OCC announced today that cleared contract volume in October reached 407,220,455 contracts, representing a 24 percent increase from the October 2012 volume of 327,576,945 contracts. This marks the first time since August 2011 that cleared contract volume hit 400 million contracts in a single month and the fourth time in history. OCC's year-to-date total cleared contract volume is up 4 percent from 2012 with 3,526,716,786 contracts.
Options: Exchange-listed options trading volume reached 401,726,200 contracts in October, a 24 percent increase from the 324,329,913 contracts traded in October 2012. Average daily options volume in 2013 is 16,476,782 contracts, 3 percent higher than the same time last year. Year-to-date total options trading volume is up 4 percent with 3,476,600,927 contracts in 2013.
Futures: OCC cleared 5,494,255 futures contracts in October, a 69 percent increase from October 2012. OCC’s average daily cleared futures volume is up 66 percent from 2012 with 237,516 contracts. OCC’s year-to-date total cleared futures volume is up 67 percent from 2012 with 50,115,859 contracts.
Securities Lending: OCC's securities lending CCP activities saw a 26 percent increase in new loans from October 2012 with 97,472 transactions last month. Year-to-date stock loan activity is up 28 percent from 2012 with 1,054,624 new loan transactions in 2013. The average daily loan value at OCC in October was $70,720,228,408, marking the highest average notional value to date.
|
October 2013 Total Contract Volume |
October 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 |
360,729,625 |
297,991,460 |
21.05% |
14,919,343 |
14,794,604 |
0.84% |
Index Options |
40,996,575 |
26,338,453 |
55.65% |
1,557,438 |
1,261,929 |
23.42% |
Debt Options |
0 |
0 |
n/a |
1 |
0 |
n/a |
Total Options |
401,726,200 |
324,329,913 |
23.86% |
16,476,782 |
16,056,533 |
2.62% |
Equity Futures |
747,797 |
424,573 |
76.13% |
36,545 |
22,292 |
63.94% |
Index / |
4,746,458 |
2,822,459 |
68.17% |
200,971 |
121,072 |
65.99% |
Total Futures |
5,494,255 |
3,247,032 |
69.21% |
237,516 |
143,363 |
65.67% |
Total Volume |
407,220,455 |
327,576,945 |
24.31% |
16,714,298 |
16,199,896 |
3.18% |