OCC announced today that total cleared contract volume in October reached 499,598,951 contracts, a 23 percent increase from October 2013. This represents the second highest monthly volume on record behind the August 2011 record volume of 554,842,463 contracts. OCC's year-to-date total cleared contract volume is up 4 percent from 2013 with 3,673,768,194 contracts.
Options: Exchange-listed options volume reached 491,394,154 contracts in October, a 22 percent increase from October 2013. On October 15, total options volume reached 33,501,102 contracts representing the 5th highest volume day on record. Average daily options trading volume last month was 21,364,964 contracts, 22 percent higher than the average daily volume of October 2013. Year-to-date total options volume is up 4 percent from 2013 with 3,615,990,452 cleared contracts.
Futures: OCC cleared 8,204,797 futures contracts in October, a 49 percent increase from October 2013. OCC's average daily cleared futures volume last month was 356,730 contracts, up 49 percent from the average daily of October 2013. OCC's year-to-date total cleared futures volume reached 57,777,742 contracts last month, a 15 percent increase from 2013.
Securities Lending: OCC's securities lending CCP activity was up 10 percent in new loans from October 2013 with 107,000 transactions last month. Year-to-date stock loan activity is down 7 percent from 2013 with 994,740 new loan transactions in 2014. The average daily loan value cleared by OCC in October was $167,463,267,034.
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Oct 2014 Total Contract Volume
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Oct 2013 Total Contract Volume
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Oct Total Contract % Change vs. 2013
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YTD. Avg. Daily Contract 2014
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YTD. Avg. Daily Contract 2013
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Avg. Daily Contract % Change vs. 2013
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|
| Equity Options |
436,855,058
|
360,729,625
|
21.10%
|
15,435,956
|
14,919,343
|
3.46%
|
| Index Options |
54,539,096
|
40,996,575
|
33.03%
|
1,701,440
|
1,557,438
|
9.25%
|
| Debt Options |
0
|
0
|
n/a
|
0
|
1
|
n/a
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| Total Options |
491,394,154
|
401,726,200
|
22.32%
|
17,137,396
|
16,476,782
|
4.01%
|
| Equity Futures |
746,100
|
747,797
|
-0.23%
|
41,228
|
36,545
|
12.81%
|
| Index / Other Futures |
7,458,697
|
4,746,458
|
57.14%
|
232,600
|
200,971
|
15.74%
|
| Total Futures |
8,204,797
|
5,494,255
|
49.33%
|
273,828
|
237,516
|
15.29%
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| Total Volume |
499,598,951
|
407,220,455
|
22.69%
|
17,411,224
|
16,714,298
|
4.17%
|