OCC Cleared Contract Volume Declined 8% in April

  • Securities Lending Activity Up 16% in April and 12% Year-to-Date
May 01, 2015
Chicago -

OCC, the world's largest equity derivatives clearing organization, announced today that cleared contract volume in April was 331,552,965 contracts, an 8 percent decrease from the April 2014 monthly volume of 360,854,580 contracts. Average daily volume at OCC is down 9 percent in 2015 with 16,317,845 contracts. OCC's stock loan program reported strong volume numbers in April with year-to-date activity up 12 percent.

Options: Exchange-listed options volume reached 327,599,831 contracts in April, an 8 percent decrease from April 2014. Year-to-date average daily options volume is down 9 percent from 2014 with 16,102,772 contracts.

Equity options volume last month was 300,338,480 contracts, a 7 percent decrease from April 2014. Index options volume in April was down 14 percent with 27,261,351 contracts.

Futures: Cleared futures volume at OCC in April was 3,953,134 contracts, a 22 percent decrease from April 2014. OCC's year-to-date average daily cleared futures volume is down 24 percent with 215,073 contracts.

Securities Lending: OCC's securities lending CCP activity in April 2015 was up 16 percent in new loans from April 2014 with 112,978 transactions last month. Year-to-date stock loan activity is up 12 percent from 2014 with 430,442 new loan transactions in 2015. The average daily loan value cleared by OCC in April was $186,497,073,123.

OCC CLEARED CONTRACT VOLUME APRIL 2015

OCC CLEARED CONTRACT VOLUME APRIL 2015

 
April 2015 Total Contract Volume
April 2014 Total Contract Volume
April Total Contract % Change vs. 2014
YTD. Avg. Daily Contract 2015
YTD. Avg. Daily Contract 2014
Avg. Daily Contract % Change vs. 2014
Equity Options
300,338,480
324,070,049
-7.3%
14,689,019
15,909,111
-7.7%
Index Options
27,261,351
31,732,951
-14.1%
1,413,753
1,726,286
-18.1%
Total Options
327,599,831
355,803,000
-7.9%
16,102,772
17,635,397
-8.7%
Total Futures
3,953,134
5,051,580
-21.7%
215,073
283,348
-24.1%
Total Volume
331,552,965
360,854,580
-8.1%
16,317,845
17,918,745
-8.9%