OCC Cleared Contract Volume Rises Four Percent in May


OCC.com – CHICAGO  – 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.


For 2016 monthly exchange market share information, click here.


May 2016 Total Contract Volume May 2015 Total Contract Volume May Total Contract % Change vs. 2015 YTD. Avg. Daily Contract 2016 YTD. Avg. Daily Contract 2015 Avg. Daily Contract % Change vs. 2015
Equity Options 278,683,441 275,408,858 1.19% 14,673,304 14,508,906 1.13%
Index Options 32,494,514 28,724,876 13.1% 1,702,222 1,418,163 20.0%
Total Options 311,177,955 304,133,734 2.32% 16,375,526 15,927,070 2.82%
Total Futures 8,355,681 4,505,481 85.5% 359,163 217,073 65.5%
Total Volume 319,533,636 308,639,215 3.53% 16,734,689 16,144,143 3.66%










http://www.theocc.com/components/img/email/twitter.png    @OptionsClearing

Related articles

  1. Buy Side Forced to Review Collateral Arrangements

    As rates and volatility rise, the need to optimise the value of collateral is greater than ever.

  2. CEDX is planning to expand its range of products in 2023, subject to regulatory approvals.

  3. The CFTC regulated derivatives market and clearer was not included in FTX's bankruptcy filing.

  4. Schroders cleared NDF trades across a Asian and Latam currency pairs via Citi.

  5. The derivatives venue owned by FTX wanted to offer products that were not fully collateralized.