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 |
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July 2015 Total Contract Volume
|
July 2014 Total Contract Volume
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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%
|