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OCC Cleared Contract Volume Declined 3% in May

  • Securities Lending CCP Activity Up 9 Percent from May 2014 and Up 11 Percent Year-to-Date
June 01, 2015
Chicago -

OCC, the world's largest equity derivatives clearing organization, announced today that cleared contract volume in May reached 308,639,215 contracts, a 3 percent decrease from the May 2014 volume of 319,742,239 contracts. OCC's year-to-date average daily cleared contract volume is down 7 percent from 2014 with 16,144,143 contracts in 2015.

Options: Exchange-listed options volume reached 304,133,734 contracts in May, a 4 percent decrease from the May 2014 volume of 315,630,235 contracts. Year-to-date average daily options volume is down 7 percent from 2014 with 15,927,070 contracts in 2015.

Equity options volume in May was 275,408,858 contracts, a 3 percent decrease from May 2014. Index options volume in May was down 9 percent from May 2014 with 28,724,876 contracts.

Futures: OCC cleared futures volume in May reached 4,505,481 contracts, a 10 percent increase from the May 2014 volume of 4,112,004 contracts. OCC's year-to-date average daily cleared futures volume is down 18 percent from 2014 with 217,073 contracts in 2015.

Securities Lending: OCC's securities lending CCP activity in May 2015 was up 9 percent in new loans from May 2014 with 109,626 transactions last month. Year-to-date stock loan activity is up 11 percent from 2014 with 540,068 new loan transactions in 2015. The average daily loan value cleared by OCC in May was $196,205,110,255.

OCC CLEARED CONTRACT VOLUME MAY 2015

OCC CLEARED CONTRACT VOLUME MAY 2015

 
May 2015 Total Contract Volume
May 2014 Total Contract Volume
May Total Contract % Change vs. 2014
YTD. Avg. Daily Contract 2015
YTD. Avg. Daily Contract 2014
Avg. Daily Contract % Change vs. 2014
Equity Options
275,408,858
284,062,162
-3.1%
14,508,906
15,423,391
-5.9%
Index Options
28,724,876
31,568,073
-9.0%
1,418,163
1,680,811
-15.6%
Total Options
304,133,734
315,630,235
-3.6%
15,927,070
17,104,202
-6.9%
Total Futures
4,505,481
4,112,004
9.6%
217,073
265,500
-18.2%
Total Volume
308,639,215
319,742,239
-3.5%
16,144,143
17,369,702
-7.1%
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