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