OCC Cleared Contract Volume Increased 7% in July

  • Securities Lending CCP Activity Up 10 Percent for July and 12 Percent Year-to-Date
August 03, 2015
Chicago -

OCC, the world's largest equity derivatives clearing organization, announced today that cleared contract volume in July was 385,404,937 contracts, up 7 percent from July 2014 volume of 360,585,699 contracts marking the highest July volume on record. OCC's year-to-date average daily cleared contract volume is down 4 percent from 2014 with 16,252,971 contracts in 2015.

Options: Exchange-listed options volume reached 379,194,963 contracts in July, a 7 percent increase from July 2014 volume of 355,432,350 contracts. Year-to-date average daily options volume is down 4 percent from 2014 with 16,015,248 contracts in 2015.

Equity options volume in July was 340,149,220 contracts, a 6 percent increase from July 2014. Index options volume in July was up 18 percent from July 2014 with 39,045,743 contracts.

Futures: OCC cleared futures volume in July reached 6,209,974 contracts, a 21 percent increase from the July 2014 volume of 5,153,349 contracts. OCC's year-to-date average daily cleared futures volume is down 11 percent from 2014 with 237,723 contracts in 2015.

Securities Lending: OCC's securities lending CCP activity in July 2015 was up 10 percent in new loans from July 2014 with 116,406 transactions. Year-to-date stock loan activity is up 12 percent from 2014 with 772,132 new loan transactions in 2015. The average daily loan value cleared by OCC in July was $186,970,718,656.

OCC CLEARED CONTRACT VOLUME JULY 2015

OCC CLEARED CONTRACT VOLUME JULY 2015

 
July 2015 Total Contract Volume
July 2014 Total Contract Volume
July Total Contract % Change vs. 2014
YTD. Avg. Daily Contract 2015
YTD. Avg. Daily Contract 2014
Avg. Daily Contract % Change vs. 2014
Equity Options
340,149,220
322,425,332
5.5%
14,510,111
15,064,081
-3.7%
Index Options
39,045,743
33,007,018
18.3%
1,505,137
1,638,135
-8.1%
Total Options
379,194,963
355,432,350
6.7%
16,015,248
16,702,216
-4.1%
Total Futures
6,209,974
5,153,349
20.5%
237,723
267,559
-11.2%
Total Volume
385,404,937
360,585,699
6.9%
16,252,971
16,969,775
-4.2%