OCC, the world's largest equity derivatives clearing organization, announced today that cleared contract volume in November was 328,272,930 contracts, a 10 percent increase from the November 2014 monthly volume of 298,563,036 contracts. Average daily volume at OCC is down three percent in 2015 with 16,803,068 contracts. OCC's stock loan program reported strong volume numbers in November with year-to-date activity up 16 percent.
Options: Exchange-listed options volume reached 323,335,666 contracts in November, a 10 percent increase from November 2014. Year-to-date average daily options volume is down three percent from 2014 with 16,542,674 contracts.
Equity options volume last month was 293,853,931 contracts, a nine percent increase from November 2014. Index options volume in November was up 19 percent with 29,481,735 contracts.
Futures: Cleared futures volume at OCC in November was 4,937,264 contracts, a 30 percent increase from November 2014. OCC's year-to-date average daily cleared futures volume is down three percent with 260,394 contracts.
Securities Lending: OCC's securities lending CCP activity in November 2015 was up 27 percent in new loans from November 2014 with 119,384 transactions. Year-to-date stock loan activity is up 16 percent from 2014 with 1,261,608 new loan transactions in 2015. The average daily loan value cleared by OCC in November was $166,531,568,414.
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OCC CLEARED CONTRACT VOLUME NOVEMBER 2015 |
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Nov 2015 Total Contract Volume
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Nov 2014 Total Contract Volume
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Nov 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 |
293,853,931
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269,965,859
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8.8%
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14,878,334
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15,334,576
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-3.0%
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| Index Options |
29,481,735
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24,804,497
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18.9%
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1,664,341
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1,668,732
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-0.3%
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| Total Options |
323,335,666
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294,770,356
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9.7%
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16,542,674
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17,003,308
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-2.7%
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| Total Futures |
4,937,264
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3,792,680
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30.2%
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260,394
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267,697
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-2.7%
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| Total Volume |
328,272,930
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298,563,036
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10.0%
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16,803,068
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17,271,005
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-2.7%
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