OCC announced that average daily cleared contract volume for the month was 15,831,521 contracts, an 8 percent decline from March 2012. Total cleared contract volume in March reached 316,630,411, a 17 percent decrease from the 379,763,970 contracts in March 2012, which had two more trading days. OCC's year-to-date total contract volume is down 6 percent from 2012 with 1,006,895,640 contracts, while average daily volume is down 3 percent at 16,781,594 contracts.
Options: Exchange-listed options trading volume reached 311,565,300 contracts in March, a 17 percent decrease from March 2012. Average daily options trading volume for the month was 15,578,265 contracts, a 9 percent decrease from the average daily volume of March 2012. Year-to-date total options trading volume is down 6 percent with 993,580,233 contracts in 2013.
Futures: Futures cleared by OCC reached 5,065,111 contracts in March, up 44 percent from March 2012. OCC cleared an average of 253,256 futures contracts per day last month, a 58 percent increase from March 2012. OCC’s year-to-date cleared futures volume is up 76 percent with 13,315,407 contracts in 2013.
Securities Lending: OCC's securities lending CCP activities saw a 15 percent increase in new loans over March 2012 with 95,686 transactions last month. Year-to-date stock loan activity is up 33 percent from 2012 with 286,576 new loan transactions in 2013. The average daily loan value at OCC in March was $52,367,602,922.
|
March 2013 Total Contract Volume |
March 2012 Total Contract Volume |
Total Contract % Change vs. 2012 |
YTD. Avg. Daily Contract 2013 |
YTD. Avg. Daily Contract 2012 |
Avg. Daily Contract % Change vs. 2012 |
Equity Options |
279,047,146 |
347,851,439 |
-19.78% |
14,981,424 |
15,879,158 |
-5.65% |
Index Options |
32,518,124 |
28,394,603 |
14.52% |
1,578,244 |
1,235,507 |
27.74% |
Debt Options |
30 |
0 |
n/a |
2 |
0 |
n/a |
Total Options |
311,565,300 |
376,246,042 |
-17.19% |
16,559,671 |
17,114,665 |
-3.24% |
Equity Futures |
752,336 |
688,098 |
9.34% |
34,097 |
19,792 |
72.28% |
Index / |
4,312,775 |
2,829,830 |
52.40% |
187,827 |
102,467 |
83.30% |
Total Futures |
5,065,111 |
3,517,928 |
43.98% |
221,923 |
122,259 |
81.52% |
Total Volume |
316,630,411 |
379,763,970 |
-16.62% |
16,781,594 |
17,236,924 |
-2.64% |