OCC announced today that total cleared contract volume in November was 298,563,036 contracts, a 6 percent decrease from the November 2013 volume of 318,233,056 contracts. OCC's year-to-date total cleared contract volume is up 3 percent from 2013 with 3,972,331,230 contracts.
Options: Exchange-listed options volume in November was 294,770,356 contracts, down 6 percent from November 2013. Average daily options trading volume this year is up 4 percent from 2013 with 17,003,308 contracts. Year-to-date total options trading volume is up 3 percent from 2013 with 3,910,760,808 contracts.
Futures: OCC cleared 3,792,680 futures contracts in November, up 1 percent from November 2013. OCC's year-to-date average daily cleared futures volume is up 15 percent from 2013 with 267,697 contracts. OCC's year-to-date total cleared futures volume reached 61,570,422 contracts last month, up 14 percent from 2013.
Securities Lending: OCC's securities lending CCP activity was up 10 percent in new loans from November 2013 with 93,996 transactions last month. Year-to-date stock loan activity is down 5 percent from 2013 with 1,088,736 new loan transactions in 2014. The average daily loan value cleared by OCC in November was $170,853,710,094.
Nov 2014 Total Contract Volume
|
Nov 2013 Total Contract Volume
|
Nov Total Contract % Change vs. 2013
|
YTD. Avg. Daily Contract 2014
|
YTD. Avg. Daily Contract 2013
|
Avg. Daily Contract % Change vs. 2013
|
|
Equity Options |
269,965,859
|
287,887,380
|
-6.23%
|
15,334,576
|
14,873,891
|
3.10%
|
Index Options |
24,804,497
|
26,577,996
|
-6.67%
|
1,668,732
|
1,537,651
|
8.52%
|
Debt Options |
0
|
0
|
n/a
|
0
|
1
|
n/a
|
Total Options |
294,770,356
|
314,465,376
|
-6.26%
|
17,003,308
|
16,411,543
|
3.61%
|
Equity Futures |
1,121,688
|
629,935
|
78.06%
|
42,699
|
36,108
|
18.25%
|
Index / Other Futures |
2,670,992
|
3,137,745
|
-14.88%
|
224,999
|
197,154
|
14.12%
|
Total Futures |
3,792,680
|
3,767,680
|
0.66%
|
267,697
|
233,262
|
14.76%
|
Total Volume |
298,563,036
|
318,233,056
|
-6.18%
|
17,271,005
|
16,644,805
|
3.76%
|