OCC announced today that total cleared contract volume reached 393,461,669 contracts in October, representing a 14 percent increase over the October 2010 volume of 344,148,365 contracts. OCC year-to-date total contract volume is up 22 percent with 3,931,963,023 contracts in 2011.
Options: Exchange-listed options trading for the month of October was up 14 percent from the previous year. Equity options trading volume in October reached 360,081,121 contracts, a 13 percent increase over October 2010. Total options volume year-to-date through October was 3,898,045,930 contracts, 22 percent higher than at the same point last year.
Futures: Futures cleared by OCC reached 2,479,233 contracts in October, up 16 percent from October 2010. Index and other futures volume reached 2,308,363 contracts in October, a 16 percent increase over October 2010. OCC year-to-date futures volume is more than double that of 2010 with 33,917,093 contracts cleared in 2011.
Securities Lending: OCC's stock loan program, including OTC and AQS, saw new loan activity fall 7 percent compared to October 2010 with 59,034 new loan transactions in October. Despite this decline, year-to-date securities lending activity is up 23 percent from 2010 with 645,759 new loan transactions in 2011. OCC's stock loan program had an average daily notional value of 15,701,330,407.
|
October 2011 Total Contract Volume |
October 2010 Total Contract Volume |
October Total Contract % Change vs. 2010 |
YTD. Avg. Daily Contract 2011 |
YTD. Avg. Daily Contract 2010 |
Avg. Daily Contract % Change vs. 2010 |
Equity Options |
360,081,121 |
319,169,334 |
13% |
17,182,885 |
14,168,294 |
21% |
Index Options |
30,901,315 |
22,836,877 |
35% |
1,379,238 |
1,170,538 |
18% |
Total Options |
390,982,436 |
342,006,211 |
14% |
18,562,123 |
15,338,832 |
21% |
Equity Futures |
170,470 |
157,667 |
8% |
13,276 |
19,689 |
-33% |
Index / |
2,308,363 |
1,983,877 |
16% |
148,204 |
79,652 |
86% |
Options on Futures |
400 |
610 |
-34% |
30 |
22 |
36% |
Total Futures |
2,479,233 |
2,142,154 |
16% |
161,510 |
99,364 |
63% |
Total Volume |
393,461,669 |
344,148,365 |
14% |
18,723,633 |
15,438,196 |
21% |