OCC, the world's largest equity derivatives clearing organization, announced today that total cleared contract volume in February was 338,300,969 contracts, up 10 percent from February 2015 volume of 306,531,839 contracts. OCC's year-to-date average daily cleared contract volume is up seven percent from 2015 with 18,209,514 contracts.
Options: Overall exchange-listed options volume reached 331,918,260 contracts in February, up 10 percent from February 2015. Equity options volume reached a total of 296,684,498 contracts, an eight percent increase from February 2015. This includes cleared ETF options volume of 135,080,392 contracts last month, a 35 percent increase over February 2015 volume. Index options volume was up 29 percent with 35,233,762 contracts in February.
Year-to-date average daily equity options volume is up five percent with 15,975,714 contracts in 2016.
Futures: OCC cleared futures volume in February was 6,382,709 contracts, a 59 percent increase from February 2015. OCC's year-to-date average daily cleared futures volume is up 49 percent from 2015 with 348,230 contracts.
Securities Lending: OCC's securities lending CCP activity was up 54 percent in new loans from February 2015 with 150,326 transactions last month. Year-to-date stock loan activity is up 41 percent from 2015 with 287,098 new loan transactions in 2016. The average daily loan value cleared by OCC in February was $145,754,225,072.
For 2016 monthly exchange market share information, click here.
Feb 2016 Total Contract Volume
|
Feb 2015 Total Contract Volume
|
Feb Total Contract % Change vs. 2015
|
YTD. Avg. Daily Contract 2016
|
YTD. Avg. Daily Contract 2015
|
Avg. Daily Contract % Change vs. 2015
|
|
Equity Options |
296,684,498
|
275,262,981
|
7.8%
|
15,975,714
|
15,280,815
|
4.6%
|
Index Options |
35,233,762
|
27,264,993
|
29.2%
|
1,885,571
|
1,534,387
|
22.9%
|
Total Options |
331,918,260
|
302,527,974
|
9.7%
|
17,861,285
|
16,815,203
|
6.2%
|
Total Futures |
6,382,709
|
4,003,865
|
59.4%
|
348,230
|
233,960
|
48.8%
|
Total Volume |
338,300,969
|
306,531,839
|
10.4%
|
18,209,514
|
17,049,163
|
6.8%
|