OCC, the world’s largest equity derivatives clearing organization, announced today that cleared contract volume in May reached 308,639,215 contracts, a 3 percent decrease from the May 2014 volume of319,742,239 contracts. OCC’s year-to-date average daily cleared contract volume is down 7 percent from 2014 with16,144,143 contracts in 2015.
Options: Exchange-listed options volume reached 304,133,734 contracts in May, a 4 percent decrease from the May2014 volume of 315,630,235 contracts. Year-to-date average daily options volume is down 7 percent from 2014 with15,927,070 contracts in 2015.
Equity options volume in May was 275,408,858 contracts, a 3 percent decrease from May 2014. Index options volume in May was down 9 percent from May 2014 with 28,724,876 contracts.
Futures: OCC cleared futures volume in May reached 4,505,481 contracts, a 10 percent increase from the May 2014 volume of 4,112,004 contracts. OCC’s year-to-date average daily cleared futures volume is down 18 percent from 2014 with 217,073 contracts in 2015.
Securities Lending: OCC's securities lending CCP activity in May 2015 was up 9 percent in new loans from May 2014 with 109,626 transactions last month. Year-to-date stock loan activity is up 11 percent from 2014 with 540,068 new loan transactions in 2015. The average daily loan value cleared by OCC in May was $196,205,110,255.
OCC CLEARED CONTRACT VOLUME MAY 2015 |
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May 2015 Total Contract Volume |
May 2014 Total Contract Volume |
May Total Contract % Change vs. 2014 |
YTD. Avg. Daily Contract 2015 |
YTD. Avg. Daily Contract 2014 |
Avg. Daily Contract % Change vs. 2014 |
Equity Options |
275,408,858 |
284,062,162 |
-3.05% |
14,508,906 |
15,423,391 |
-5.93% |
Index Options |
28,724,876 |
31,568,073 |
-9.01% |
1,418,163 |
1,680,811 |
-15.63% |
Total Options |
304,133,734 |
315,630,235 |
-3.64% |
15,927,070 |
17,104,202 |
-6.88% |
Total Futures |
4,505,481 |
4,112,004 |
9.57% |
217,073 |
265,500 |
-18.24% |
Total Volume |
308,639,215 |
319,742,239 |
-3.47% |
16,144,143 |
17,369,702 |
-7.06% |