OCC Cleared Contract Volume Up Four Percent in May

  • Securities Lending Activity Up 52 Percent in May and 46 Percent Year-to-Date
June 01, 2016
Chicago -

OCC, the world's largest equity derivatives clearing organization, announced that cleared contract volume in May reached 319,533,636 contracts, a four percent increase from the May 2015 volume of 308,639,215 contracts. OCC's year-to-date average daily cleared contract volume is also up four percent from 2015 with 16,734,689 contracts.

Options: Exchange-listed options volume reached 311,177,955 contracts in May, a two percent increase from May 2015. Year-to-date average daily options volume is up three percent, with 16,375,526 contracts.

Equity options volume in May was 278,683,441 contracts, a one percent increase from May 2015. This includes cleared ETF options volume of 120,977,610 contracts last month, a 15 percent increase over May 2015 volume of 105,173,938 contracts. Index options volume in May was up 13 percent from May 2015 with 32,494,514 contracts.

Futures: OCC cleared futures volume in May reached 8,355,681 contracts, an 86 percent increase from the May 2015 volume of 4,505,481 contracts. OCC's year-to-date average daily cleared futures volume is up 66 percent from 2015 with 359,163 contracts.

Securities Lending: OCC's securities lending CCP activity in May was up 52 percent in new loans from May 2015 with 167,054 transactions last month. Year-to-date stock loan activity is up 46 percent from 2015 with 787,220 new loan transactions in 2016. The average daily loan value cleared by OCC in May was $141,315,203,588.

 
May 2016 Total Contract Volume
May 2015 Total Contract Volume
May Total Contract % Change vs. 2015
YTD. Avg. Daily Contract 2016
YTD. Avg. Daily Contract 2015
Avg. Daily Contract % Change vs. 2015
Equity Options
278,683,441
275,408,858
1.2%
14,673,304
14,508,906
1.1%
Index Options
32,494,514
28,724,876
13.1%
1,702,222
1,418,163
20.0%
Total Options
311,177,955
304,133,734
2.3%
16,375,526
15,927,070
2.8%
Total Futures
8,355,681
4,505,481
85.5%
359,163
217,073
65.5%
Total Volume
319,533,636
308,639,215
3.5%
16,734,689
16,144,143
3.7%