Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

OCC Announces Cleared Contract Volume Declined 12% In July While Securities Lending Volume Rose 19%

Date 01/08/2012

OCC announced that cleared contract volume reached 309,599,417 contracts in July, representing a 12 percent decrease from the July 2011 volume of 351,117,113 contracts. OCC's year-to-date total contract volume is down 7 percent with 2,410,587,457 contracts in 2012.

Options: Exchange-listed options trading volume reached 306,817,994 contracts in July, a 12 percent decrease from July 2011. Average daily options trading volume in July was 14,610,380 contracts, 16 percent lower than the 17,410,909 contracts in July of last year. Year-to-date options trading volume is down 7 percent from 2011 with 2,390,920,900 contracts.

Futures: Futures cleared by OCC reached 2,781,423 contracts in July, down 4 percent from 2011. Equity futures came in at 369,694 contracts this month, up 219 percent from 2011. Index and other futures reached 2,411,729 contracts, down 13 percent from 2011. OCC is averaging 134,702 cleared futures contracts per day in 2012.

Securities Lending: OCC’s securities lending CCP activities saw a 19 percent increase in new loans over July 2011 with 80,674 transactions last month. Year-to-date stock loan activity is up 16 percent from 2011 with 539,252 new loan transactions in 2012. The average daily loan value at OCC in July was $33,573,733,743.

July 2012 Total Contract Volume

July 2011 Total Contract Volume

July Total Contract % Change vs. 2011

YTD. Avg. Daily Contract 2012

YTD. Avg. Daily Contract 2011

Avg. Daily Contract % Change vs. 2011

Equity Options

282,647,406

320,787,641

-12%

15,113,546

16,459,025

-8%

Index Options

24,170,588

27,430,530

-12%

1,262,625

1,235,921

2%

Total Options

306,817,994

348,218,171

-12%

16,376,171

17,694,946

-7%

Equity Futures

369,694

115,974

219%

20,229

13,297

52%

Index /
Other Futures

2,411,729

2,782,968

-13%

114,474

150,448

-24%

Total Futures

2,781,423

2,898,942

-4%

134,702

163,744

-18%

Total Volume

309,599,417

351,117,113

-12%

16,510,873

17,858,690

-8%