OCC announced today average daily cleared contract volume for the month of January was down 5 percent from January 2014 with 17,919,276 contracts and one less trading day. Total OCC cleared contract volume in January reached 358,385,522 contracts, a 9 percent decrease from the 2014 record January volume of 395,595,620 contracts. Despite this decline, January 2015 represents the fourth highest January volume for OCC to date.
Options: Exchange-listed options volume reached 353,264,930 contracts in January, down 9 percent from January 2014. Equity options volume last month was 320,688,813 contracts, a 9 percent decrease from January 2014. Year-to-date average daily equity options volume is off 4 percent with 16,034,441 contracts in 2015.
Futures: OCC cleared futures volume in January was 5,120,592 contracts, an 11 percent decrease from January 2014. Equity futures volume at OCC last month was 546,942 contracts, down 11 percent from January 2014. OCC's year-to-date average daily cleared futures volume is down 7 percent with 256,030 contracts in 2015.
Securities Lending: OCC's securities lending CCP activities saw a 0.35 percent decline in new loans from January 2014 with 105,766 transactions last month. The average daily loan value at OCC in January was $156,626,998,646.
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Jan 2015 Total Contract Volume
|
Jan 2014 Total Contract Volume
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Jan Total Contract % Change vs. 2014
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YTD. Avg. Daily Contract 2015
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YTD. Avg. Daily Contract 2014
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Avg. Daily Contract % Change vs. 2014
|
|
| Equity Options |
320,688,813
|
351,650,970
|
-8.80%
|
16,034,441
|
16,745,284
|
-4.25%
|
| Index Options |
32,576,117
|
38,170,165
|
-14.66%
|
1,628,806
|
1,817,627
|
-10.39%
|
| Total Options |
353,264,930
|
389,821,135
|
-9.38%
|
17,663,246
|
18,562,912
|
-4.85%
|
| Equity Futures |
546,942
|
613,613
|
-10.87%
|
27,347
|
29,220
|
-6.41%
|
| Index / Other Futures |
4,573,650
|
5,160,872
|
-11.38%
|
228,683
|
245,756
|
-6.95%
|
| Total Futures |
5,120,592
|
5,774,485
|
-11.32%
|
256,030
|
274,975
|
-6.89%
|
| Total Volume |
358,385,522
|
395,595,620
|
-9.41%
|
17,919,276
|
18,837,887
|
-4.88%
|