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OCC Cleared Contract Volume Declined 26% in October

  • Securities Lending Activity Up 12% in October and 15% Year-to-Date
November 02, 2015
Chicago -

OCC, the world's largest equity derivatives clearing organization, announced today that cleared contract volume in October was 367,647,983 contracts, a 26 percent decrease from the October 2014 monthly volume of 499,598,951 contracts. Average daily volume at OCC is down 3 percent in 2015 with 16,840,156 contracts. OCC's stock loan program reported strong volume numbers in October with year-to-date activity up 15 percent.

Options: Exchange-listed options volume reached 362,142,042 contracts in October, a 26 percent decrease from October 2014. Year-to-date average daily options volume is down 3 percent from 2014 with 16,578,474 contracts.

Equity options volume last month was 324,118,226 contracts, a 26 percent decrease from October 2014. Index options volume in October was down 30 percent with 38,023,816 contracts.

Futures: Cleared futures volume at OCC in October was 5,505,941 contracts, a 33 percent decrease from October 2014. OCC's year-to-date average daily cleared futures volume is down 4 percent with 261,682 contracts.

Securities Lending: OCC's securities lending CCP activity in October 2015 was up 12 percent in new loans from October 2014 with 119,764 transactions last month. Year-to-date stock loan activity is up 15 percent from 2014 with 1,142,224 new loan transactions in 2015. The average daily loan value cleared by OCC in October was $175,175,535,641.

OCC CLEARED CONTRACT VOLUME OCTOBER 2015

 
October 2015 Total Contract Volume
October 2014 Total Contract Volume
October Total Contract % Change vs. 2014
YTD. Avg. Daily Contract 2015
YTD. Avg. Daily Contract 2014
Avg. Daily Contract % Change vs. 2014
Equity Options
324,118,226
436,855,058
-25.8%
14,896,014
15,435,956
-3.5%
Index Options
38,023,816
54,539,096
-30.3%
1,682,460
1,701,440
-1.1%
Total Options
362,142,042
491,394,154
-26.3%
16,578,474
17,137,396
-3.3%
Total Futures
5,505,941
8,204,797
-32.9%
261,682
273,828
-4.4%
Total Volume
367,647,983
499,598,951
-26.4%
16,840,156
17,411,224
-3.3%
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