OCC announced today that total cleared contract volume in February was 306,531,839 contracts, a 13 percent decrease from the February 2014 volume of 350,507,077 contracts. OCC's year-to-date average daily cleared contract volume is down 9 percent from 2014 with 17,049,163 contracts.
Options: Exchange-listed options volume reached 302,527,974 contracts in February, a 12 percent decrease from February 2014. Equity options volume for the month was 275,262,981 contracts, a 10 percent decrease from February 2014. Average daily options volume this year is down 8 percent from 2014 with 16,815,203 contracts.
Futures: OCC cleared futures volume in February was 4,003,865 contracts, a 28 percent decrease from February 2014. Equity futures volume at OCC last month was 837,327 contracts, up 14 percent from February 2014. OCC’s year-to-date average daily cleared futures volume is down 18 percent from 2014 with 233,960 contracts.
Securities Lending: OCC's securities lending CCP activity was down 9 percent in new loans from February 2014 with 97,356 transactions last month. Year-to-date stock loan activity is up 4 percent from 2014 with 203,122 new loan transactions in 2015. The average daily loan value cleared by OCC in February was $165,142,278,709.
|
Feb 2015 Total Contract Volume |
Feb 2014 Total Contract Volume |
Feb Total Contract % Change vs. 2014 |
YTD. Avg. Daily Contract 2015 |
YTD. Avg. Daily Contract 2014 |
Avg. Daily Contract % Change vs. 2014 |
Equity Options |
275,262,981 |
307,184,466 |
-10.39% |
15,280,815 |
16,470,886 |
-7.23% |
Index Options |
27,264,993 |
37,723,568 |
-27.72% |
1,534,387 |
1,897,343 |
-19.13% |
Total Options |
302,527,974 |
344,908,034 |
-12.29% |
16,815,203 |
18,368,229 |
-8.45% |
Equity Futures |
837,327 |
735,214 |
13.89% |
35,494 |
33,721 |
5.26% |
Index / |
3,166,538 |
4,863,829 |
-34.90% |
198,466 |
250,617 |
-20.81% |
Total Futures |
4,003,865 |
5,599,043 |
-28.49% |
233,960 |
284,338 |
-17.72% |
Total Volume |
306,531,839 |
350,507,077 |
-12.55% |
17,049,163 |
18,652,567 |
-8.60% |