OCC, the world's largest equity derivatives clearing organization, announced today that total cleared contract volume in March was 341,593,001 contracts, representing a 6 percent decrease from the March 2014 volume of 362,379,835 contracts. OCC’s year-to-date average daily cleared contract volume is down 9 percent from 2014 with 16,500,170 contracts. Stock loan activity at OCC in March was up 17 percent from March 2014.
Options: Exchange-listed options volume reached 337,034,588 contracts in March, a 5 percent decrease from March 2014. Average daily options volume this year is down 9 percent from 2014 with 16,275,861 contracts.
Equity options volume in March reached 308,209,312 contracts, a 4 percent decrease from March 2014. Index options volume for the month was down 15 percent with 28,825,276 contracts.
Futures: OCC cleared futures volume in March was 4,558,413 contracts, a 33 percent decrease from March 2014. Year-to-date average daily cleared futures volume at OCC is down 25 percent from 2014 with 224,309 contracts.
Securities Lending: OCC's securities lending CCP activity was up 17 percent in new loans from March 2014 with 114,342 transactions last month. Year-to-date stock loan activity is up 10 percent from 2014 with 317,464 new loan transactions in 2015. The average daily loan value cleared by OCC in March was $175,202,462,719.
OCC CLEARED CONTRACT VOLUME MARCH 2015
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OCC CLEARED CONTRACT VOLUME MARCH 2015 |
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March 2015 Total Contract Volume
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March 2014 Total Contract Volume
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March 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
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| Equity Options |
308,209,312
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321,641,596
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-4.18%
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14,822,313
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16,073,394
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-7.78%
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| Index Options |
28,825,276
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33,928,803
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-15.04%
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1,453,547
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1,800,369
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-19.26%
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| Total Options |
337,034,588
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355,570,399
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-5.21%
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16,275,861
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17,873,764
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-8.94%
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| Total Futures |
4,558,413
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6,809,436
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-33.06%
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224,309
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298,081
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-24.75%
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| Total Volume |
341,593,001
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362,379,835
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-5.74%
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16,500,170
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18,171,845
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-9.20%
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