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OCC Cleared Contract Volume Increased 7% In July - Securities Lending CCP Activity Up 10 Percent For July And 12 Percent Year-To-Date

Date 03/08/2015

OCC, the world’s largest equity derivatives clearing organization, announced today that cleared contract volume in July was 385,404,937 contracts, up 7 percent from July 2014 volume of 360,585,699 contracts marking the highest July volume on record. OCC’s year-to-date average daily cleared contract volume is down 4 percent from 2014 with 16,252,971 contracts in 2015. 

Options: Exchange-listed options volume reached 379,194,963 contracts in July, a 7 percent increase from July 2014 volume of 355,432,350 contracts. Year-to-date average daily options volume is down 4 percent from 2014 with16,015,248 contracts in 2015.

Equity options volume in July was 340,149,220 contracts, a 6 percent increase from July 2014. Index options volume in July was up 18 percent from July 2014 with 39,045,743 contracts.

Futures: OCC cleared futures volume in July reached 6,209,974 contracts, a 21 percent increase from the July 2014 volume of 5,153,349 contracts. OCC’s year-to-date average daily cleared futures volume is down 11 percent from 2014 with 237,723 contracts in 2015.

Securities Lending: OCC's securities lending CCP activity in July 2015 was up 10 percent in new loans from July 2014 with 116,406 transactions. Year-to-date stock loan activity is up 12 percent from 2014 with 772,132 new loan transactions in 2015. The average daily loan value cleared by OCC in July was $186,970,718,656.

OCC CLEARED CONTRACT VOLUME JULY 2015

 

July 2015 Total Contract Volume

July 2014 Total Contract Volume

July Total Contract % Change vs. 2014

YTD. Avg. Daily Contract 2015

YTD. Avg. Daily Contract 2014

Avg. Daily Contract % Change vs. 2014

Equity Options

340,149,220

322,425,332

5.50%

14,510,111

15,064,081

-3.68%

Index Options

39,045,743

33,007,018

18.30%

1,505,137

1,638,135

-8.12%

Total Options

379,194,963

355,432,350

6.69%

16,015,248

16,702,216

-4.11%

Total Futures

6,209,974

5,153,349

20.50%

237,723

267,559

-11.15%

Total Volume

385,404,937

360,585,699

6.88%

16,252,971

16,969,775

-4.22%