new loan transactions in 2015. The average daily loan value cleared by OCC in November was $166,531,568,414.

OCC CLEARED CONTRACT VOLUME NOVEMBER 2015

 

Nov 2015 Total Contract Volume

Nov 2014 Total Contract Volume

Nov Total Contract % Change vs. 2014

YTD. Avg. Daily Contract 2015

YTD. Avg. Daily Contract 2014

Avg. Daily  Contract % Change vs. 2014

Equity Options

293,853,931

269,965,859

8.84%

14,878,334

15,334,576

-2.98%

Index Options

29,481,735

24,804,497

18.9%

1,664,341

1,668,732

-0.26%

Total Options

323,335,666

294,770,356

9.69%

16,542,674

17,003,308

-2.71%

Total Futures

4,937,264

3,792,680

30.2%

260,394

267,697

-2.72%

Total Volume

328,272,930

298,563,036

9.95%

16,803,068

17,271,005

-2.71%