OCC Announces Average Daily Cleared Contract Volume Fell 6% In September - Futures And Securities Lending Activity Jumped Higher

OCC announced average daily cleared contract volume in September was 17,570,113 contracts, a 6 percent decline from September 2011. Total cleared contract volume reached 333,832,141 contracts for the month, representing a 15 percent decline from the September 2011 volume of 394,148,808 contracts. OCC’s year-to-date total contract volume is down 14 percent with 3,058,201,355 contracts in 2012.

Options: Average daily options trading volume in September was 17,348,823 contracts, 7 percent lower than September 2011. Total options trading volume for the month reached 329,627,631 contracts, a 16 percent decline from September 2011, which had 2 more trading days. Year-to-date options trading volume is down 14 percent with 3,031,485,451 contracts.

Futures: Futures cleared by OCC reached 4,204,510 contracts in September, up 45 percent from 2011. Equity futures reached 847,488 contracts this month, up 365 percent from 2011. Index and other futures volume came in at 3,357,022 contracts in September, up 23 percent from September 2011. OCC is averaging 142,106 cleared futures contracts per day in 2012.

Securities Lending: OCC’s securities lending CCP activities saw a 25 percent increase in new loans over September 2011 with 72,724 transactions last month. Year-to-date stock loan activity is up 26 percent from 2011 with 736,658 new loan transactions in 2012. The average daily loan value at OCC in September was $33,251,126,159.