OCC securities lending average daily volumes rise 19.9 per cent YoY for June
06 July 2022 US
Image: adobestock/Puripat
Securities lending transaction volumes cleared through OCC have climbed 19.9 per cent YoY to 206,122 transactions.
However, average daily loan value (ADV) has remained virtually unchanged for June 2022 relative to June 2021 at US$128.5 billion, indicating a rise in cleared trade volume over the period with lower average ticket size.
Breaking these numbers down by contract type, cleared volume for futures and options contracts through the Chicago-based clearing house was down by 7.4 per cent YoY to 806.0 million.
The period saw a significant drop off in equity options cleared volume through OCC, with contract volumes falling 34.5 per cent YoY to 408.3 million.
By contrast, ETF options contracts cleared through OCC rose 64.1 per cent YoY to 333.3 million. Index options contract volumes cleared through OCC climbed 51.9 per cent YoY to 60.2 billion.
For futures contracts, cleared contract volume was up 5.0 per cent YoY to 4.3 billion.
However, average daily loan value (ADV) has remained virtually unchanged for June 2022 relative to June 2021 at US$128.5 billion, indicating a rise in cleared trade volume over the period with lower average ticket size.
Breaking these numbers down by contract type, cleared volume for futures and options contracts through the Chicago-based clearing house was down by 7.4 per cent YoY to 806.0 million.
The period saw a significant drop off in equity options cleared volume through OCC, with contract volumes falling 34.5 per cent YoY to 408.3 million.
By contrast, ETF options contracts cleared through OCC rose 64.1 per cent YoY to 333.3 million. Index options contract volumes cleared through OCC climbed 51.9 per cent YoY to 60.2 billion.
For futures contracts, cleared contract volume was up 5.0 per cent YoY to 4.3 billion.
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