OCC, the world’s largest equity derivatives clearing organization, announced today that cleared contract volume in July was 385,404,937 contracts, up 7 percent from July 2014 volume of 360,585,699 contracts marking the highest July volume on record. OCC’s year-to-date average daily cleared contract volume is down 4 percent from 2014 with 16,252,971 contracts in 2015.
Options: Exchange-listed options volume reached 379,194,963 contracts in July, a 7 percent increase from July 2014 volume of 355,432,350 contracts. Year-to-date average daily options volume is down 4 percent from 2014 with16,015,248 contracts in 2015.
Equity options volume in July was 340,149,220 contracts, a 6 percent increase from July 2014. Index options volume in July was up 18 percent from July 2014 with 39,045,743 contracts.
Futures: OCC cleared futures volume in July reached 6,209,974 contracts, a 21 percent increase from the July 2014 volume of 5,153,349 contracts. OCC’s year-to-date average daily cleared futures volume is down 11 percent from 2014 with 237,723 contracts in 2015.
Securities Lending: OCC's securities lending CCP activity in July 2015 was up 10 percent in new loans from July 2014 with 116,406 transactions. Year-to-date stock loan activity is up 12 percent from 2014 with 772,132 new loan transactions in 2015. The average daily loan value cleared by OCC in July was $186,970,718,656.
OCC CLEARED CONTRACT VOLUME JULY 2015 |
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July 2015 Total Contract Volume |
July 2014 Total Contract Volume |
July Total Contract % Change vs. 2014 |
YTD. Avg. Daily Contract 2015 |
YTD. Avg. Daily Contract 2014 |
Avg. Daily Contract % Change vs. 2014 |
Equity Options |
340,149,220 |
322,425,332 |
5.50% |
14,510,111 |
15,064,081 |
-3.68% |
Index Options |
39,045,743 |
33,007,018 |
18.30% |
1,505,137 |
1,638,135 |
-8.12% |
Total Options |
379,194,963 |
355,432,350 |
6.69% |
16,015,248 |
16,702,216 |
-4.11% |
Total Futures |
6,209,974 |
5,153,349 |
20.50% |
237,723 |
267,559 |
-11.15% |
Total Volume |
385,404,937 |
360,585,699 |
6.88% |
16,252,971 |
16,969,775 |
-4.22% |