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.
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May 2016 Total Contract Volume
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May 2015 Total Contract Volume
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May Total Contract % Change vs. 2015
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YTD. Avg. Daily Contract 2016
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YTD. Avg. Daily Contract 2015
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Avg. Daily Contract % Change vs. 2015
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|
| 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
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13.1%
|
1,702,222
|
1,418,163
|
20.0%
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| Total Options |
311,177,955
|
304,133,734
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2.3%
|
16,375,526
|
15,927,070
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2.8%
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| Total Futures |
8,355,681
|
4,505,481
|
85.5%
|
359,163
|
217,073
|
65.5%
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| Total Volume |
319,533,636
|
308,639,215
|
3.5%
|
16,734,689
|
16,144,143
|
3.7%
|