OCC announced today cleared contract volume of 380,417,938 contracts in May, an increase of 5 percent from the 362,653,311 contracts cleared in May 2011.
Year-to-date cleared contract volume reached 1,771,096,243 contracts in May, a 5 percent decline from the same period last year.
Options: Exchange-listed options volume reached 377,539,997 contracts in May, a 5 percent increase from May 2011, and the highest monthly total volume so far in 2012. Year-to-date options trading volume is down 5 percent from 2011 with 1,758,289,812 contracts.
Futures: Futures cleared by OCC fell 14 percent to 2,877,941 contracts in May. Equity futures fell to 259,382 contracts in April, 2 percent less than May 2011, though year-to-date average daily volume remains up 20 percent. Index and other futures reached 2,618,474 contracts, down 15 percent from 2011.
Securities Lending: OCC's stock loan program, including OTC and AQS, saw a 30 percent increase in new loan activity over May 2011 with 83,144 new loan transactions in May. Year-to-date securities lending activity is up 14 percent from 2011 with 378,294 new loan transactions in 2012. OCC's stock loan program had an average daily notional value of $32,519,734,680.
|
|
May 2012 Total Contract Volume |
May 2011 Total Contract Volume |
May Total Contract % Change vs. 2011 |
YTD. Avg. Daily Contract 2012 |
YTD. Avg. Daily Contract 2011 |
Avg. Daily Contract % Change vs. 2011 |
|
Equity Options |
346,147,518 |
336,176,810 |
3% |
15,635,473 |
16,730,489 |
-7% |
|
Index Options |
31,392,479 |
23,134,010 |
36% |
1,271,160 |
1,178,444 |
8.00% |
|
Total Options |
377,539,997 |
359,310,820 |
5% |
16,906,633 |
17,908,933 |
-6% |
|
Equity Futures |
259,382 |
263,912 |
-2% |
16,492 |
13,773 |
20% |
|
Index / |
2,618,474 |
3,078,345 |
-15% |
106,644 |
150,248 |
-29% |
|
Options on Futures |
85 |
234 |
-64% |
3 |
15 |
-80% |
|
Total Futures |
2,877,941 |
3,342,491 |
-14% |
123,139 |
164,035 |
-25% |
|
Total Volume |
380,417,938 |
362,653,311 |
5% |
17,029,772 |
18,072,968 |
-6% |
